A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2042365648 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discounted penalty function in a Markov-dependent risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk processes analyzed as fluid queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a threshold dividend strategy for a MAP risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of a multi-threshold Markovian risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the expectation of total discounted operating costs up to default and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbed MAP Risk Models with Dividend Barrier Strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment generating functions of compound renewal sums with discounted claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On orderings and bounds in a generalized Sparre Andersen risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov renewal theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the total operating costs up to default in a renewal risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2801426 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a generalization from ruin to default in a Lévy insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Matrix Analytic Methods in Stochastic Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upper and lower bounds for the solutions of Markov renewal equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MARKOV RENEWAL APPROACH TO THE ASYMPTOTIC DECAY OF THE TAIL PROBABILITIES IN RISK AND QUEUING PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692768 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Remarks on Delayed Renewal Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized penalty function for a class of discrete renewal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the ruin probability under a markovian modulated risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin theory for a Markov regime-switching model under a threshold dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: On differentiability of ruin functions under Markov-modulated models / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:34, 8 July 2024

scientific article
Language Label Description Also known as
English
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
scientific article

    Statements

    A unified analysis of claim costs up to ruin in a Markovian arrival risk model (English)
    0 references
    0 references
    0 references
    15 April 2014
    0 references
    claim costs up to ruin
    0 references
    generalized penalty function
    0 references
    Gerber-Shiu function
    0 references
    Markovian arrival process
    0 references
    risk model
    0 references
    Dickson-Hipp operator
    0 references
    Markov renewal equation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers