Pages that link to "Item:Q4881684"

The following pages link to Phase-type distributions and risk processes with state-dependent premiums (Q4881684):

Displaying 11 items.

• A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean (Q961931) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• The first exit time and ruin time for a risk process with reserve-dependent income. (Q1871355) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows (Q4798101) (← links)
• The estimation of phase-type related functionals using Markov chain Monte Carlo methods (Q5467677) (← links)
• A Review on Phase-type Distributions and their Use in Risk Theory (Q5490583) (← links)