The probability of ruin in a Markovian environment

被引：0
|
作者：
Department of Mathematics, Hainan University, Haikou, 570228, China [1 ]
机构：
来源：
Int. J. Appl. Math. Stat. | / 4卷 / 12-17期
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Probability distributions
引用
收藏
相关论文
共 50 条
  • [1] The Probability of Ruin in a Markovian Environment
    Wang, Haohua
    Ou, Yigui
    Kuang, Qiaojuan
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2012, 28 (04): : 12 - 17
  • [2] Probability of ruin with variable premium rate in a Markovian environment
    Jasiulewicz, H
    INSURANCE MATHEMATICS & ECONOMICS, 2001, 29 (02): : 291 - 296
  • [3] Ruin Probability with Variable Premium Rate and Disturbed by Diffusion in a Markovian Environment
    LIU Yan
    WuhanUniversityJournalofNaturalSciences, 2004, (04) : 399 - 403
  • [4] Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
    Liu, Yan
    Hu, Yi-Jun
    Wuhan University Journal of Natural Sciences, 2004, 9 (04) : 399 - 403
  • [5] Ruin Probability for the Model with a Constant Interest Rate and Disturbed by Diffusion in a Markovian Environment
    Huang Yujuan
    Yu Wenguang
    RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II, 2009, : 1415 - 1419
  • [6] Ruin probability for a model under Markovian switching regime
    Yang, H
    Yin, G
    PROBABILITY, FINANCE AND INSURANCE, 2004, : 206 - 217
  • [7] A Markovian risk model with finite states and its ruin probability
    Fang Dafan
    ADVANCES IN MANAGEMENT OF TECHNOLOGY, PROCEEDINGS, 2007, : 117 - 121
  • [8] Ruin probabilities in a Markovian shot-noise environment
    Pojer, Simon
    Thonhauser, Stefan
    JOURNAL OF APPLIED PROBABILITY, 2023, 60 (02) : 542 - 556
  • [9] Ruin problems in a discrete risk model in a Markovian environment
    Yoo, Hyun Joo
    Kim, Jerim
    JOURNAL OF RISK, 2021, 24 (02): : 1 - 10
  • [10] Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment
    Delsing, G. A.
    Mandjes, M. R. H.
    Spreij, P. J. C.
    Winands, E. M. M.
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2020, 22 (03) : 927 - 948
12345