Continuous-time Markov analysis for risk evaluation
From MaRDI portal
Recommendations
- Time-coherent risk measures for continuous-time Markov chains
- Markovian risk process
- A risk model based on Markov chains with marked transitions
- Risk-sensitive probability for Markov chains
- Markov-modulated diffusion risk models
- On modeling risk in Markov decision processes.
- The risk probability criterion for discounted continuous-time Markov decision processes
- Discrete time homogeneous Markov processes for the study of the basic risk processes
- Piecewise deterministic Markov processes and their application to risk theory
- On the analysis of a multi-threshold Markovian risk model
Cited in
(6)- Moments of the path integral for continuous-time Markov chain
- Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups
- An efficient calculation algorithm in continuous-time Markov analysis using large-scale numerical calculation
- Real time analysis of signed marked random measures with applications to finance and insurance
- Markovian risk process
- Time-coherent risk measures for continuous-time Markov chains
This page was built for publication: Continuous-time Markov analysis for risk evaluation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5400709)
