Pages that link to "Item:Q4734642"
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The following pages link to Risk theory in a Markovian environment (Q4734642):
Displayed 42 items.
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Ladder heights and the Markov-modulated M/G/1 queue (Q811025) (← links)
- On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
- On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- Markovian risk process (Q940360) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- The limit behavior of a risk model based on entrance processes (Q1004828) (← links)
- The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- A process with stochastic claim frequency and a linear dividend barrier (Q1293811) (← links)
- Two-sided Lundberg inequalities in a Markovian environment (Q1324885) (← links)
- Exponential bounds for queues with Markovian arrivals (Q1339076) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Approximate \(p\)-values for local sequence alignments. (Q1848793) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Uniform Markov renewal theory and ruin probabilities in Markov random walks. (Q1879907) (← links)
- On the typical level crossing time and path (Q1899259) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
- On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058) (← links)
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
- Some results about the expected ruin time in Markov-modulated risk models (Q2563881) (← links)
- The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532) (← links)
- An optimal stopping problem in risk theory (Q4367769) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
- The probability of ruin in a discrete semi-Markov risk model (Q5422744) (← links)
- Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model (Q5422794) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)
- Markov-modulated diffusion risk models (Q5430569) (← links)
- Comparison Results for Markov-Modulated Recursive Models (Q5488525) (← links)
- Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)