"Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Masaaki Kijima (1993)

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DOI: 10.1137/1035138

access: closed

type: Journal Article

metadata version: 2020-09-29

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Masaaki Kijima:
Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains. SIAM Rev. 35(4): 621-624 (1993)

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