This paper studies the Cramér–Lundberg asymptotics of the ruin probability for a model in which the reserve level process is described by a spectrally-positive light-tailed Markov additive process....

中文翻译：

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谱正马尔可夫加性过程的 Cramér-Lundberg 渐近

本文研究了模型破产概率的 Cramér-Lundberg 渐进性，其中储备水平过程由谱正轻尾马尔可夫加性过程描述。