Jasiulewicz, Helena; Kordecki, Wojciech Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions. (English) Zbl 1395.91254 Oper. Res. Decis. 25, No. 3, 17-57 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Jasiulewicz} and \textit{W. Kordecki}, Oper. Res. Decis. 25, No. 3, 17--57 (2015; Zbl 1395.91254) Full Text: DOI
Jasiulewicz, Helena Probability of ruin with variable premium rate in a Markovian environment. (English) Zbl 0999.91048 Insur. Math. Econ. 29, No. 2, 291-296 (2001). Reviewer: Josef Steinebach (Marburg) MSC: 91B30 60J27 60K15 PDF BibTeX XML Cite \textit{H. Jasiulewicz}, Insur. Math. Econ. 29, No. 2, 291--296 (2001; Zbl 0999.91048) Full Text: DOI
Jasiulewicz, Helena A comparison of methods of approximations for probabilities of death for fractions of a year. (English) Zbl 0979.91043 Appl. Stoch. Models Bus. Ind. 17, No. 3, 245-260 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Jasiulewicz}, Appl. Stoch. Models Bus. Ind. 17, No. 3, 245--260 (2001; Zbl 0979.91043) Full Text: DOI