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1. On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model

   Yi Lu in Methodology and Computing in Applied Probability

   Article 29 May 2014

2. On the Distributions of the State Sizes of the Continuous Time Homogeneous Markov System with Finite State Capacities

   In the present paper we study the evolution of a continuous time homogeneous Markov system whose states have finite capacities. We assume that the...

   George Vasiliadis in Methodology and Computing in Applied Probability

   Article 12 April 2012

3. On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems

   The evolution of the state sizes of a closed continuous-time homogeneous Markov system is determined by the convolution of multinomial distributions...

   G. Vasiliadis, G. Tsaklidis in Methodology and Computing in Applied Probability

   Article 05 April 2008

4. On the Distributions of the State Sizes of Discrete Time Homogeneous Markov Systems

   The evolution of a closed discrete-time homogeneous Markov system (HMS) is determined by the evolution of its state sizes in time. In order to...

   G. Vasiliadis, G. Tsaklidis in Methodology and Computing in Applied Probability

   Article 15 August 2007