Xie, Jie-Hua; Gao, Jian-Wei; Zou, Wei On a risk model with delayed claims under stochastic interest rates. (English) Zbl 1334.91042 Commun. Stat., Theory Methods 44, No. 14, 3022-3041 (2015). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Commun. Stat., Theory Methods 44, No. 14, 3022--3041 (2015; Zbl 1334.91042) Full Text: DOI
Zou, Wei; Gao, Jian-wei; Xie, Jie-hua On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes. (English) Zbl 1291.91139 J. Comput. Appl. Math. 255, 270-281 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{W. Zou} et al., J. Comput. Appl. Math. 255, 270--281 (2014; Zbl 1291.91139) Full Text: DOI
Xie, Jie-Hua; Zou, Wei; Gao, Jian-Wei On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English) Zbl 1307.60065 Arab. J. Math. 2, No. 1, 115-127 (2013). Reviewer: Nikolaos Halidias (Athens) MSC: 60G55 60J65 91B30 45J05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Arab. J. Math. 2, No. 1, 115--127 (2013; Zbl 1307.60065) Full Text: DOI