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- W1143074037 abstract "We consider ruin problems for a risk model with a Markovian arrival process (MAP). In particular, we study (1) the density of the time of ruin under two different assumptions on the premium income, by using two approaches; (2) the probability function of the number of claims until the time of ruin; (3) the moments of the time of ruin by developing a recursive approach." @default.
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- W1143074037 date "2015-11-01" @default.
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- W1143074037 title "Some ruin problems for the MAP risk model" @default.
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- W1143074037 doi "https://doi.org/10.1016/j.insmatheco.2015.08.001" @default.
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