Compound binomial risk model in a Markovian environment (Q704419): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2004.07.009
@@ Property / DOI: 10.1016/j.insmatheco.2004.07.009 / rank @@
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+W2065255685
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@@ Property / cites work @@
+Risk theory in a Markovian environment
@@ Property / cites work: Risk theory in a Markovian environment / rank @@
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@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
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+Ruin Probabilities in the Compound Markov Binomial Model
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+Classical numerical ruin probabilities
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+Mathematical fun with ruin theory
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+Aspects of risk theory
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+On asymptotically efficient simulation of ruin probabilities in a Markovian environment
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+Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2004.07.009
@@ Property / DOI: 10.1016/J.INSMATHECO.2004.07.009 / rank @@
+Normal rank