Pages that link to "Item:Q817299"

The following pages link to On the discounted penalty function in a Markov-dependent risk model (Q817299):

Displaying 50 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
• A note on a discrete time MAP risk model (Q313585) (← links)
• On a multi-dimensional risk model with regime switching (Q320264) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
• The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• Criterion of semi-Markov dependent risk model (Q477832) (← links)
• Total duration of negative surplus for an MAP risk model (Q530736) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• On the total operating costs up to default in a renewal risk model (Q659143) (← links)
• A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
• On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends (Q730544) (← links)
• Taboo rate and hitting time distribution of continuous-time reversible Markov chains (Q826722) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• On the Markov-dependent risk model with tax (Q904133) (← links)
• On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
• The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• On a risk model with Markovian arrivals and tax (Q1931147) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987) (← links)
• Queueing and risk models with dependencies (Q2095028) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• Gerber-Shiu analysis of a risk model with capital injections (Q2356638) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• A multivariate aggregate loss model (Q2445352) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
• Ruin problems in a discrete Markov risk model (Q2518946) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)