Fu, Ke-Ang; Wang, Jiangfeng Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 07720156 Commun. Stat., Theory Methods 52, No. 17, 6266-6274 (2023). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Wang}, Commun. Stat., Theory Methods 52, No. 17, 6266--6274 (2023; Zbl 07720156) Full Text: DOI
Wang, Boyang; Fang, Rui Stochastic comparisons on extreme order statistics from observations associated by FGM copula. (English) Zbl 07706251 Commun. Stat., Theory Methods 52, No. 10, 3492-3510 (2023). MSC: 60E15 62G30 PDFBibTeX XMLCite \textit{B. Wang} and \textit{R. Fang}, Commun. Stat., Theory Methods 52, No. 10, 3492--3510 (2023; Zbl 07706251) Full Text: DOI
Liu, Juan; Huang, Ya; Xiang, Xuyan; Zhou, Jieming On a discrete interaction risk model with delayed claims and randomized dividends. (English) Zbl 07565487 Commun. Stat., Theory Methods 51, No. 15, 5241-5257 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Liu} et al., Commun. Stat., Theory Methods 51, No. 15, 5241--5257 (2022; Zbl 07565487) Full Text: DOI
Kang, Yao; Wang, Dehui; Cheng, Jianhua Risk models based on copulas for premiums and claim sizes. (English) Zbl 07533665 Commun. Stat., Theory Methods 50, No. 10, 2250-2269 (2021). MSC: 60J65 62P05 62-XX PDFBibTeX XMLCite \textit{Y. Kang} et al., Commun. Stat., Theory Methods 50, No. 10, 2250--2269 (2021; Zbl 07533665) Full Text: DOI
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) 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
Li, Jiahui; Yuen, Kam Chuen; Chen, Mi A discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1511.91038 Commun. Stat., Theory Methods 49, No. 16, 3965-3984 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Commun. Stat., Theory Methods 49, No. 16, 3965--3984 (2020; Zbl 1511.91038) Full Text: DOI
Cuberos, A.; Masiello, E.; Maume-Deschamps, V. Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables. (English) Zbl 1511.62102 Commun. Stat., Theory Methods 49, No. 12, 3044-3062 (2020). MSC: 62H05 62G05 62H20 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Commun. Stat., Theory Methods 49, No. 12, 3044--3062 (2020; Zbl 1511.62102) Full Text: DOI
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDFBibTeX XMLCite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI
Deng, Yingchun; Liu, Juan; Huang, Ya; Li, Man; Zhou, Jieming On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. (English) Zbl 1508.91128 Commun. Stat., Theory Methods 47, No. 23, 5867-5883 (2018). MSC: 91B05 60K10 62P05 PDFBibTeX XMLCite \textit{Y. Deng} et al., Commun. Stat., Theory Methods 47, No. 23, 5867--5883 (2018; Zbl 1508.91128) Full Text: DOI
Barmalzan, Ghobad; Najafabadi, Amir. T. Payandeh; Balakrishnan, Narayanaswamy Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios. (English) Zbl 1508.62245 Commun. Stat., Theory Methods 47, No. 11, 2779-2794 (2018). MSC: 62P05 60E15 91G05 PDFBibTeX XMLCite \textit{G. Barmalzan} et al., Commun. Stat., Theory Methods 47, No. 11, 2779--2794 (2018; Zbl 1508.62245) Full Text: DOI
Fu, Ke-Ang; Li, Jie Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals. (English) Zbl 1390.60103 Commun. Stat., Theory Methods 47, No. 3, 698-707 (2018). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 47, No. 3, 698--707 (2018; Zbl 1390.60103) Full Text: DOI
Fu, Ke-Ang; Shen, Xinmei Moderate deviations for sums of dependent claims in a size-dependent renewal risk model. (English) Zbl 1368.62035 Commun. Stat., Theory Methods 46, No. 7, 3235-3243 (2017). MSC: 62E20 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{X. Shen}, Commun. Stat., Theory Methods 46, No. 7, 3235--3243 (2017; Zbl 1368.62035) Full Text: DOI
Fu, Ke-Ang; Li, Jie Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. (English) Zbl 1364.91068 Commun. Stat., Theory Methods 46, No. 5, 2559-2570 (2017). MSC: 91B30 60K10 62E20 62P05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 5, 2559--2570 (2017; Zbl 1364.91068) Full Text: DOI
Li, Jinzhu The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims. (English) Zbl 1360.62502 Commun. Stat., Theory Methods 46, No. 4, 1959-1971 (2017). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 4, 1959--1971 (2017; Zbl 1360.62502) Full Text: DOI
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 4, 1898--1915 (2017; Zbl 1360.62505) Full Text: DOI
Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique Some mixing properties of conditionally independent processes. (English) Zbl 1338.60070 Commun. Stat., Theory Methods 45, No. 5, 1241-1259 (2016). MSC: 60F05 60E15 60G10 91B30 PDFBibTeX XMLCite \textit{M. Kacem} et al., Commun. Stat., Theory Methods 45, No. 5, 1241--1259 (2016; Zbl 1338.60070) Full Text: DOI
Xie, Jie-Hua; Gao, Jian-Wei; Zou, Wei On a risk model with delayed claims under stochastic interest rates. (English) Zbl 1334.91042 Commun. Stat., Theory Methods 44, No. 14, 3022-3041 (2015). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Commun. Stat., Theory Methods 44, No. 14, 3022--3041 (2015; Zbl 1334.91042) Full Text: DOI
Shi, Haifang; Wang, Dehui An approximation model of the collective risk model with INAR(1) claim process. (English) Zbl 1308.62178 Commun. Stat., Theory Methods 43, No. 24, 5305-5317 (2014). MSC: 62M10 62P05 60G70 PDFBibTeX XMLCite \textit{H. Shi} and \textit{D. Wang}, Commun. Stat., Theory Methods 43, No. 24, 5305--5317 (2014; Zbl 1308.62178) Full Text: DOI
Bai, Xiaodong; Song, Lixin Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure. (English) Zbl 1271.62243 Commun. Stat., Theory Methods 41, No. 10-12, 1721-1732 (2012). MSC: 62P05 60K10 62G32 62G20 91B30 PDFBibTeX XMLCite \textit{X. Bai} and \textit{L. Song}, Commun. Stat., Theory Methods 41, No. 10--12, 1721--1732 (2012; Zbl 1271.62243) Full Text: DOI