On the severity of ruin in a Markov-modulated risk model (Q5430562): Difference between revisions

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+https://doi.org/10.1080/03461230600889652
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+W2060798282
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+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
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+Some results about the expected ruin time in Markov-modulated risk models
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+Q3773148
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+Recursive calculation of the probability and severity of ruin
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+On the time to ruin for Erlang(2) risk processes.
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+The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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+On ruin for the Erlang \((n)\) risk process
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+On the expected discounted penalty functions for two classes of risk processes
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+On the probability of ruin in a Markov-modulated risk model
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+The severity of ruin in a discrete semi-Markov risk model
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+Bounds for the ruin probability under a markovian modulated risk model
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