The following pages link to (Q4396372):
Displaying 9 items.
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Ruin probabilities in perturbed risk models (Q1265920) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
- Localization of the spectrum and representation of solutions of linear dynamical systems (Q4705223) (← links)
- Some finite time ruin problems in Markov-modulated risk model (Q5129447) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
