Risk Processes with Interest Force in Markovian Environment
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Publication:3653123
DOI10.1080/15326340903291263zbMath1222.91025MaRDI QIDQ3653123
Publication date: 18 December 2009
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://www.tandfonline.com/doi/abs/10.1080/15326340903291263
60J25: Continuous-time Markov processes on general state spaces
60J27: Continuous-time Markov processes on discrete state spaces
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
Related Items
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Cites Work
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- Some results on ruin probabilities in a two-dimensional risk model.
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- Multivariate risk model of phase type
- Ruin probabilities expressed in terms of storage processes
- Erlangian Approximations for Finite-Horizon Ruin Probabilities
- EXACT RESULTS FOR A FLUID MODEL WITH STATE-DEPENDENT FLOW RATES
- Compliance of the Token-Bucket Model with Markovian Traffic
- Risk processes analyzed as fluid queues
