Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 1498.91369 J. Appl. Probab. 59, No. 3, 849-859 (2022). MSC: 91G05 60G55 62P05 PDFBibTeX XMLCite \textit{M. Tomita} et al., J. Appl. Probab. 59, No. 3, 849--859 (2022; Zbl 1498.91369) Full Text: DOI
Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs On simple ruin expressions in dependent Sparre Andersen risk models. (English) Zbl 1286.91063 J. Appl. Probab. 51, No. 1, 293-296 (2014). MSC: 91B30 60K20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Appl. Probab. 51, No. 1, 293--296 (2014; Zbl 1286.91063) Full Text: DOI Euclid
Fougeres, Anne-Laure; Mercadier, Cecile Risk measures and multivariate extensions of Breiman’s theorem. (English) Zbl 1246.91060 J. Appl. Probab. 49, No. 2, 364-384 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A.-L. Fougeres} and \textit{C. Mercadier}, J. Appl. Probab. 49, No. 2, 364--384 (2012; Zbl 1246.91060) Full Text: DOI Euclid
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) Full Text: DOI
Chen, Yiqing; Chen, Anyue; Ng, Kai W. The strong law of large numbers for extended negatively dependent random variables. (English) Zbl 1213.60058 J. Appl. Probab. 47, No. 4, 908-922 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F15 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Appl. Probab. 47, No. 4, 908--922 (2010; Zbl 1213.60058) Full Text: DOI
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDFBibTeX XMLCite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI