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

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+https://doi.org/10.1007/s11766-015-3260-4
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+W2368540116
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+On the discounted penalty function in a Markov-dependent risk model
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+A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
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+On occupation times for a risk process with reserve-dependent premium
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+On the distribution of the duration of negative surplus
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+On a risk model with Markovian arrivals and tax
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+How long is the surplus below zero?
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+When does the surplus reach a given target?
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+Total duration of negative surplus for the risk model with debit interest
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+On ruin for the Erlang \((n)\) risk process
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+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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+Duration of negative surplus for a two state Markov-modulated risk model
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+Total duration of negative surplus for the dual model
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+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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