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Homeen-gbRuin problems in a discrete risk model in a Markovian environmentThis paper finds that the derivations in a previous paper by Yang et al (2019) are erroneous, and analyzes the risk model model correctly using the matrix analytic method.
https://www.risk.net/journal-of-risk/7909346/ruin-problems-in-a-discrete-risk-model-in-a-markovian-environment
https://www.risk.net/journal-of-risk/7909346/ruin-problems-in-a-discrete-risk-model-in-a-markovian-environment
Wed, 15 Dec 2021 17:18:19 +0000