A note on a discrete time MAP risk model
From MaRDI portal
Publication:313585
DOI10.1016/j.cam.2016.06.034zbMath1410.91276OpenAlexW2465622178MaRDI QIDQ313585
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
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Diffusion processes (60J60)
Related Items (3)
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 ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- The Markov additive risk process under an Erlangized dividend barrier strategy
- 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
- Compound binomial risk model in a Markovian environment
- On the discounted penalty function in a Markov-dependent risk model
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps
- The compound binomial risk model with time-correlated claims
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Survival probabilities in a discrete semi-Markov risk model
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- Expected discounted dividends in a discrete semi-Markov risk model
- Ruin problems in a discrete Markov risk model
- On the absolute ruin in a MAP risk model with debit interest
- Some results on the compound Markov binomial model
- Applied Probability and Queues
- Risk theory in a Markovian environment
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
- Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
- Ruin Probabilities in the Compound Markov Binomial Model
This page was built for publication: A note on a discrete time MAP risk model
