Total duration of negative surplus for an MAP risk model
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Publication:530736
DOI10.1007/S11766-015-3260-4zbMATH Open1349.91133OpenAlexW2368540116MaRDI QIDQ530736FDOQ530736
Authors: Hua Dong, Xianghua Zhao 
Publication date: 10 August 2016
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-015-3260-4
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Cites Work
- On ruin for the Erlang \((n)\) risk process
- How long is the surplus below zero?
- When does the surplus reach a given target?
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
- On the discounted penalty function in a Markov-dependent risk model
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
- Total duration of negative surplus for the risk model with debit interest
- On a risk model with Markovian arrivals and tax
- On occupation times for a risk process with reserve-dependent premium
- Total duration of negative surplus for the dual model
- On the distribution of the duration of negative surplus
- Duration of negative surplus for a two state Markov-modulated risk model
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