Pages that link to "Item:Q5430559"
From MaRDI portal
The following pages link to The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559):
Displayed 15 items.
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- The Erlangization method for Markovian fluid flows (Q928216) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← 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 quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
- On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
- A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
- Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)