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
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 1454.91211 Scand. Actuar. J. 2020, No. 8, 736-753 (2020); correction ibid. 2020, No. 8, i-ii (2020). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 1454.91211) 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
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