Pages that link to "Item:Q2563881"

The following pages link to Some results about the expected ruin time in Markov-modulated risk models (Q2563881):

Displayed 21 items.

• On the probability of ruin in a Markov-modulated risk model (Q817286) ‎ (← links)
• Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) ‎ (← links)
• On differentiability of ruin functions under Markov-modulated models (Q1016634) ‎ (← links)
• Time in the red in a two state Markov model. (Q1413365) ‎ (← links)
• Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) ‎ (← links)
• On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) ‎ (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) ‎ (← links)
• The impact of negative interest rates on optimal capital injections (Q1799625) ‎ (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) ‎ (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) ‎ (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) ‎ (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) ‎ (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) ‎ (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) ‎ (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) ‎ (← links)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) ‎ (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) ‎ (← links)
• Upper bounds on the expected time to ruin and on the expected recovery time (Q4819487) ‎ (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) ‎ (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) ‎ (← links)
• On the severity of ruin in a Markov-modulated risk model (Q5430562) ‎ (← links)