Markovian risk process

Author:

Wang Han-xing,Yan Yun-zhi,Zhao Fei,Fang Da-fan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Mechanical Engineering,Mechanics of Materials

Reference9 articles.

1. Grandall J. Aspects of risk theory[M]. New York: Springer-Verlag, 1991.

2. Gerber H U. An introduction to mathematical risk theory[M]. Philadelphia: S. S. Heubner Foundation Monograph Series 8, 1979.

3. Mikosch T. Heavy-tailed modelling in insurance[J]. Stochastic Models, 13(4):799–816.

4. Klüppelbery C, Mikosch T. Large deviations of heavy-tailed random sums with applications in insurance and finance[J]. J Appl Prob, 1997, 34(2):293–308.

5. Wang Hanxing, Fang Dafan, Tang Maoning. Ruin probabilities under a Markovian risk model[J]. Acta Mathematicae Applicatae Sinica, English Series, 2003, 19(4):621–630.

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Double-markov risk model;Acta Mathematica Scientia;2013-03

2. A Markov Risk Model with Two Classes of Insurance Business;Stochastic Analysis and Applications;2011-11

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