Xu, Lin; Wang, Minghan; Zhang, Bin Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance. (English) Zbl 1498.91372 J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018). MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018; Zbl 1498.91372) Full Text: DOI
Zhang, Shuo; Wang, Dehui; Yu, Shihang Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. (English) Zbl 1362.60026 J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017). MSC: 60F10 60K05 60G40 91B30 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017; Zbl 1362.60026) Full Text: DOI
Yu, Shihang Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1338.60088 J. Inequal. Appl. 2016, Paper No. 140, 10 p. (2016). MSC: 60F10 60G55 62J05 91B30 PDFBibTeX XMLCite \textit{S. Yu}, J. Inequal. Appl. 2016, Paper No. 140, 10 p. (2016; Zbl 1338.60088) Full Text: DOI
Zhang, Jiesong; Xiao, Qingxian Optimal investment of a time-dependent renewal risk model with stochastic return. (English) Zbl 1333.91040 J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015). MSC: 91B30 60K10 60G51 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{Q. Xiao}, J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015; Zbl 1333.91040) Full Text: DOI
Ma, Dongxing; Wang, Dehui; Cheng, Jianhua Bidimensional discrete-time risk models based on bivariate claim count time series. (English) Zbl 1308.91091 J. Inequal. Appl. 2015, Paper No. 105, 22 p. (2015). MSC: 91B30 62M10 91B84 60F10 PDFBibTeX XMLCite \textit{D. Ma} et al., J. Inequal. Appl. 2015, Paper No. 105, 22 p. (2015; Zbl 1308.91091) Full Text: DOI
Yong, Wu; Xiang, Hu Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time. (English) Zbl 1277.91100 J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012). MSC: 91B30 91G80 35Q91 45K05 60K10 62P05 PDFBibTeX XMLCite \textit{W. Yong} and \textit{H. Xiang}, J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012; Zbl 1277.91100) Full Text: DOI