Xiao, Lin Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm. (English) Zbl 1510.91067 Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022). MSC: 91B05 60J20 PDFBibTeX XMLCite \textit{L. Xiao}, Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022; Zbl 1510.91067) Full Text: DOI
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On the evaluation of finite-time ruin probabilities in a dependent risk model. (English) Zbl 1410.60044 Appl. Math. Comput. 275, 268-286 (2016). MSC: 60G40 91B30 91G70 91G60 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Appl. Math. Comput. 275, 268--286 (2016; Zbl 1410.60044) Full Text: DOI Link
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi Survival probabilities in a discrete semi-Markov risk model. (English) Zbl 1410.91260 Appl. Math. Comput. 232, 205-215 (2014). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{M. Chen} et al., Appl. Math. Comput. 232, 205--215 (2014; Zbl 1410.91260) Full Text: DOI