Pages that link to "Item:Q931376"
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The following pages link to On the ruin problem in a Markov-modulated risk model (Q931376):
Displaying 8 items.
- Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
- On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
