Asmussen, Søren; Henriksen, Lotte Fløe; Klüppelberg, … - In: Stochastic Processes and their Applications 54 (1994) 1, pp. 29-43
Let [psi]i(u) be the probability of ruin for a risk process which has initial reserve u and evolves in a finite Markovian environment E with initial state i. Then the arrival intensity is [beta]j and the claim size distribution is Bj when the environment is in state j[set membership, variant]E....