A note on a discrete time MAP risk model
DOI10.1016/J.CAM.2016.06.034zbMATH Open1410.91276OpenAlexW2465622178MaRDI QIDQ313585FDOQ313585
Authors: Hu Yang, Zhimin Zhang, Chao-Lin Liu 
Publication date: 12 September 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.034
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Cites Work
- Applied Probability and Queues
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- The compound binomial risk model with time-correlated claims
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model
- The Markov additive risk process under an Erlangized dividend barrier strategy
- On the absolute ruin in a map risk model with debit interest
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
- On the total operating costs up to default in a renewal risk model
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
- On the discounted penalty function in a Markov-dependent risk model
- Survival probabilities in a discrete semi-Markov risk model
- Expected discounted dividends in a discrete semi-Markov risk model
- Analysis of a generalized penalty function in a semi-Markovian risk model
- Ruin problems in a discrete Markov risk model
- Some results on the compound Markov binomial model
- Ruin Probabilities in the Compound Markov Binomial Model
- Compound binomial risk model in a Markovian environment
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps
Cited In (5)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
- On a discrete interaction risk model with delayed claims and randomized dividends
- The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model
- Discrete time homogeneous Markov processes for the study of the basic risk processes
- A note on the net profit condition for discrete and classical risk models
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