J. Reinhard

On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment

J. Reinhard, Jean-Marie Reinhard, 1984, ASTIN Bulletin.

The severity of ruin in a discrete semi-Markov risk model

J. Reinhard, Jean-Marie Reinhard, Mohammed Snoussi, 2002 .

The probability of ruin in a discrete semi-Markov risk model

J. Reinhard, M. Snoussi, 2000 .

A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model

J. Reinhard, M. Snoussi, 2004 .