Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI
Rabehasaina, Landy; Tsai, Cary Chi-Liang Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English) Zbl 1287.91095 Scand. Actuar. J. 2013, No. 3, 187-213 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91B70 60K05 60G51 PDFBibTeX XMLCite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL