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Albrecher, Hansjörg
Rupeika-Apoga, Ramona
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Zhu, Qiji Jim
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Constantinescu, Corina
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Grima, Simon
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Popkova, Elena G.
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Risks : open access journal
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Risks
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ECONIS (ZBW)
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A
risk
model with an observer in a Markov environment
Albrecher, Hansjörg
;
Ivanovs, Jevgenijs
- In:
Risks : open access journal
1
(
2013
)
3
,
pp. 148-161
We consider a spectrally-negative Markov additive process as a model of a
risk
process in a random environment …
Persistent link: https://www.econbiz.de/10010338338
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2
Ruin probability approximations in sparre andersen models with completely monotone claims
Albrecher, Hansjörg
;
Vatamidou, Eleni
- In:
Risks : open access journal
7
(
2019
)
4/104
,
pp. 1-14
We consider the Sparre Andersen
risk
process with interclaim times that belong to the class of distributions with …
Persistent link: https://www.econbiz.de/10012127948
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