Pages that link to "Item:Q3578675"

The following pages link to A quintuple law for Markov additive processes with phase-type jumps (Q3578675):

Displaying 18 items.

• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← 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 continuous \(( S , s , S_e )\) inventory model with dual sourcing and emergency orders (Q2140136) (← links)
• Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
• On a queueing-inventory system with advanced reservation and cancellation for the next \(K\) time frames ahead: the case of overbooking (Q2302269) (← links)
• An order-revenue inventory model with returns and sudden obsolescence (Q2417053) (← links)
• A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
• Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
• Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
• Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007) (← links)
• A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies (Q5215043) (← links)
• On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain (Q5218376) (← links)
• Stochastic fluid models with upward jumps and phase transitions (Q6164834) (← links)