Cheung, Eric C. K.; Zhang, Zhimin Periodic threshold-type dividend strategy in the compound Poisson risk model. (English) Zbl 1418.91232 Scand. Actuar. J. 2019, No. 1, 1-31 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 1, 1--31 (2019; Zbl 1418.91232) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K. A note on a Lévy insurance risk model under periodic dividend decisions. (English) Zbl 1412.60068 J. Ind. Manag. Optim. 14, No. 1, 35-63 (2018). MSC: 60G51 60J75 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, J. Ind. Manag. Optim. 14, No. 1, 35--63 (2018; Zbl 1412.60068) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI
Cheung, Eric C. K.; Wong, Jeff T. Y. On the dual risk model with Parisian implementation delays in dividend payments. (English) Zbl 1394.91204 Eur. J. Oper. Res. 257, No. 1, 159-173 (2017). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J. T. Y. Wong}, Eur. J. Oper. Res. 257, No. 1, 159--173 (2017; Zbl 1394.91204) Full Text: DOI
Yazici, Mehmet Akif; Akar, Nail The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach. (English) Zbl 1371.60167 Ann. Oper. Res. 252, No. 1, 85-99 (2017). MSC: 60K25 90B22 91B30 68M20 PDF BibTeX XML Cite \textit{M. A. Yazici} and \textit{N. Akar}, Ann. Oper. Res. 252, No. 1, 85--99 (2017; Zbl 1371.60167) Full Text: DOI
Zhang, Zhimin; Yang, Yang; Liu, Chaolin On a perturbed compound Poisson model with varying premium rates. (English) Zbl 1364.91076 J. Ind. Manag. Optim. 13, No. 2, 721-736 (2017). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Ind. Manag. Optim. 13, No. 2, 721--736 (2017; Zbl 1364.91076) Full Text: DOI
Dendievel, Sarah; Latouche, Guy Approximations for time-dependent distributions in Markovian fluid models. (English) Zbl 1360.60145 Methodol. Comput. Appl. Probab. 19, No. 1, 285-309 (2017). MSC: 60J25 60G50 65C50 PDF BibTeX XML Cite \textit{S. Dendievel} and \textit{G. Latouche}, Methodol. Comput. Appl. Probab. 19, No. 1, 285--309 (2017; Zbl 1360.60145) Full Text: DOI arXiv
Zhang, Zhimin; Cheung, Eric C. K. The Markov additive risk process under an Erlangized dividend barrier strategy. (English) Zbl 1338.91081 Methodol. Comput. Appl. Probab. 18, No. 2, 275-306 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, Methodol. Comput. Appl. Probab. 18, No. 2, 275--306 (2016; Zbl 1338.91081) Full Text: DOI
Bini, D. A.; Dendievel, S.; Latouche, G.; Meini, B. Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues. (English) Zbl 1386.65129 Linear Algebra Appl. 502, 387-419 (2016). MSC: 65F60 15A16 15B05 60J22 PDF BibTeX XML Cite \textit{D. A. Bini} et al., Linear Algebra Appl. 502, 387--419 (2016; Zbl 1386.65129) Full Text: DOI arXiv
Costabile, M.; Massabò, I.; Russo, E. Computing finite-time survival probabilities using multinomial approximations of risk models. (English) Zbl 1401.91122 Scand. Actuar. J. 2015, No. 5, 406-422 (2015). MSC: 91B30 60J05 PDF BibTeX XML Cite \textit{M. Costabile} et al., Scand. Actuar. J. 2015, No. 5, 406--422 (2015; Zbl 1401.91122) Full Text: DOI
Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. (English) Zbl 1390.91207 ASTIN Bull. 45, No. 2, 421-443 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{A. M. Raducan} et al., ASTIN Bull. 45, No. 2, 421--443 (2015; Zbl 1390.91207) Full Text: DOI
Choi, Michael C. H.; Cheung, Eric C. K. On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. (English) Zbl 1306.91072 Insur. Math. Econ. 59, 121-132 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 59, 121--132 (2014; Zbl 1306.91072) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDF BibTeX XML Cite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI
Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos The time to ruin and the number of claims until ruin for phase-type claims. (English) Zbl 1284.91232 Insur. Math. Econ. 51, No. 1, 19-25 (2012). MSC: 91B30 60K10 60K30 PDF BibTeX XML Cite \textit{E. Frostig} et al., Insur. Math. Econ. 51, No. 1, 19--25 (2012; Zbl 1284.91232) Full Text: DOI
Stanford, David A.; Yu, Kaiqi; Ren, Jiandong Erlangian approximation to finite time ruin probabilities in perturbed risk models. (English) Zbl 1277.60128 Scand. Actuar. J. 2011, No. 1, 38-58 (2011). MSC: 60J28 60J70 60K05 PDF BibTeX XML Cite \textit{D. A. Stanford} et al., Scand. Actuar. J. 2011, No. 1, 38--58 (2011; Zbl 1277.60128) Full Text: DOI
Landriault, David; Sendova, Kristina P. A direct approach to a first-passage problem with applications in risk theory. (English) Zbl 1232.91350 Stoch. Models 27, No. 3, 388-406 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K15 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{K. P. Sendova}, Stoch. Models 27, No. 3, 388--406 (2011; Zbl 1232.91350) Full Text: DOI
Ren, Jiandong; Nilsson, Fredrik An approximation to the distribution and the moments of the number of events in Markovian arrival processes. (English) Zbl 1208.60074 Stoch. Models 26, No. 4, 487-504 (2010). MSC: 60J22 60K15 PDF BibTeX XML Cite \textit{J. Ren} and \textit{F. Nilsson}, Stoch. Models 26, No. 4, 487--504 (2010; Zbl 1208.60074) Full Text: DOI
Wei, Li Ruin probability of the renewal model with risky investment and large claims. (English) Zbl 1187.60081 Sci. China, Ser. A 52, No. 7, 1539-1545 (2009). MSC: 60K30 60K10 91G99 91G10 PDF BibTeX XML Cite \textit{L. Wei}, Sci. China, Ser. A 52, No. 7, 1539--1545 (2009; Zbl 1187.60081) Full Text: DOI
Ramaswami, V.; Woolford, Douglas G.; Stanford, David A. The Erlangization method for Markovian fluid flows. (English) Zbl 1140.60357 Ann. Oper. Res. 160, 215-225 (2008). MSC: 60K40 60K25 PDF BibTeX XML Cite \textit{V. Ramaswami} et al., Ann. Oper. Res. 160, 215--225 (2008; Zbl 1140.60357) Full Text: DOI
Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouches, Guy; Remiche, Marie-Ange; Stanford, David Risk processes analyzed as fluid queues. (English) Zbl 1092.91037 Scand. Actuar. J. 2005, No. 2, 127-141 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2005, No. 2, 127--141 (2005; Zbl 1092.91037) Full Text: DOI
Stanford, David A.; Latouche, Guy; Woolford, Douglas G.; Boychuk, Dennis; Hunchak, Alek Erlangized fluid queues with application to uncontrolled fire perimeter. (English) Zbl 1090.90040 Stoch. Models 21, No. 2-3, 631-642 (2005). MSC: 90B22 65C40 65F30 60K40 PDF BibTeX XML Cite \textit{D. A. Stanford} et al., Stoch. Models 21, No. 2--3, 631--642 (2005; Zbl 1090.90040) Full Text: DOI