Occuptation times in the MAP risk model
Year of publication: |
2015
|
---|---|
Authors: | Landriault, David ; Shi, Tianxiang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 75-82
|
Subject: | Occupation time | Duration of negative surplus | Markovian arrival proccess | Time to ruin | Number of claims with negative surplus | Theorie | Theory | Zeit | Time | Markov-Kette | Markov chain |
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