Pages that link to "Item:Q4734642"

The following pages link to Risk theory in a Markovian environment (Q4734642):

Displaying 50 items.

• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• Local theorems for (multidimensional) additive functionals of semi-Markov chains (Q2029795) (← links)
• Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
• Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
• Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Some results about the expected ruin time in Markov-modulated risk models (Q2563881) (← links)
• The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Some mixing properties of conditionally independent processes (Q2807763) (← links)
• A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• Bisk theory and its statistics enyiroment (Q3474014) (← links)
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592) (← links)
• An optimal stopping problem in risk theory (Q4367769) (← links)
• The study of basic risk processes by discrete-time non-homogeneous Markov processes (Q4686485) (← links)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
• Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
• A ruin model with a resampled environment (Q5117676) (← links)