Pages that link to "Item:Q3535637"
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The following pages link to First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637):
Displayed 17 items.
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Threshold dividend strategies for a Markov-additive risk model (Q1936560) (← 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)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
- Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates (Q5299568) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)