Pages that link to "Item:Q3067845"

The following pages link to First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845):

Displaying 29 items.

• Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
• Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
• A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
• The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• Splitting and time reversal for Markov additive processes (Q2360247) (← links)
• On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
• The tax identity for Markov additive risk processes (Q2445485) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• First passage time statistics for two-channel diffusion (Q2969879) (← links)
• A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
• Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
• A ruin model with a resampled environment (Q5117676) (← 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)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)