Pages that link to "Item:Q3578675"
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The following pages link to A quintuple law for Markov additive processes with phase-type jumps (Q3578675):
Displayed 9 items.
- 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)
- 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)