Delayed capital injections for a risk process with Markovian arrivals (Q2241638): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11009-020-09796-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3036239099 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk processes analyzed as fluid queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of a multi-threshold Markovian risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbed MAP Risk Models with Dividend Barrier Strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal dividend strategies in a Cramér-Lundberg model with capital injections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Matrix Analytic Methods in Stochastic Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: A versatile Markovian point process / rank
 
Normal rank
Property / cites work
 
Property / cites work: “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Passage times in fluid models with application to risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for a dependent delayed capital injection risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Classical Theory of Integral Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS / rank
 
Normal rank

Latest revision as of 02:52, 27 July 2024

scientific article
Language Label Description Also known as
English
Delayed capital injections for a risk process with Markovian arrivals
scientific article

    Statements

    Delayed capital injections for a risk process with Markovian arrivals (English)
    0 references
    0 references
    0 references
    0 references
    9 November 2021
    0 references
    delayed capital injections
    0 references
    Markov arrival process
    0 references
    systems of Fredholm integral equations
    0 references
    Gerber-Shiu function
    0 references
    expected discounted-accumulated capital injections until ruin
    0 references

    Identifiers