A unified analysis of claim costs up to ruin in a Markovian arrival risk model-Reference-Cited by-同舟云学术

A unified analysis of claim costs up to ruin in a Markovian arrival risk model

Published:2013-07 Issue:1 Volume:53 Page:98-109
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cheung Eric C.K.,Feng Runhuan

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference39 articles.

1. On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals;Ahn;Insurance: Mathematics and Economics,2007

2. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier;Ahn;Queueing Systems,2007

3. On the discounted penalty function in a Markov-dependent risk model;Albrecher;Insurance: Mathematics and Economics,2005

4. Applied Probability and Queues;Asmussen,2003

5. Discussion of ‘The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model’;Badescu;North American Actuarial Journal,2008

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