The severity of ruin in a discrete semi-Markov risk model

Stochastic Models

Volumn 18, Issue 1, 2002, Pages 85-107

  Reinhard, J M ^a   Snoussi, M ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Probability of ruin; Recursive calculation; Severity of ruin

Indexed keywords

ALGORITHMS; MATRIX ALGEBRA; PROBABILITY; RECURSIVE FUNCTIONS;

MARKOV MODULATED MODEL;

MARKOV PROCESSES;

EID: 0042158222     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120002776     Document Type: Article

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