Add to ORKGWe are dealing with the ruin probability and the expected ruin time in a two state Markov model where the premium is the reciprocal of an integer and the initial surplus is a multiple of the premium
In a recent paper, Willmot (2015) derived an expression for the joint distribution function of the t...
In this paper we consider a risk model with two kinds of claims, whose claims number processes are P...
AbstractWe consider a Markovian regime switching insurance risk model (also called Markov-modulated ...
We are dealing with the ruin probability and the expected ruin time in a two state Markov model wher...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
ABSTRACT. We study the ruin problem over a risk process described by a discrete-time Markov model. I...
In this paper, we study a Markov regime-switching risk model where dividends are paid out according ...
In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the ...
In this paper, we study the joint Laplace transform and probability generating function of some rand...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
In this paper, we consider the compound Poisson risk model influenced by an external Markovian envir...
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the ...
In this paper, we study the excursion time and occupation time of a Markov process below or above a ...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In a recent paper, Willmot (2015) derived an expression for the joint distribution function of the t...
In this paper we consider a risk model with two kinds of claims, whose claims number processes are P...
AbstractWe consider a Markovian regime switching insurance risk model (also called Markov-modulated ...
We are dealing with the ruin probability and the expected ruin time in a two state Markov model wher...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
ABSTRACT. We study the ruin problem over a risk process described by a discrete-time Markov model. I...
In this paper, we study a Markov regime-switching risk model where dividends are paid out according ...
In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the ...
In this paper, we study the joint Laplace transform and probability generating function of some rand...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
In this paper, we consider the compound Poisson risk model influenced by an external Markovian envir...
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the ...
In this paper, we study the excursion time and occupation time of a Markov process below or above a ...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In a recent paper, Willmot (2015) derived an expression for the joint distribution function of the t...
In this paper we consider a risk model with two kinds of claims, whose claims number processes are P...
AbstractWe consider a Markovian regime switching insurance risk model (also called Markov-modulated ...