Finite-Time Ruin for the Compound Markov Binomial Risk Model
Fuente:
arXiv
Saved in:
| Main Authors: | Palmowski, Zbigniew, Ramsden, Lewis, Papaioannou, Apostolos D. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Decoupling for Markov Chains
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
by: Bou-Rabee, Nawaf, et al.
Published: (2025)
An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)
by: Laitinen, Pietari, et al.
Published: (2024)
Some probabilistic properties and time-changed versions of a renewal process based on Mittag-Leffler waiting times
by: Khandakar, Mostafizar, et al.
Published: (2026)
by: Khandakar, Mostafizar, et al.
Published: (2026)
Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020)
by: Palmowski, Zbigniew, et al.
Published: (2020)
Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)
by: Pathak, Ashok Kumar, et al.
Published: (2024)
Stable matchings with correlated Preferences
by: Hoffman, Christopher, et al.
Published: (2023)
by: Hoffman, Christopher, et al.
Published: (2023)
Phase Transitions in Biased Opinion Dynamics with 2-choices Rule
by: Mukhopadhyay, Arpan
Published: (2022)
by: Mukhopadhyay, Arpan
Published: (2022)
Wasserstein error bounds for aggregations of continuous-time Markov chains
by: Michel, Fabian
Published: (2025)
by: Michel, Fabian
Published: (2025)
Positive autocorrelation at unit lag for stationary random walk Metropolis-Hastings in ${\mathbb R}^d$
by: Fill, James Allen, et al.
Published: (2026)
by: Fill, James Allen, et al.
Published: (2026)
Convergence of Markov chain transition probabilities
by: Scheutzow, Michael, et al.
Published: (2020)
by: Scheutzow, Michael, et al.
Published: (2020)
Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects
by: Ganguly, Ankan, et al.
Published: (2025)
by: Ganguly, Ankan, et al.
Published: (2025)
Generalized Birth-Death Process on Finite Lattice
by: Vishwakarma, P., et al.
Published: (2024)
by: Vishwakarma, P., et al.
Published: (2024)
The extremal position of a branching random walk on the general linear group
by: Grama, Ion, et al.
Published: (2022)
by: Grama, Ion, et al.
Published: (2022)
Conditioned random walks on linear groups II: local limit theorems
by: Grama, Ion, et al.
Published: (2024)
by: Grama, Ion, et al.
Published: (2024)
On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)
by: Jacquier, Antoine, et al.
Published: (2022)
Ruin probability for renewal risk models with neutral net profit condition
by: Grigutis, Andrius, et al.
Published: (2023)
by: Grigutis, Andrius, et al.
Published: (2023)
Beta Ensembles in the Freezing Regime and Finite Free Convolutions
by: Nakano, Fumihiko, et al.
Published: (2026)
by: Nakano, Fumihiko, et al.
Published: (2026)
Maxentropy completion and properties of some partially defined Stationary Markov chains
by: Collet, Pierre, et al.
Published: (2024)
by: Collet, Pierre, et al.
Published: (2024)
Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
by: Büke, Burak, et al.
Published: (2022)
by: Büke, Burak, et al.
Published: (2022)
An Analysis of the Diaconis-Holmes-Neal Markov Chain Sampler Under Generalized Unimodal Underlying Probabilities
by: Hildebrand, Martin V., et al.
Published: (2026)
by: Hildebrand, Martin V., et al.
Published: (2026)
Conditioned random walks on linear groups I: construction of the target harmonic measure
by: Grama, Ion, et al.
Published: (2024)
by: Grama, Ion, et al.
Published: (2024)
On the Existence and Uniqueness of Stationary Distributions for Some Piecewise Deterministic Markov Processes With State-Dependent Jump Intensity
by: Czapla, Dawid
Published: (2023)
by: Czapla, Dawid
Published: (2023)
Power-law hypothesis for PageRank on undirected graphs
by: Henning, Florian, et al.
Published: (2024)
by: Henning, Florian, et al.
Published: (2024)
Three-point correlation functions in the $\mathfrak{sl}_3$ Toda theory I: Reflection coefficients
by: Cerclé, Baptiste
Published: (2022)
by: Cerclé, Baptiste
Published: (2022)
Marginal dynamics of probabilistic cellular automata on trees
by: Lacker, Daniel, et al.
Published: (2025)
by: Lacker, Daniel, et al.
Published: (2025)
Conditioned limit theorems for products of random matrices
by: Grama, Ion, et al.
Published: (2014)
by: Grama, Ion, et al.
Published: (2014)
A Decomposition Theorem of Varadhan Type for Co-local Forms on Large Scale Interacting Systems
by: Bannai, Kenichi, et al.
Published: (2021)
by: Bannai, Kenichi, et al.
Published: (2021)
Tóth's buses and the "detachment process''
by: Engländer, János
Published: (2025)
by: Engländer, János
Published: (2025)
Perimeter length of the convex hull of Brownian motion in the hyperbolic plane
by: Bhattacharjee, Chinmoy, et al.
Published: (2025)
by: Bhattacharjee, Chinmoy, et al.
Published: (2025)
Stationary measures and the continuous-state branching process conditioned on extinction
by: Liu, Rongli, et al.
Published: (2023)
by: Liu, Rongli, et al.
Published: (2023)
A characterization of ruin-inducing probability measures in a renewal risk model
by: Tzaninis, Spyridon M., et al.
Published: (2026)
by: Tzaninis, Spyridon M., et al.
Published: (2026)
A complete characterization of monotonicity equivalence for continuous-time Markov processes
by: Machida, Motoya
Published: (2024)
by: Machida, Motoya
Published: (2024)
Degree-penalized contact processes
by: Bartha, Zsolt, et al.
Published: (2023)
by: Bartha, Zsolt, et al.
Published: (2023)
One-dimensional particle clouds with elastic collisions
by: Menshikov, Mikhail, et al.
Published: (2025)
by: Menshikov, Mikhail, et al.
Published: (2025)
Dynamics of the leftmost particle in heterogeneous semi-infinite exclusion systems
by: Menshikov, Mikhail, et al.
Published: (2026)
by: Menshikov, Mikhail, et al.
Published: (2026)
Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates
by: Menshikov, Mikhail, et al.
Published: (2024)
by: Menshikov, Mikhail, et al.
Published: (2024)
Dynamics of finite inhomogeneous particle systems with exclusion interaction
by: Malyshev, Vadim, et al.
Published: (2022)
by: Malyshev, Vadim, et al.
Published: (2022)
The Eyring-Kramers Law for the Extinction Time of the Contact Process on Stars
by: Jo, Younghun
Published: (2024)
by: Jo, Younghun
Published: (2024)
A boundary Harnack principle and its application to analyticity of 3D Brownian intersection exponents
by: Gao, Yifan, et al.
Published: (2024)
by: Gao, Yifan, et al.
Published: (2024)
Approximating inter-point distances in directed Bernoulli graphs
by: Barbour, A. D., et al.
Published: (2026)
by: Barbour, A. D., et al.
Published: (2026)
Similar Items
-
Decoupling for Markov Chains
by: Bou-Rabee, Nawaf, et al.
Published: (2025) -
An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024) -
Some probabilistic properties and time-changed versions of a renewal process based on Mittag-Leffler waiting times
by: Khandakar, Mostafizar, et al.
Published: (2026) -
Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020) -
Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)