scientific article; zbMATH DE number 5209826

zbMATH Open1127.60086MaRDI QIDQ5425166FDOQ5425166

Authors: Yuhua Lü, Rong Wu, Run Xu 

Publication date: 8 November 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionclassical risk modeltime of ruinstrong Markov propertyultimately leaving-timesupreme profits

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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• The distribution of extrema for risk processes on the finite Markov chain
• On the distributions of the sup and inf of the classical risk process with exponential claim
• A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
• A quintuple law for Markov additive processes with phase-type jumps
• Title not available (Why is that?)

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