Pages that link to "Item:Q4734642"

The following pages link to Risk theory in a Markovian environment (Q4734642):

Displaying 50 items.

• Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• A note on a discrete time MAP risk model (Q313585) (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• The hitting time for a Cox risk process (Q408212) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• Criterion of semi-Markov dependent risk model (Q477832) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
• Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• 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)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• Discrete time homogeneous Markov processes for the study of the basic risk processes (Q905234) (← 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)
• Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
• Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
• On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) (← links)
• A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
• EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
• The impact of negative interest rates on optimal capital injections (Q1799625) (← 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)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)