Ruin problems in a discrete risk model in a Markovian environment
Year of publication: |
2021
|
---|---|
Authors: | Yoo, Hyun Joo ; Kim, Jerim |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2021, 2, p. 1-10
|
Subject: | insurance model | surplus process | ruin probability | Markovian environment | matrix analytic method | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Theorie | Theory |
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