Pages that link to "Item:Q2485524"

The following pages link to Ruin probabilities with a Markov chain interest model (Q2485524):

Displaying 27 items.

• Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
• The compound Pascal model with dividends paid under random interest (Q449394) (← links)
• Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
• Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
• Ruin probability via quantum mechanics approach (Q1742708) (← links)
• Stochastic interest model based on compound Poisson process and applications in actuarial science (Q1992621) (← links)
• Ruin probabilities for risk models with constant interest (Q2100678) (← links)
• Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
• Markov control processes with randomized discounted cost (Q2466780) (← links)
• Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate (Q2494606) (← links)
• Calculation of finite time ruin probabilities for some risk models (Q2581776) (← links)
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• Upper bounds for ruin probabilities in two dependent risk models under rates of interest (Q3103155) (← links)
• Finite-time Lundberg inequalities in the Cox case (Q3142172) (← links)
• Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
• Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
• (Q4927814) (← links)
• A time‐continuous markov chain interest model with applications to insurance (Q4940114) (← links)
• General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
• Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
• Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains (Q6486734) (← links)
• Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484) (← links)