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Time in the red in a two state Markov model

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  • Wagner, Christian

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  • Wagner, Christian, 2002. "Time in the red in a two state Markov model," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 365-372, December.
    • Handle: RePEc:eee:insuma:v:31:y:2002:i:3:p:365-372
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    References listed on IDEAS

    as
    1. Egidio dos Reis, Alfredo, 1993. "How long is the surplus below zero?," Insurance: Mathematics and Economics, Elsevier, vol. 12(1), pages 23-38, February.
    2. Wagner, Christian, 2001. "A Note on Ruin in a Two State Markov Model1," ASTIN Bulletin, Cambridge University Press, vol. 31(2), pages 349-358, November.
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    Cited by:

    1. Dhiti Osatakul & Xueyuan Wu, 2021. "Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment," Risks, MDPI, vol. 9(1), pages 1-23, January.
    2. Osatakul, Dhiti & Li, Shuanming & Wu, Xueyuan, 2023. "Discrete-time risk models with surplus-dependent premium corrections," Applied Mathematics and Computation, Elsevier, vol. 437(C).
    3. Ka-Meng Siu & Ka-Hou Chan & Sio-Kei Im, 2023. "A Study of Assessment of Casinos’ Risk of Ruin in Casino Games with Poisson Distribution," Mathematics, MDPI, vol. 11(7), pages 1-15, April.

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