Conditional probability calculations of the compound binomial risk model in Markov-chain environment

MaRDI QIDQ4900876zbMATH OpenFDO

Authors Lin Xiao, Xiangqun Yang

Publication date 24 January 2013

zbMATH Keywords

compound binomial risk modelconditional probability functionMarkov chain environment

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Recommendations

• Compound binomial risk model in a Markovian environment
• Some results on the compound Markov binomial model
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
• Ruin problems in a discrete Markov risk model
• Ruin Probabilities in the Compound Markov Binomial Model

Cited in

(8)

• Compound binomial model with batch Markovian arrival process
• Joint and supremum distributions in the compound binomial model with Markovian environment
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
• Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm
• Compound binomial risk model in a Markovian environment
• Establishment and construction of compound binomial risk model in Markov-chain environment
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
• Compound binomial risk model with random income in Markov chain environment

This page was built for publication: Conditional probability calculations of the compound binomial risk model in Markov-chain environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4900876)