The maximum severity of ruin in a perturbed risk process with Markovian arrivals Journal Articles Refereed uri icon

Overview

Published in

  • Statistics and Probability Letters

Time

Date/time value

  • 2013

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.spl.2012.12.019

Additional Document Info

Parent Title

  • STATISTICS & PROBABILITY LETTERS

Volume

  • 83

Issue

  • 4

Publisher

  • Elsevier Science