Pages that link to "Item:Q4661640"
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The following pages link to On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (Q4661640):
Displaying 13 items.
- Criterion of semi-Markov dependent risk model (Q477832) (← links)
- On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends (Q730544) (← links)
- On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Some results on the compound Markov binomial model (Q3440849) (← links)
- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model (Q5413856) (← links)
- A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (Q5467664) (← links)
- Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)
