A Risk Model Based on Markov Chains with Marked Transitions (Q2841135): Difference between revisions

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+On the discounted penalty function in a Markov-dependent risk model
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+Phase-type representations in random walk and queueing problems
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+The expected number of level crossings for certain symmetric α-stable processes
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+The surplus prior to ruin and the deficit at ruin for a correlated risk process
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+Hitting probabilities and hitting times for stochastic fluid flows
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+A quintuple law for Markov additive processes with phase-type jumps
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+On the time to ruin for Erlang(2) risk processes.
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+From ruin theory to pricing reset guarantees and perpetual put options
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+The Time Value of Ruin in a Sparre Andersen Model
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+Markov chains with marked transitions
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+The Gerber-Shiu penalty functions for two classes of renewal risk processes
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+On ruin for the Erlang \((n)\) risk process
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+On the expected discounted penalty functions for two classes of risk processes
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+A multivariate aggregate loss model
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+The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
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