On the analysis of a multi-threshold Markovian risk model
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Publication:3608225
Laplace-Stieltjes transformMarkovian arrival processmulti-threshold Markovian risk modelphase-type distributionSparre Andersen risk model
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Cites work
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- scientific article; zbMATH DE number 194776 (Why is no real title available?)
- Introduction to Matrix Analytic Methods in Stochastic Modeling
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- Risk processes analyzed as fluid queues
- Some Optimal Dividends Problems
- The compound Poisson risk model with a threshold dividend strategy
- The expected time to ruin in a risk process with constant barrier via martingales
- The surplus prior to ruin and the deficit at ruin for a correlated risk process
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
Cited in
(33)- The Markovian regime-switching risk model with a threshold dividend strategy
- A renewal jump-diffusion process with threshold dividend strategy
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Threshold dividend strategies for a Markov-additive risk model
- A MAP-modulated fluid flow model with multiple vacations
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach
- Steady-state and first passage time distributions for waiting times in the MAP/M/s+G queueing model with generally distributed patience times
- Delayed capital injections for a risk process with Markovian arrivals
- Analysis of an aggregate loss model in a Markov renewal regime
- The risk model with stochastic premiums and a multi-layer dividend strategy
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- Establishment and construction of compound binomial risk model in Markov-chain environment
- On a Generalization of the Risk Model with Markovian Claim Arrivals
- Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis
- Analysis of a threshold dividend strategy for a MAP risk model
- Moments of the discounted dividends in a threshold-typ Markovian risk process
- On a perturbed MAP risk model under a threshold dividend strategy
- Drawdown analysis for the renewal insurance risk process
- Analysis of the ruin time of threshold dividend strategy risk model under stochastic environment
- A Markov-modulated fluid flow queueing model under D-policy
- Recursive calculation of the dividend moments in a multi-threshold risk model
- Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
- Analysis of a generalized penalty function in a semi-Markovian risk model
- A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- Continuous-time Markov analysis for risk evaluation
- Analysis of risk models using a level crossing technique
- Stationary analysis of a constrained Markov fluid model with two buffers
- Double-sided queues and their applications to vaccine inventory management
- Threshold estimation of Markov models with jumps and interest rate modeling
- Some ruin problems for the MAP risk model
- On the dual risk model with tax payments
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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