Pages that link to "Item:Q931376"

The following pages link to On the ruin problem in a Markov-modulated risk model (Q931376):

Displaying 24 items.

• Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
• On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
• Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
• On differentiability of ruin functions under Markov-modulated models (Q1016634) (← links)
• The ruin problem for finite Markov chains (Q1176371) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• Some results about the expected ruin time in Markov-modulated risk models (Q2563881) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
• (Q3405343) (← links)
• (Q4396372) (← links)
• Some finite time ruin problems in Markov-modulated risk model (Q5129447) (← links)
• The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)