Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 1492.91293 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 1492.91293) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Multivariate distributions with time and cross-dependence: aggregation and capital allocation. (English) Zbl 1492.91297 ASTIN Bull. 52, No. 2, 669-706 (2022). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, ASTIN Bull. 52, No. 2, 669--706 (2022; Zbl 1492.91297) Full Text: DOI
Chen, Mi; Hu, Xiang On the evaluation of risk models with bivariate integer-valued time series. (English) Zbl 1480.62174 Lith. Math. J. 61, No. 4, 425-444 (2021). MSC: 62M10 62H12 62P05 91B05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Lith. Math. J. 61, No. 4, 425--444 (2021; Zbl 1480.62174) Full Text: DOI
Chen, Mi; Hu, Xiang Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. (English) Zbl 1511.91036 Commun. Stat., Theory Methods 49, No. 16, 3985-4001 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Commun. Stat., Theory Methods 49, No. 16, 3985--4001 (2020; Zbl 1511.91036) Full Text: DOI
Sun, Weiwei; Hu, Xiang; Zhang, Lianzeng Moments of discounted aggregate claims with dependence based on Spearman copula. (English) Zbl 1437.91400 J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{W. Sun} et al., J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020; Zbl 1437.91400) Full Text: DOI
Yuan, Nannan; Hu, Xiang; Chen, Mi Risk aggregation based on the Poisson INAR(1) process with periodic structure. (English) Zbl 1407.62395 Lith. Math. J. 58, No. 4, 505-515 (2018). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{N. Yuan} et al., Lith. Math. J. 58, No. 4, 505--515 (2018; Zbl 1407.62395) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng; Sun, Weiwei Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations. (English) Zbl 1416.91190 Scand. Actuar. J. 2018, No. 5, 412-425 (2018). MSC: 91B30 62P05 62M10 PDFBibTeX XMLCite \textit{X. Hu} et al., Scand. Actuar. J. 2018, No. 5, 412--425 (2018; Zbl 1416.91190) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance. (English) Zbl 1349.91141 Methodol. Comput. Appl. Probab. 18, No. 3, 675-689 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, Methodol. Comput. Appl. Probab. 18, No. 3, 675--689 (2016; Zbl 1349.91141) Full Text: DOI
Zhang, Lianzeng; Hu, Xiang; Duan, Baige Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process. (English) Zbl 1401.91213 Scand. Actuar. J. 2015, No. 5, 455-467 (2015). MSC: 91B30 62F05 PDFBibTeX XMLCite \textit{L. Zhang} et al., Scand. Actuar. J. 2015, No. 5, 455--467 (2015; Zbl 1401.91213) Full Text: DOI