Pages that link to "Item:Q5430559"

The following pages link to The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559):

Displayed 11 items.

• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) ‎ (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) ‎ (← links)
• The Erlangization method for Markovian fluid flows (Q928216) ‎ (← links)
• The use of vector-valued martingales in risk theory (Q949432) ‎ (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) ‎ (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) ‎ (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) ‎ (← links)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) ‎ (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) ‎ (← links)
• On the analysis of a multi-threshold Markovian risk model (Q3608225) ‎ (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) ‎ (← links)