The maximum severity of ruin in a perturbed risk process with Markovian arrivals
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DOI: 10.1016/j.spl.2012.12.019
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Cited by:
- Li, Jingchao & Dickson, David C.M. & Li, Shuanming, 2015. "Some ruin problems for the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 1-8.
- Liu, Baoliang & Wen, Yanqing & Qiu, Qingan & Shi, Haiyan & Chen, Jianhui, 2022. "Reliability analysis for multi-state systems under K-mixed redundancy strategy considering switching failure," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
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Keywords
Perturbed risk processes; Markovian arrival processes; First passage times; Time of recovery; Maximum severity of ruin;All these keywords.
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