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Risk processes analyzed as fluid queues

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References

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2008First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type

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2009Dependent Risk Models with Bivariate Phase-Type Distributions75 cited

2007Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier70 cited

2006Passage Times in Fluid Models with Application to Risk Processes66 cited

2005Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models47 cited

2006On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals43 cited

2007On the analysis of a multi-threshold Markovian risk model39 cited

2013A Stochastic Two-Dimensional Fluid Model32 cited

2014The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself23 cited

2005Fluid queues to solve jump processes21 cited

2005Erlangized Fluid Queues with Application To Uncontrolled Fire Perimeter17 cited