Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier

DOI10.1007/978-981-15-5951-8_15zbMATH Open1470.91225OpenAlexW3082048820MaRDI QIDQ5012199FDOQ5012199

Authors: A. S. Dibu, M. J. Jacob 

Publication date: 31 August 2021

Published in: Infosys Science Foundation Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-5951-8_15

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zbMATH Keywords

Markovian arrival processphase-type claimsinter-dependent claimsrandom incomes

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

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• Risk Analysis in Finance and Insurance
• Occupation times in the MAP risk model

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