Albrecher, Hansjörg; Araujo-Acuna, José Carlos On the randomized Schmitter problem. (English) Zbl 1489.91213 Methodol. Comput. Appl. Probab. 24, No. 2, 515-535 (2022). MSC: 91G05 91G80 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. C. Araujo-Acuna}, Methodol. Comput. Appl. Probab. 24, No. 2, 515--535 (2022; Zbl 1489.91213) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 1484.91366 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 1484.91366) Full Text: DOI
Albrecher, Hansjoerg; Goffard, Pierre-Olivier On the profitability of selfish blockchain mining under consideration of ruin. (English) Zbl 1484.91526 Oper. Res. 70, No. 1, 179-200 (2022). MSC: 91G99 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{P.-O. Goffard}, Oper. Res. 70, No. 1, 179--200 (2022; Zbl 1484.91526) Full Text: DOI arXiv
Raaijmakers, Youri; Albrecher, Hansjörg; Boxma, Onno The single server queue with mixing dependencies. (English) Zbl 1437.60071 Methodol. Comput. Appl. Probab. 21, No. 4, 1023-1044 (2019). MSC: 60K25 90B20 PDFBibTeX XMLCite \textit{Y. Raaijmakers} et al., Methodol. Comput. Appl. Probab. 21, No. 4, 1023--1044 (2019; Zbl 1437.60071) Full Text: DOI
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel Impact of underwriting cycles on the solvency of an insurance company. (English) Zbl 1483.91209 N. Am. Actuar. J. 13, No. 3, 385-403 (2009). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Trufin} et al., N. Am. Actuar. J. 13, No. 3, 385--403 (2009; Zbl 1483.91209) Full Text: DOI