Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model
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DOI: 10.1155/2020/5830245
Abstract: In this paper, we study some state-specific one-sided exit probabilities in a Markov-modulated risk process including the probability that ruin occurs without or with the surplus visiting certain states; the probability that ruin occurs without… read more here.
Keywords: probabilities markov; state specific; exit probabilities; certain states ... See more keywords