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Duration of negative surplus for a two state Markov-modulated risk model

✍ Scribed by Ma Xuemin; Yuan Haili; Hu Yijun

Book ID: 108422423
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 187 KB
Volume: 30
Category: Article
ISSN: 0252-9602
DOI: 10.1016/s0252-9602(10)60114-2

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## Abstracts and Reviews authors extend the solution to the case of a iognormal distribution with three parameters. Practical numerical results are given.