Compound binomial risk model in a Markovian environment
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Cox processesMarkovian environmentCompound binomial modelDependent BernoulliRuin probabilitiesStochastic orderingUpper bounds
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
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- Rough descriptions of ruin for a general class of surplus processes
- Ruin Probabilities in the Compound Markov Binomial Model
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- The severity of ruin in a discrete semi-Markov risk model
Cited in
(25)- Ruin probabilities in the discrete time renewal risk model
- A periodic dividend problem with inconstant barrier in Markovian environment
- scientific article; zbMATH DE number 6160031 (Why is no real title available?)
- Asymptotics of ruin probabilities for perturbed discrete time risk processes
- Joint and supremum distributions in the compound binomial model with Markovian environment
- The compound binomial risk model with time-correlated claims
- Adjustment coefficient for risk processes in some dependent contexts
- The finite-time ruin probability under the compound binomial risk model
- A Markov decision problem in a risk model with interest rate and Markovian environment
- Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
- Approximation of the tail probability of dependent random sums under consistent variation and applications
- Ruin problems in a discrete Markov risk model
- Compound binomial risk model with random income in Markov chain environment
- Risk aggregation in multivariate dependent Pareto distributions
- Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm
- On the discrete-time compound renewal risk model with dependence
- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
- Discrete-time risk models on time series for count random variables
- Discrete time ruin probability with Parisian delay
- A note on a discrete time MAP risk model
- A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing
- Some mixing properties of conditionally independent processes
- Establishment and construction of compound binomial risk model in Markov-chain environment
- Conditional probability calculations of the compound binomial risk model in Markov-chain environment
- Random sums of exchangeable variables and actuarial applications
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