Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Runhuan Feng; Yasutaka Shimizu
| Year of publication: |
2014
|
|---|---|
| Authors: | Feng, Runhuan ; Shimizu, Yasutaka |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 11-26
|
| Subject: | Markov additive processes | Potential measure | Resolvent density | Markov renewal equation | Scale matrix | Exit problems | Theorie | Theory | Markov-Kette | Markov chain | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469191