Yang, Haizhong; Gao, Wei; Li, Jinzhu Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1401.91204 Scand. Actuar. J. 2016, No. 1, 1-17 (2016). MSC: 91B30 60F05 62P05 62E10 41A60 PDFBibTeX XMLCite \textit{H. Yang} et al., Scand. Actuar. J. 2016, No. 1, 1--17 (2016; Zbl 1401.91204) Full Text: DOI
Li, Jinzhu Asymptotics for large claims reinsurance in a time-dependent renewal risk model. (English) Zbl 1398.91340 Scand. Actuar. J. 2015, No. 2, 172-183 (2015). MSC: 91B30 62P05 60K10 62G32 PDFBibTeX XMLCite \textit{J. Li}, Scand. Actuar. J. 2015, No. 2, 172--183 (2015; Zbl 1398.91340) Full Text: DOI