Markovian risk process
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Publication:940360
DOI10.1007/S10483-007-0712-YzbMATH Open1231.62188OpenAlexW2353421637MaRDI QIDQ940360FDOQ940360
Authors: Yunzhi Yan, F. Zhao, Dafan Fang, Hanxing Wang 
Publication date: 1 September 2008
Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10483-007-0712-y
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Cites Work
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- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Risk theory in a Markovian environment
- Bounds for the ruin probability under a markovian modulated risk model
- Heavy-tailed modelling in insurance
- Expansions for Markov-modulated systems and approximations of ruin probability
- Ruin probabilities under a Markovian risk model
Cited In (12)
- Ruin probabilities under a Markovian risk model
- Adjoint multi-dimensional Markov processes of a \(q\)-risk model
- Ruin probabilities and the compound Poisson-Markov chain
- Title not available (Why is that?)
- Stochastic risk models. II
- Risk model with change-point claims process
- Title not available (Why is that?)
- Discrete time homogeneous Markov processes for the study of the basic risk processes
- Continuous-time Markov analysis for risk evaluation
- The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment
- A Markov Risk Model with Two Classes of Insurance Business
- Conditional law of risk processes given that ruin occurs
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