Pages that link to "Item:Q2514602"
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The following pages link to Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602):
Displayed 11 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)