Dong Jiguo, Liu Guoxin. The Joint Distribution of the Supremum, the Infimum and the Number of Zero in the Markov-Modulated Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 473-480.
Citation:
Dong Jiguo, Liu Guoxin. The Joint Distribution of the Supremum, the Infimum and the Number of Zero in the Markov-Modulated Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 473-480.
Dong Jiguo, Liu Guoxin. The Joint Distribution of the Supremum, the Infimum and the Number of Zero in the Markov-Modulated Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 473-480.
Citation:
Dong Jiguo, Liu Guoxin. The Joint Distribution of the Supremum, the Infimum and the Number of Zero in the Markov-Modulated Risk Model[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(5): 473-480.
The Joint Distribution of the Supremum, the Infimum and the Number of Zero in the Markov-Modulated Risk Model
In this paper, when the surplus has negative value, we allow the surplus process to continue. We consider, in the Markov-modulated risk model, the joint distribution of the supremum, the infimum and the number of zero of the surplus process before it leaves zero ultimately.
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