Pages that link to "Item:Q2384449"

The following pages link to On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449):

Displaying 28 items.

• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends (Q730544) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• Compound binomial model with batch Markovian arrival process (Q2216991) (← links)
• Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
• Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
• Occupation times in the MAP risk model (Q2260947) (← links)
• Maximum surplus and \(R_n\) class of distributions with an application to dividends (Q2293611) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)