Pages that link to "Item:Q5475377"

The following pages link to The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377):

Displaying 25 items.

• On a dual model with barrier strategy (Q442880) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On the time to ruin and the deficit at ruin in a risk model with double-sided jumps (Q952859) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• Numerical method for a Markov-modulated risk model with two-sided jumps (Q1938188) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• On a First-Passage-Time Problem for the Compound Power-Law Process (Q3396374) (← 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)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• Cramér–Lundberg asymptotics for spectrally positive Markov additive processes (Q6587493) (← links)