Compound binomial risk model in a markovian environment-Reference-Cited by-同舟云学术

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Compound binomial risk model in a markovian environment

Published:2004-10 Issue:2 Volume:35 Page:425-443
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cossette Hélène,Landriault David,Marceau Étienne

Publisher

Elsevier BV

Subject

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

Reference27 articles.

1. Risk process in a markovian environment;Asmussen;Scand. Act. J.,1989

2. Point Processes and Queues: Martingale Dynamics;Brémaud,1981

3. Ruin probabilities in the compound Markov binomial risk model;Cossette;Scand. Act. J.,2003

4. Some statistical methods connected with series of events;Cox;J. Roy. Stat. Soc. Ser.,1955

5. An Introduction to the Theory of Point Processes;Daley,1988

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1. Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm;Applied Mathematics and Computation;2022-07

2. Ruin problems in a discrete risk model in a Markovian environment;The Journal of Risk;2021

3. A note on a discrete time MAP risk model;Journal of Computational and Applied Mathematics;2017-01

4. Discrete time ruin probability with Parisian delay;Scandinavian Actuarial Journal;2016-12-07

5. Risk aggregation in multivariate dependent Pareto distributions;Insurance: Mathematics and Economics;2016-11

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