Showing 1 - 3 of 3
Suppose that risk reserves of an insurance company are governed by a Markov-modulated classical risk model with parameters modulated by a finite-state irreducible Markov chain. The main purpose of this paper is to calculate ultimate ruin probability that ruin time, the first time when risk...
Persistent link: https://www.econbiz.de/10013370498
Persistent link: https://www.econbiz.de/10013491049
Persistent link: https://www.econbiz.de/10013370732