q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Year of publication: |
2023
|
---|---|
Authors: | Liu, Yuxuan ; Jiang, Zhengjun ; Zhang, Yiwen |
Subject: | 60J70 | 60K37 | 91G05 | Banach contraction principle | Markov-modulated jump–diffusion risk model | q-scale function | Ruin probability | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management | Versicherungsmathematik | Actuarial mathematics |
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