Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003): Difference between revisions

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+Risk theory in a Markovian environment
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+Some results about the expected ruin time in Markov-modulated risk models
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+The queue <i>GI/M/s</i> with customers of different types or the queue <i>GI/H<sub>m</sub>/s</i>
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+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
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+The Markov-modulated Poisson process (MMPP) cookbook
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+The Time Value of Ruin in a Sparre Andersen Model
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+Normal rank
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+Numerical analysis of a quadratic matrix equation
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+Gerber-Shiu risk theory
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+Normal rank
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+Some ruin problems for the MAP risk model
@@ Property / cites work: Some ruin problems for the MAP risk model / rank @@
+Normal rank
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
+Normal rank
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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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+The maximum severity of ruin in a perturbed risk process with Markovian arrivals
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+On the severity of ruin in a Markov-modulated risk model
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+On the probability of ruin in a Markov-modulated risk model
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+On the joint distribution of surplus before and after ruin under a Markovian regime switching model
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+Estimation of the Lundberg coefficient for a Markov modulated risk model
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