Estimation of the Ruin Probablity, based on the Diffusion Approximation of Impulse System with Look-Ahead Markov Switching

Oksana Pavļenko

Estimation of the Ruin Probablity, based on the Diffusion Approximation of Impulse System with Look-Ahead Markov Switching

2001
Oksana Pavļenko

Keywords
Impulse System, Diffusion Approximation

Pavļenko, O. Estimation of the Ruin Probablity, based on the Diffusion Approximation of Impulse System with Look-Ahead Markov Switching. IT and Management Science. Vol.5, 2001, pp.144-149. ISSN 1407-7493.

Publication language
English (en)

Publication Type
Publications in RTU scientific journal
Funding for basic activity
Unknown
Field of research
2. Engineering and technology
Sub-field of research
2.2 Electrical engineering, Electronic engineering, Information and communication engineering
ID: 2532