The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2025084271
@@ Property / OpenAlex ID: W2025084271 / rank @@
+Normal rank
@@ Property / cites work @@
+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
+Normal rank
@@ Property / cites work @@
+Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
+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 @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Erlangian Approximations for Finite-Horizon Ruin Probabilities
+Normal rank
@@ Property / cites work @@
+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
+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 @@
+Analysis of a threshold dividend strategy for a MAP risk model
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
+Normal rank
@@ Property / cites work @@
+A unified analysis of claim costs up to ruin in a Markovian arrival risk model
+Normal rank
@@ Property / cites work @@
+Perturbed MAP Risk Models with Dividend Barrier Strategies
+Normal rank
@@ Property / cites work @@
+A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
+Normal rank
@@ Property / cites work @@
+Markov renewal theory
@@ Property / cites work: Markov renewal theory / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+On the total operating costs up to default in a renewal risk model
+Normal rank
@@ Property / cites work @@
+Q2801426
@@ Property / cites work: Q2801426 / rank @@
+Normal rank
@@ Property / cites work @@
+Potential measures for spectrally negative Markov additive processes with applications in ruin theory
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
+Normal rank
@@ Property / cites work @@
+The Erlangization method for Markovian fluid flows
+Normal rank
@@ Property / cites work @@
+Lévy systems and the time value of ruin for Markov additive processes
+Normal rank
@@ Property / cites work @@
+Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
+Normal rank
@@ Property / cites work @@
+Erlangian approximation to finite time ruin probabilities in perturbed risk models
+Normal rank
@@ Property / cites work @@
+A generalized defective renewal equation for the surplus process perturbed by diffusion.
+Normal rank
@@ Property / cites work @@
+On a risk model with randomized dividend-decision times
+Normal rank
@@ Property / cites work @@
+On the absolute ruin in a MAP risk model with debit interest
+Normal rank