Pages that link to "Item:Q5467653"

The following pages link to Risk processes analyzed as fluid queues (Q5467653):

Displaying 49 items.

• A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
• The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself (Q401456) (← links)
• Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515) (← links)
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Some ruin problems for the MAP risk model (Q896202) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• Taboo probability on a simple fluid flow model (Q1031775) (← links)
• Duality in ruin problems for ordered risk models (Q1697212) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
• Markov-modulated fluid flow model with server maintenance period (Q2131910) (← links)
• Delayed capital injections for a risk process with Markovian arrivals (Q2241638) (← links)
• On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
• \(V\)-uniform ergodicity for fluid queues (Q2422647) (← links)
• The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
• Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
• Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• On the absolute ruin in a MAP risk model with debit interest (Q2996570) (← links)
• The Moments of the Time of Ruin in Markovian Risk Models (Q3088979) (← links)
• On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
• Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380) (← links)
• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
• A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
• Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
• On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• On the generalized reward generator for stochastic fluid models: A new equation for <i><b>Ψ</b></i> (Q4603846) (← links)
• A Stochastic Two-Dimensional Fluid Model (Q4929146) (← links)
• Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
• Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
• Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
• Matrix-analytic methods for the analysis of stochastic fluid-fluid models (Q5090306) (← links)
• Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
• The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• Singularly Perturbed Markov Modulated Fluid Queues (Q5862815) (← links)
• Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter (Q6160223) (← links)
• Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293) (← links)