Bai, Lihua; Cai, Jun; Zhou, Ming Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. (English) Zbl 1290.91075 Insur. Math. Econ. 53, No. 3, 664-670 (2013). MSC: 91B30 60F05 60G60 PDFBibTeX XMLCite \textit{L. Bai} et al., Insur. Math. Econ. 53, No. 3, 664--670 (2013; Zbl 1290.91075) Full Text: DOI
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDFBibTeX XMLCite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming Ruin probabilities in Cox risk models with two dependent classes of business. (English) Zbl 1120.60069 Acta Math. Sin., Engl. Ser. 23, No. 7, 1281-1288 (2007). MSC: 60J25 91B30 PDFBibTeX XMLCite \textit{J. Y. Guo} et al., Acta Math. Sin., Engl. Ser. 23, No. 7, 1281--1288 (2007; Zbl 1120.60069) Full Text: DOI