Survival probabilities in a discrete semi-Markov risk model-Reference-Cited by-同舟云学术

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Survival probabilities in a discrete semi-Markov risk model

Published:2014-04 Issue: Volume:232 Page:205-215
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Chen Mi,Yuen Kam Chuen,Guo Junyi

Funder

National Natural Science Foundation of China

Research Grants Council of the Hong Kong Special Administrative Region, China

Society of Actuaries

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference26 articles.

1. On the distribution of the surplus prior to ruin in a discrete semi-Markov risk model;Reinhard;ASTIN Bull.,2001

2. The severity of ruin in a discrete semi-Markov risk model;Reinhard;Stoch. Models,2002

3. On the probability of ruin in a Markov-modulated risk model;Lu;Insurance Math. Econ.,2005

4. The Markovian regime-switching risk model with a threshold dividend strategy;Lu;Insurance Math. Econ.,2009

5. On the severity of ruin in a Markov-modulated risk model;Lu;Scand. Actuar. J.,2006

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