Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179): Difference between revisions

@@ Property / author @@
-Yi-Bin Yu
@@ Property / author: Yi-Bin Yu / rank @@
-Normal rank
@@ Property / author @@
-Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
-Normal rank
@@ Property / author @@
+Yi-Bin Yu
@@ Property / author: Yi-Bin Yu / rank @@
+Normal rank
@@ Property / author @@
+Zhang, Lixin
@@ Property / author: Zhang, Lixin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-011-2473-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1991396057
@@ Property / OpenAlex ID: W1991396057 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities in the Compound Markov Binomial Model
+Normal rank
@@ Property / cites work @@
+Compound binomial risk model in a Markovian environment
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+Joint distributions of some actuarial random vectors in the compound binomial model
+Normal rank
@@ Property / cites work @@
+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
+Normal rank
@@ Property / cites work @@
+The Markovian regime-switching risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+On the joint distribution of surplus before and after ruin under a Markovian regime switching model
+Normal rank
@@ Property / cites work @@
+The joint distributions of several important actuarial diagnostics in the classical risk model.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the compound binomial model
@@ Property / cites work: Ruin probabilities in the compound binomial model / rank @@
+Normal rank
@@ Property / cites work @@
+Joint distributions of some actuarial random vectors containing the time of ruin
+Normal rank
@@ Property / cites work @@
+Ruin problems in a discrete Markov risk model
@@ Property / cites work: Ruin problems in a discrete Markov risk model / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on the compound Markov binomial model
+Normal rank
@@ Property / cites work @@
+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
+Normal rank