Pages that link to "Item:Q4734642"
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The following pages link to Risk theory in a Markovian environment (Q4734642):
Displaying 15 items.
- The Risk and Reward Management in Innovation Portfolios: A Markovian Approach (Q5145052) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Joint distributions of some actuarial random vectors for the Cox risk model (Q5414513) (← links)
- The probability of ruin in a discrete semi-Markov risk model (Q5422744) (← links)
- Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model (Q5422794) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)
- Markov-modulated diffusion risk models (Q5430569) (← links)
- Comparison Results for Markov-Modulated Recursive Models (Q5488525) (← links)
- Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
