SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Compound binomial risk model in a markovian environment
16 references·0 citing·34 second hop
Compound binomial risk model in a markovian environment (2004)Compound binomial risk model in a markovi…Ruin Probabilities in the Compound Markov Binomial Model (2003)Ruin Probabilities in the Com…Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (2002)Criteria for the Stochastic O…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Ruin probabilities for time-correlated claims in the compound binomial model (2001)Ruin probabilities for time-c…Asymptotic ruin probabilities for risk processes with dependent increments (2001)Asymptotic ruin probabilities…Stochastic Processes for Insurance and Finance (2000)Stochastic Processes for Insu…Some Stable Algorithms in Ruin Theory and Their Applications (1995)Some Stable Algorithms in Rui…Ordering of actuarial risks (1994)Ordering of actuarial risksRegularity of Stochastic Processes: A Theory Based on Directional Convexity (1993)Regularity of Stochastic Proc…Aspects of Risk Theory (1991)Aspects of Risk TheoryMathematical Fun with the Compound Binomial Process (1988)Mathematical Fun with the Com…Mathematical fun with ruin theory (1988)Mathematical fun with ruin th…On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment (1984)On a Class of Semi-Markov Ris…Point Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)An Introduction to Mathematic…An introduction to mathematical risk theory (1979)An introduction to mathematic…Actuarial Mathematics. (1986)On the distribution of the surplus prior to ruin (1992)Insurance: Mathematics and Economics (2004)Risk theory in a Markovian environment (1989)The Probability of Eventual Ruin in the Compound Binomial Model (1989)Collective Risk Theory (2004)On Ultimate Ruin in a Delayed-Claims Risk Model (2005)On pairwise quasi-asymptotically independent random variables and their applications (2013)The single server queue with Poisson input and semi-Markov service times (1966)Time dependence of queues with semi-Markovian services (1967)The M/M/1 Queue in a Markovian Environment (1974)Exponential inequalities for ruin probabilities in the Cox case (1988)Some Aspects of Insurance Mathematics (1994)On the probability of ruin in a Markov-modulated risk model (2005)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Comonotonicity, correlation order and premium principles (1998)Ordering risks: Expected utility theory versus Yaari's dual theory of risk (1998)Weighted risk capital allocations (2008)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)On minimizing the ruin probability by investment and reinsurance (2002)On the optimal dividend problem for a spectrally negative Lévy process (2007)Reinsurance and the liability insurance crisis (1992)On a class of renewal risk models with a constant dividend barrier (2004)actuar: AnRPackage for Actuarial Science (2008)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)The application of continuous-time random walks in finance and economics (2005)Optimal dividend strategies in a Cramér–Lundberg model with capital injections (2008)
this work references cited by second hop

References

  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 1991Aspects of Risk Theory902 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 2000Stochastic Processes for Insurance and Finance353 cited
  • 1994Ordering of actuarial risks180 cited
  • 1988Mathematical Fun with the Compound Binomial Process170 cited
  • 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited
  • 2001Ruin probabilities for time-correlated claims in the compound binomial model113 cited
  • 1984On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment84 cited
  • 1993Regularity of Stochastic Processes: A Theory Based on Directional Convexity83 cited
  • 2003Ruin Probabilities in the Compound Markov Binomial Model60 cited
  • 1995Some Stable Algorithms in Ruin Theory and Their Applications58 cited
  • 1988Mathematical fun with ruin theory57 cited
  • 2001Asymptotic ruin probabilities for risk processes with dependent increments54 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2002Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications43 cited
  • Cited by

    No citing works inside the corpus for this window.