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	Title	Author/Creator	Date	Full Text	Reviewed
	Ruin theory in a hidden Markov-modulated risk model	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2011	—
	Ruin theory under a generalized jump-diffusion model with regime switching	Siu, Tak Kuen; Lau, John W; Yang, Hailiang	2008	—

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Author/Creator

Elliott, Robert J (1)
Lau, John W (1)

Subject Keyword

010200 Applied Mathematics (1)
Completely random measure process (1)
Dirichlet problem (1)
Filtering (1)
Hidden Markov chain process (1)
Hidden Markovian regime-switching model (1)
Innovations approach (1)
Markov-switching compensator (1)
Partial differential equation (1)