Pages that link to "Item:Q5956051"
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The following pages link to Probability of ruin with variable premium rate in a Markovian environment (Q5956051):
Displayed 14 items.
- The hitting time for a Cox risk process (Q408212) (← links)
- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877) (← links)
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
- Markov process functionals in finance and insurance (Q846781) (← links)
- Risk models with premiums adjusted to claims number (Q896749) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532) (← links)
- Ruin probabilities with random rates of interest (Q3415571) (← links)
- A large deviation principle for the risk process with varying premium (Q3610427) (← links)
- The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
- The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate (Q5430573) (← links)
- Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment (Q5485018) (← links)