Peng, Jiangyan; Wang, Dingcheng Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments. (English) Zbl 1492.91083 Stochastics 90, No. 3, 432-471 (2018). MSC: 91B05 60G51 60K05 91G05 PDFBibTeX XMLCite \textit{J. Peng} and \textit{D. Wang}, Stochastics 90, No. 3, 432--471 (2018; Zbl 1492.91083) Full Text: DOI
Ignatov, Zvetan G.; Kaishev, Vladimir K. Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English) Zbl 1262.91094 Stochastics 84, No. 4, 461-485 (2012). MSC: 91B30 60K30 60K99 PDFBibTeX XMLCite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 84, No. 4, 461--485 (2012; Zbl 1262.91094) Full Text: DOI Link