Pages that link to "Item:Q3094231"
From MaRDI portal
The following pages link to Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231):
Displaying 6 items.
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
