On the ruin problem in a Markov-modulated risk model (Q931376): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-007-9044-4
@@ Property / DOI: 10.1007/s11009-007-9044-4 / 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/s11009-007-9044-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2036790801
@@ Property / OpenAlex ID: W2036790801 / rank @@
+Normal rank
@@ Property / cites work @@
+Single-server queue with Markov-dependent inter-arrival and service times
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+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 @@
+Stationary distributions for fluid flow models with or without brownian noise
+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 Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in a Markov-modulated risk model
+Normal rank
@@ Property / cites work @@
+Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes.
+Normal rank
@@ Property / cites work @@
+A matrix exponential form for hitting probabilities and its application to a Markov-modulated fluid queue with downward jumps
+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 @@
+A Recurring Theorem on Determinants
@@ Property / cites work: A Recurring Theorem on Determinants / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11009-007-9044-4
@@ Property / DOI: 10.1007/S11009-007-9044-4 / rank @@
+Normal rank