The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach
Author:
Funder
Tubitak
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-015-2105-0.pdf
Reference33 articles.
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2. Akar, N., & Sohraby, K. (2004). Infinite- and finite-buffer Markov fluid queues: A unified analysis. Journal of Applied Probability, 41(2), 557–569.
3. Albrecher, H., & Hartinger, J. (2007). A risk model with multi-layer dividend strategy. North American Actuarial Journal, 11(2), 43–64.
4. Asmussen, S. (1989). Risk theory in a Markovian environment. Scandinavian Actuarial Journal, 1989(2), 69–100.
5. Asmussen, S., & Albrecher, H. (2010). Ruin probabilities (2nd ed.). Singapore: World Scientific.
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