Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199)

scientific article; zbMATH DE number 7388900

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English	Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier	scientific article; zbMATH DE number 7388900

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instance of

scholarly article

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title

Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (English)

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Infosys Science Foundation Series

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publication date

31 August 2021

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zbMATH Keywords

Markovian arrival process

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random incomes

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phase-type claims

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inter-dependent claims

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-981-15-5951-8_15

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cites work

On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals

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Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

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Q3560912

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Risk processes analyzed as fluid queues

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The surplus prior to ruin and the deficit at ruin for a correlated risk process

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The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income

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Q4442928

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On a risk model with dependence between interclaim arrivals and claim sizes

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First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type

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On a perturbed MAP risk model under a threshold dividend strategy

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A unified analysis of claim costs up to ruin in a Markovian arrival risk model

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Perturbed MAP Risk Models with Dividend Barrier Strategies

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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

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On a risk model with Markovian arrivals and tax

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On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income

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On a compound Poisson risk model with delayed claims and random incomes

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Expected present value of total dividends in a compound binomial model with delayed claims and random income

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The expected discounted penalty function under a risk model with stochastic income

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The Gerber-Shiu function and the generalized Cramér-Lundberg model

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Occupation times in the MAP risk model

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Introduction to Matrix Analytic Methods in Stochastic Modeling

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Analysis of some ruin-related quantities in a Markov-modulated risk model

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Risk Analysis in Finance and Insurance

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A versatile Markovian point process

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A Generalization of Hermite's Interpolation Formula

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Risk process with random income

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On the absolute ruin in a MAP risk model with debit interest

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The Markov additive risk process under an Erlangized dividend barrier strategy

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

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Identifiers

zbMATH Open document ID

1470.91225

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DOI

10.1007/978-981-15-5951-8_15

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5012199