Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
Mena, Ramsés H.; Nieto-Barajas, Luis E. Exchangeable claim sizes in a compound Poisson-type process. (English) Zbl 1226.62093 Appl. Stoch. Models Bus. Ind. 26, No. 6, 737-757 (2010). MSC: 62M99 60G09 62F15 PDFBibTeX XMLCite \textit{R. H. Mena} and \textit{L. E. Nieto-Barajas}, Appl. Stoch. Models Bus. Ind. 26, No. 6, 737--757 (2010; Zbl 1226.62093) Full Text: DOI
Ladriault, David On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English) Zbl 1199.91084 Appl. Stoch. Models Bus. Ind. 24, No. 6, 525-539 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{D. Ladriault}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 525--539 (2008; Zbl 1199.91084) Full Text: DOI