Pages that link to "Item:Q5019736"

The following pages link to The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736):

Displaying 20 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• A note on a discrete time MAP risk model (Q313585) (← links)
• Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← 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 maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← 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)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007 (Q5019752) (← links)
• Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)