Pages that link to "Item:Q3094229"
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The following pages link to On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229):
Displaying 18 items.
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- Moments of claims in a Markovian environment (Q882474) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- On a risk model with Markovian arrivals and tax (Q1931147) (← links)
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
- Discussion on: `A comprehensive model for cyber risk based on marked point processes and its applications to insurance'' (Q2157212) (← links)
- Compound binomial model with batch Markovian arrival process (Q2216991) (← links)
- Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Modelling claims run-off with reversible jump Markov chain Monte Carlo methods (Q2865998) (← links)
- A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
- (Q3607772) (← links)
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
- (Q5256959) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
