Pages that link to "Item:Q5490597"
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The following pages link to Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597):
Displaying 6 items.
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
- On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model (Q4661640) (← links)
- Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanf (Q5018712) (← links)
