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

zbMATH Open1265.60189MaRDI QIDQ4900876FDOQ4900876

Authors: Lin Xiao, Xiangqun Yang 

Publication date: 24 January 2013

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zbMATH Keywords

compound binomial risk modelconditional probability functionMarkov chain environment

Mathematics Subject Classification ID

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

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• 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
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• 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

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