Pages that link to "Item:Q2445994"
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The following pages link to A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994):
Displayed 17 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- A note on a discrete time MAP risk model (Q313585) (← links)
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
- A risk model with varying premiums: its risk management implications (Q2260944) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs (Q3463571) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
