Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDFBibTeX XMLCite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI
Lin, Feng; Xie, Si-yuan; Yang, Jing-ping Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks. (English) Zbl 1390.91314 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 209-236 (2018). MSC: 91G40 65C05 PDFBibTeX XMLCite \textit{F. Lin} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 209--236 (2018; Zbl 1390.91314) Full Text: DOI
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) 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
Yang, Hu; Hao, Yuan-Yuan A ruin model with random income and dependence between claim sizes and claim intervals. (English) Zbl 1197.91118 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625-632 (2010). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Y.-Y. Hao}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625--632 (2010; Zbl 1197.91118) Full Text: DOI