Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419): Difference between revisions

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+Risk theory in a Markovian environment
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+Normal rank
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+Some results about the expected ruin time in Markov-modulated risk models
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+Finite mixture and Markov switching models.
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+On the deficit distribution when ruin occurs -- discrete time model
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+Sharp approximations of ruin probabilities in the discrete time models
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+A generalization of Gerber's inequality for ruin probabilities in risk-switching models
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+Banach contraction principle and ruin probabilities in regime-switching models
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+Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model
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+Moments of claims in a Markovian environment
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+Q4380355
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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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