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First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type

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Cited by

2014The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy35 cited
2010A quintuple law for Markov additive processes with phase-type jumps34 cited
2012Markov modulation of a two-sided reflected Brownian motion with application to fluid queues13 cited
2015Fluid approach to two-sided reflected Markov-modulated Brownian motion12 cited

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