Pages that link to "Item:Q817286"

The following pages link to On the probability of ruin in a Markov-modulated risk model (Q817286):

Displaying 37 items.

• On a multi-dimensional risk model with regime switching (Q320264) (← links)
• Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
• On the ruin problem in a Markov-modulated risk model (Q931376) (← links)
• Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• On the Markov-modulated insurance risk model with tax (Q977310) (← links)
• Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← 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)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
• Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
• Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
• Studies on a double Poisson-geometric insurance risk model with interference (Q1955991) (← links)
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
• An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
• Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
• Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
• Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
• Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646) (← links)
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
• Expected discounted dividends in a discrete semi-Markov risk model (Q2511296) (← links)
• When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
• Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
• Cramér-Lundberg Model with Stochastic Premiums and Continuous Non-insurance Costs (Q3463571) (← links)
• Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← 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)
• Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations (Q5066876) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• On the severity of ruin in a Markov-modulated risk model (Q5430562) (← links)