Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231): Difference between revisions

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+Risk theory in a Markovian environment
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+Controlled diffusion models for optimal dividend pay-out
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+Some results about the expected ruin time in Markov-modulated risk models
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+On the probability of ruin in a Markov-modulated risk model
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+Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under 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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+Ruin theory with stochastic return on investments
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+Ruin theory with compounding assets -- a survey
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