On the joint distribution of surplus prior and immediately after ruin under a Markovian regime switching model

Andrew Ng, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

41 Citations (Scopus)

Fingerprint

Dive into the research topics of 'On the joint distribution of surplus prior and immediately after ruin under a Markovian regime switching model'. Together they form a unique fingerprint.

Earth and Planetary Sciences

Mathematics