Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model

Publisher: Cambridge University Press

E-ISSN: 1783-1350|35|2|351-361

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.35, Iss.2, 2005-11, pp. : 351-361

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Abstract