Pages that link to "Item:Q2514602"
From MaRDI portal
The following pages link to Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602):
Displaying 14 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
