q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Yuxuan Liu, Zhengjun Jiang and Yiwen Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Yuxuan ; Jiang, Zhengjun ; Zhang, Yiwen |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 1, p. 38-50
|
| Subject: | 60J70 | 60K37 | 91G05 | Banach contraction principle | Markov-modulated jump–diffusion risk model | q-scale function | Ruin probability | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2078221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013491049