Pages that link to "Item:Q3395759"
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The following pages link to The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759):
Displayed 13 items.
- Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← 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)
- A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
- On a risk model with Markovian arrivals and tax (Q1931147) (← links)
- Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)