On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094): Difference between revisions

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-Martijn R. Pistorius
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+Efficient algorithms for transient analysis of stochastic fluid flow models
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+Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión
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+On the analysis of a general class of dependent risk processes
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+The Moments of the Time of Ruin in Markovian Risk Models
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+Publication:2374094