Risk Processes with Interest Force in Markovian Environment (Q3653123): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2010388398
@@ Property / OpenAlex ID: W2010388398 / rank @@
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+Ruin probabilities expressed in terms of storage processes
+Normal rank
@@ Property / cites work @@
+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
@@ Property / cites work @@
+On a gamma series expansion for the time-dependent probability of collective ruin
+Normal rank
@@ Property / cites work @@
+Risk processes analyzed as fluid queues
@@ Property / cites work: Risk processes analyzed as fluid queues / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on ruin probabilities in a two-dimensional risk model.
+Normal rank
@@ Property / cites work @@
+EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in a Markov-modulated risk model
+Normal rank
@@ Property / cites work @@
+Compliance of the Token-Bucket Model with Markovian Traffic
+Normal rank
@@ Property / cites work @@
+On a joint distribution for the risk process with constant interest force
+Normal rank