Pages that link to "Item:Q1936473"

The following pages link to Lévy systems and the time value of ruin for Markov additive processes (Q1936473):

Displaying 8 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)