Cossette, H.; Landriault, D.; Marceau, É. Risk measures related to the surplus process in the compound Markov binomial model. (English. French, German summary) Zbl 1333.91022 Mitt., Schweiz. Aktuarver. 2004, No. 1, 77-114 (2004). Cited in 1 Document MSC: 91B30 Risk theory, insurance (MSC2010) 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2004, No. 1, 77--114 (2004; Zbl 1333.91022)