The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach
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DOI: 10.1007/s10479-015-2105-0
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- Nail Akar & Omer Gursoy & Gabor Horvath & Miklos Telek, 2021. "Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1257-1283, December.
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Keywords
Finite/infinite horizon ruin probabilities; Markov fluid queues; Erlangization;All these keywords.
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