Pages that link to "Item:Q3535637"
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The following pages link to First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637):
Displayed 43 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Threshold dividend strategies for a Markov-additive risk model (Q1936560) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- A two-state neuronal model with alternating exponential excitation (Q2160705) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Fluid approach to two-sided reflected Markov-modulated Brownian motion (Q2352996) (← links)
- On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860) (← links)
- The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- The morphing of fluid queues into Markov-modulated Brownian motion (Q3466704) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
- The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain (Q5218376) (← links)
- The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)