Pages that link to "Item:Q1950740"
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The following pages link to The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740):
Displaying 9 items.
- Some ruin problems for the MAP risk model (Q896202) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
- The distribution of extrema for risk processes on the finite Markov chain (Q2740068) (← links)
- (Q2984454) (← links)
- Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
- Modeling and analysis for a repairable system with multi-state components under K-mixed redundancy strategy (Q6060912) (← links)
- On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
