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q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan; Jiang, Zhengjun; Zhang, Yiwen - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 38-50
Persistent link: https://www.econbiz.de/10013491049
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Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin - In: Scandinavian actuarial journal 2022 (2022) 8, pp. 682-694
Persistent link: https://www.econbiz.de/10013370732