Pages that link to "Item:Q2490058"

The following pages link to On the joint distribution of surplus before and after ruin under a Markovian regime switching model (Q2490058):

Displaying 35 items.

• On a multi-dimensional risk model with regime switching (Q320264) (← links)
• Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← 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)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← 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)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
• Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
• Commuting birth-and-death processes (Q2268727) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← 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)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← 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)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 (Q5022537) (← links)
• “The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008 (Q5029060) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)