5 citations · 7 across the 7 of their papers we have counts for
4 papers · 1 filter
Conditional Joint Probability Distributions of First Exit Times to Overlapping Absorbing Sets of the Mixture of Markov Jump Processes
B. A. Surya
New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processe…
On the conditional joint probability distributions of phase-type under the mixture of finite-state absorbing Markov jump processes
B. A. Surya
This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on…
Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process
B. A. Surya
This paper presents some new results on Parisian ruin under Levy insurance risk process, where ruin occurs when the process has gone below a fixed level from the last record maximu…
Discounted Penalty Function at Parisian Ruin for Lévy Insurance Risk Process
Ronne Loeffen, Zbigniew Palmowski, Budhi Surya
In the setting of a Lévy insurance risk process, we present some results regarding the Parisian ruin problem which concerns the occurrence of an excursion below zero of duration bi…