Compound binomial risk model in a Markovian environment (Q704419): Difference between revisions

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+Risk theory in a Markovian environment
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+Point processes and queues. Martingale dynamics
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+Ruin Probabilities in the Compound Markov Binomial Model
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+Q3228986
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+An introduction to the theory of point processes
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+Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
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+Classical numerical ruin probabilities
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+Mathematical fun with ruin theory
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+Aspects of risk theory
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+Q4229047
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+Q4382161
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+On asymptotically efficient simulation of ruin probabilities in a Markovian environment
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+Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Rough descriptions of ruin for a general class of surplus processes
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+The severity of ruin in a discrete semi-Markov risk model
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+A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
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+Q4301147
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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