Pages that link to "Item:Q5430562"

The following pages link to On the severity of ruin in a Markov-modulated risk model (Q5430562):

Displaying 14 items.

• The use of vector-valued martingales in risk theory (Q949432) (← links)
• Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
• Survival probabilities in a discrete semi-Markov risk model (Q1646093) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
• On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
• The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
• General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
• The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate (Q5430573) (← links)