Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179): Difference between revisions

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+Risk theory in a Markovian environment
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+Ruin Probabilities in the Compound Markov Binomial Model
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+Compound binomial risk model in a Markovian environment
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+Joint distributions of some actuarial random vectors in the compound binomial model
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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 Markovian regime-switching risk model with a threshold dividend strategy
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+On the joint distribution of surplus before and after ruin under a Markovian regime switching model
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+The joint distributions of several important actuarial diagnostics in the classical risk model.
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+Ruin probabilities in the compound binomial model
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+Normal rank
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+Joint distributions of some actuarial random vectors containing the time of ruin
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+Ruin problems in a discrete Markov risk model
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+Some results on the compound Markov binomial model
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+Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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