SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Computational methods in risk theory: A matrix-algorithmic approach · Study

ArticleShelves

ArticleComputational methods in risk theory: A matrix-algorithmic approach

Søren Asmussen1992

Article1992

Computational methods in risk theory: A matrix-algorithmic approach

Søren Asmussen · Tomasz Rolski

86 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Probability and Statistical Research Insurance, Mortality, Demography, Risk Management

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 86 citations exist upstream.

References

1991New results on the single server queue with a batch markovian arrival process 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims 1989Risk theory in a Markovian environment 1989Martingales and insurance risk 1989Markov processes whose steady state distribution is matrix-exponential with an application to theGI/PH/1 queue 1984Approximations for the probability of ruin within finite time 1977A class of approximations of ruin probabilities 1992Phase-Type Representations in Random Walk and Queueing Problems

Cited by

1998On a Class of Renewal Risk Processes 2005Multivariate risk model of phase type 2008Characterization of Matrix-Exponential Distributions 2003The estimation of phase-type related functionals using Markov chain Monte Carlo methods 1994Large claims approximations for risk processes in a Markovian environment 2004Doubly periodic non-homogeneous Poisson models for hurricane data

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1991Ladder heights and the Markov-modulated M/G/1 queuearticle · 5 shared references 1992On cycle maxima, first passage problems and extreme value theory for queuesarticle · 5 shared references 1994Large claims approximations for risk processes in a Markovian environmentarticle · 4 shared references 1994Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequalityarticle · 4 shared references 2013Applications in Queueing Theorychapter · 4 shared references 1994Poisson's equation for queues driven by a Markovian marked point processarticle · 4 shared references

Details

Year1992

Typearticle

Published1992-01-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations86

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/0167-6687(92)90058-j

openalex_workW1997277199

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1994Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality

2004On the Distribution of the Deficit at Ruin when Claims are Phase-type