Liu, Chaolin; Zhang, Zhimin; Yang, Hu A note on a discrete time MAP risk model. (English) Zbl 1410.91276 J. Comput. Appl. Math. 309, 111-121 (2017). MSC: 91B30 60J20 60J60 PDFBibTeX XMLCite \textit{C. Liu} et al., J. Comput. Appl. Math. 309, 111--121 (2017; Zbl 1410.91276) Full Text: DOI
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) Full Text: DOI
Zhang, Zhimin; Wu, Xiu; Yang, Hu On a perturbed Sparre Andersen risk model with dividend barrier and dependence. (English) Zbl 1304.91139 J. Korean Stat. Soc. 43, No. 4, 585-598 (2014). MSC: 91B30 60G51 60J65 PDFBibTeX XMLCite \textit{Z. Zhang} et al., J. Korean Stat. Soc. 43, No. 4, 585--598 (2014; Zbl 1304.91139) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. (English) Zbl 1253.91090 Methodol. Comput. Appl. Probab. 14, No. 4, 973-995 (2012). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 973--995 (2012; Zbl 1253.91090) Full Text: DOI
Zhang, Zhimin; Yang, Hu The compound Poisson risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1240.91089 Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1-13 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1--13 (2011; Zbl 1240.91089) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On the absolute ruin in a map risk model with debit interest. (English) Zbl 1229.91171 Adv. Appl. Probab. 43, No. 1, 77-96 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J28 91B70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Adv. Appl. Probab. 43, No. 1, 77--96 (2011; Zbl 1229.91171) Full Text: DOI
Zhang, Zhimin; Yang, Hu Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. (English) Zbl 1202.91131 J. Comput. Appl. Math. 235, No. 5, 1189-1204 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K20 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 235, No. 5, 1189--1204 (2011; Zbl 1202.91131) Full Text: DOI
Yang, Hu; Hao, Yuan-Yuan A ruin model with random income and dependence between claim sizes and claim intervals. (English) Zbl 1197.91118 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625-632 (2010). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Y.-Y. Hao}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625--632 (2010; Zbl 1197.91118) Full Text: DOI
Zhang, Zhimin; Yang, Hu A generalized penalty function in the Sparre Andersen risk model with two-sided jumps. (English) Zbl 1202.91130 Stat. Probab. Lett. 80, No. 7-8, 597-607 (2010). MSC: 91B30 91B70 60K15 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, Stat. Probab. Lett. 80, No. 7--8, 597--607 (2010; Zbl 1202.91130) Full Text: DOI
Yang, Hu; Zhang, Zhimin On a class of renewal risk model with random income. (English) Zbl 1224.91097 Appl. Stoch. Models Bus. Ind. 25, No. 6, 678-695 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Z. Zhang}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 678--695 (2009; Zbl 1224.91097) Full Text: DOI
Yang, Hu; Zhang, Zhimin; Lan, Chunmei Ruin problems in a discrete Markov risk model. (English) Zbl 1153.62084 Stat. Probab. Lett. 79, No. 1, 21-28 (2009). MSC: 62P05 60J20 91B30 PDFBibTeX XMLCite \textit{H. Yang} et al., Stat. Probab. Lett. 79, No. 1, 21--28 (2009; Zbl 1153.62084) Full Text: DOI