Pages that link to "Item:Q5490597"
From MaRDI portal
The following pages link to Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597):
Displayed 4 items.
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
- Authors’ Reply: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model,” Andrew C. Y. Ng and Hailiang Yang, April 2005 - Discussion by David C. M. Dickson, Steve Drekic, David A. Stanf (Q5018712) (← links)
