Pages that link to "Item:Q704419"

The following pages link to Compound binomial risk model in a Markovian environment (Q704419):

Displaying 20 items.

• A note on a discrete time MAP risk model (Q313585) (← links)
• The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
• Random sums of exchangeable variables and actuarial applications (Q939342) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728) (← links)
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences (Q2252392) (← links)
• A periodic dividend problem with inconstant barrier in Markovian environment (Q2355462) (← links)
• Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
• Ruin probabilities in the discrete time renewal risk model (Q2492176) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544) (← links)
• Some mixing properties of conditionally independent processes (Q2807763) (← links)
• Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes (Q3193128) (← links)
• Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing (Q5858899) (← links)
• (Q6200365) (← links)