Ruin probabilities under a Markovian risk model

zbMATH Open1052.60059MaRDI QIDQ1879149FDOQ1879149

Authors: Hanxing Wang, Mao-ning Tang, Dafan Fang 

Publication date: 22 September 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

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zbMATH Keywords

Markov chainsruin probabilitiesrisk processes

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (17)

• A risk model based on Markov chains with marked transitions
• Probability of ruin with variable premium rate in a Markovian environment
• Simulation of ruin probabilities for risk processes of Markovian type
• Lundberg-type inequalities for non-homogeneous risk models
• Ruin probabilities and the compound Poisson-Markov chain
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• A Note on Ruin in a Two State Markov Model
• The probability of ruin in a discrete semi-Markov risk model
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• Ruin probabilities in models with a Markov chain dependence structure
• Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model
• Ruin Theory in a Hidden Markov-Modulated Risk Model
• Markovian risk process
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• Ruin problems in a discrete Markov risk model

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