Analysis of some ruin-related quantities in a Markov-modulated risk model
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326349.2015.1121399
Reference22 articles.
1. Risk theory in a Markovian environment
2. Does Markov-Modulation Increase the Risk?
3. Some results about the expected ruin time in Markov-modulated risk models
4. The queue GI/M/s with customers of different types or the queue GI/Hm/s
5. On the time to ruin for Erlang(2) risk processes
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