General methods for bounding multidimensional ruin probabilities in regime-switching models
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- The ruin probabilities of a multidimensional perturbed risk model
- Ruin theory under a generalized jump-diffusion model with regime switching
- Uniform bounds for ruin probability in multidimensional risk model
- Banach contraction principle and ruin probabilities in regime-switching models
- Conditional ruin probability with a Markov regime switching model
- On finite-time ruin probabilities for general risk models
- On the ruin probabilities of a bidimensional perturbed risk model
Cites work
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models
- A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
- Analysis of a drawdown-based regime-switching Lévy insurance model
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
- Banach contraction principle and ruin probabilities in regime-switching models
- Deficit distributions at ruin in a regime-switching Sparre Andersen model
- Dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Lévy jumps
- Estimation of the parameters of a Markov-modulated loss process in insurance
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model
- Gerber-Shiu risk theory
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- On a multi-dimensional risk model with regime switching
- On the deficit distribution when ruin occurs -- discrete time model
- On the regularity of American options with regime-switching uncertainty
- On the severity of ruin in a Markov-modulated risk model
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market
- Optimal stopping of switching diffusions with state dependent switching rates
- Random fixed point theorems for Hardy-Rogers self-random operators with applications to random integral equations
- Risk theory in a Markovian environment
- Ruin probabilities
- Ruin probabilities with a Markov chain interest model
- Sharp approximations of ruin probabilities in the discrete time models
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
- Use of differential and integral inequalities to bound ruin and queuing probabilities
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model
Cited in
(4)- Moment and polynomial bounds for ruin-related quantities in risk theory
- Bounds of ruin probability for regime-switching models using time scale separation
- Bounds for the ruin probability under a markovian modulated risk model
- An efficient algorithm for pricing reinsurance contract under the regime-switching model
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