摘要
GivenanewDouble-MarkovriskmodelDM=(μ,Q,ν,H;Y,Z)andDouble-MarkovriskprocessU={U(t),t≥0}.Theruinorsurvivalproblemisaddressed.Equationswhichthesurvivalprobabilitysatisfiedandtheformulasofcalculatingsurvivalprobabilityareobtained.Recursionformulasofcalculatingthesurvivalprobabilityandanalyticexpressionofrecursionitemsareobtained.TheconclusionsareexpressedbyQmatrixforaMarkovchainandtransitionprobabilitiesforanotherMarkovChain.
出版日期
2013年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)