A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Year of publication: |
2013
|
---|---|
Authors: | Cheung, Eric C. K. ; Feng, Runhuan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 98-109
|
Subject: | Risikomodell | Risk model | Theorie | Theory | Markov-Kette | Markov chain |
-
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques, (2007)
-
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K., (2007)
-
Modeling and management of biometric risk
Mägebier, Alexander Hendrik, (2014)
- More ...
-
Cheung, Eric C. K., (2019)
-
Cheung, Eric C. K., (2015)
-
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K., (2007)
- More ...