Numerical Method for a Markov-Modulated Risk Model with Two-Sided Jumps

<div class="floats-full-page floats-full-page-figure"><h2>Figure 1</h2><div class="floats-full-page-caption"><table>Laplace transform of the time to ruin.</table></div><div class="floats-full-page-content"><table class="table-group" width="800px"><tr class="fig-image"><td><img alt="401562.fig.001" src="https://static-01.hindawi.com/articles/aaa/volume-2012/401562/figures/401562.fig.001.jpg" /></td></tr></table></div></div>

Figure 1 | Numerical Method for a Markov-Modulated Risk Model with Two-Sided Jumps

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Figure 1: Numerical Method for a Markov-Modulated Risk Model with Two-Sided Jumps

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Figure 1

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<p><em>Abstract and Applied Analysis</em> publishes research with an emphasis on important developments in classical analysis, linear and nonlinear functional analysis, ordinary and partial differential equations, optimisation theory, and control theory.</p>


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<p>Chief Editor, Dr Wong, is an associate professor at Nanyang Technological University, Singapore. Her research interests include differential equations, difference equations, integral equations, and numerical mathematics.</p>


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