On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment.

Cong Gu Shenghong Li Bo Zhou

Published in: BIFE (2009)

Keyphrases

statistical model
formal model
experimental data
probabilistic model
computational model
theoretical analysis
semi markov
real time
mathematical model
probability distribution
cost function
objective function
mobile robot
simulation model
learning algorithm
risk assessment
data sets