Pages that link to "Item:Q2490058"
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The following pages link to On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058):
Displayed 13 items.
- Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
- On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
- Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
- Commuting birth-and-death processes (Q2268727) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
- On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)