Some results about the expected ruin time in Markov-modulated risk models

✍ Scribed by Nicole Bäuerle

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 484 KB
• Volume: 18
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/0167-6687(95)00034-8