Add to ORKGTime to ruin, insolvency penalties and dividends in a Markov-modulated multi-risk model with common shock
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
ISBN 07340 3564 0In this paper, we derive some results on the dividend payments prior toruin in a Ma...
In this paper, a discrete Markov-modulated risk model with delayed claims, random premium income, an...
National audienceWe consider a main insurance company with K subcompanies (or lines of busi- ness). ...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
This paper analyzes the continuity and differentiability of several classes of ruin functions under ...
AbstractThis paper analyzes the continuity and differentiability of several classes of ruin function...
In this paper, we study a Markov regime-switching risk model where dividends are paid out according ...
We are dealing with the ruin probability and the expected ruin time in a two state Markov model wher...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In this paper, we consider the compound Poisson risk model influenced by an external Markovian envir...
In this paper, we study the joint Laplace transform and probability generating function of some rand...
AbstractWe consider a Markovian regime switching insurance risk model (also called Markov-modulated ...
In this thesis, we study the expected discounted penalty function and the total dividend payments in...
In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the ...
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
ISBN 07340 3564 0In this paper, we derive some results on the dividend payments prior toruin in a Ma...
In this paper, a discrete Markov-modulated risk model with delayed claims, random premium income, an...
National audienceWe consider a main insurance company with K subcompanies (or lines of busi- ness). ...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
This paper analyzes the continuity and differentiability of several classes of ruin functions under ...
AbstractThis paper analyzes the continuity and differentiability of several classes of ruin function...
In this paper, we study a Markov regime-switching risk model where dividends are paid out according ...
We are dealing with the ruin probability and the expected ruin time in a two state Markov model wher...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In this paper, we consider the compound Poisson risk model influenced by an external Markovian envir...
In this paper, we study the joint Laplace transform and probability generating function of some rand...
AbstractWe consider a Markovian regime switching insurance risk model (also called Markov-modulated ...
In this thesis, we study the expected discounted penalty function and the total dividend payments in...
In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the ...
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
ISBN 07340 3564 0In this paper, we derive some results on the dividend payments prior toruin in a Ma...
In this paper, a discrete Markov-modulated risk model with delayed claims, random premium income, an...