Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI
Meng, Hui; Wang, Guo-jing On the expected discounted penalty function in a delayed-claims risk model. (English) Zbl 1355.60111 Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215-224 (2012). MSC: 60J65 62P05 PDFBibTeX XMLCite \textit{H. Meng} and \textit{G.-j. Wang}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215--224 (2012; Zbl 1355.60111) Full Text: DOI
Wang, Guojing; Yuen, Kam C. On a correlated aggregate claims model with thinning-dependence structure. (English) Zbl 1120.62095 Insur. Math. Econ. 36, No. 3, 456-468 (2005). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Wang} and \textit{K. C. Yuen}, Insur. Math. Econ. 36, No. 3, 456--468 (2005; Zbl 1120.62095) Full Text: DOI