Total duration of negative surplus for an MAP risk model (Q530736): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K25
@@ Property / Mathematics Subject Classification ID: 60K25 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6611107
@@ Property / zbMATH DE Number: 6611107 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+total duration of negative surplus
@@ Property / zbMATH Keywords: total duration of negative surplus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markovian arrival process
@@ Property / zbMATH Keywords: Markovian arrival process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+deficit
@@ Property / zbMATH Keywords: deficit / 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/s11766-015-3260-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2368540116
@@ Property / OpenAlex ID: W2368540116 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+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 @@
+On occupation times for a risk process with reserve-dependent premium
+Normal rank
@@ Property / cites work @@
+On the distribution of the duration of negative surplus
+Normal rank
@@ Property / cites work @@
+On a risk model with Markovian arrivals and tax
@@ Property / cites work: On a risk model with Markovian arrivals and tax / rank @@
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the risk model with debit interest
+Normal rank
@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+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 @@
+Duration of negative surplus for a two state Markov-modulated risk model
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the dual model
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:530736