On the absolute ruin in a MAP risk model with debit interest
Work
Year: 2011
Type: article
Abstract: In this paper we consider a risk model where claims arrive according to a Markovian arrival process (MAP). When the surplus becomes negative or the insurer is in deficit, the insurer could borrow mone... more
Source: Advances in Applied Probability
Authors Zhimin Zhang, Hailiang Yang, Hu Yang
Institutions Chongqing University, University of Hong Kong
Cites: 32
Cited by: 12
Related to: 10
FWCI: 2.907
Citation percentile (by year/subfield): 80.73
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze