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Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi Fluctuation theory for level-dependent Lévy risk processes. (English) Zbl 1448.60103 Stochastic Processes Appl. 129, No. 12, 5406-5449 (2019). MSC: 60G51 60J99 91G40 60G40 PDF BibTeX XML Cite \textit{I. Czarna} et al., Stochastic Processes Appl. 129, No. 12, 5406--5449 (2019; Zbl 1448.60103) Full Text: DOI arXiv
Constantinescu, Corina D.; Ramirez, Jorge M.; Zhu, Wei R. An application of fractional differential equations to risk theory. (English) Zbl 1432.91097 Finance Stoch. 23, No. 4, 1001-1024 (2019). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91G05 60K05 26A33 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Finance Stoch. 23, No. 4, 1001--1024 (2019; Zbl 1432.91097) Full Text: DOI arXiv
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem in the dual model with surplus-dependent premiums. (English) Zbl 1411.91306 J. Optim. Theory Appl. 179, No. 2, 533-552 (2018). Reviewer: Ernö Robert Csetnek (Wien) MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 179, No. 2, 533--552 (2018; Zbl 1411.91306) Full Text: DOI arXiv
Hussain, Sultan; Parvez, Aqsa Wealth investment strategies for insurance companies and the probability of ruin. (English) Zbl 1397.91286 Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555-1561 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{S. Hussain} and \textit{A. Parvez}, Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555--1561 (2018; Zbl 1397.91286) Full Text: DOI
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. (English) Zbl 1319.91098 J. Comput. Appl. Math. 290, 319-333 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. M. Răducan} et al., J. Comput. Appl. Math. 290, 319--333 (2015; Zbl 1319.91098) Full Text: DOI
Feng, Runhuan; Shimizu, Yasutaka Potential measures for spectrally negative Markov additive processes with applications in ruin theory. (English) Zbl 1339.60108 Insur. Math. Econ. 59, 11-26 (2014). MSC: 60J25 60J45 60J27 60J28 60K15 91B30 PDF BibTeX XML Cite \textit{R. Feng} and \textit{Y. Shimizu}, Insur. Math. Econ. 59, 11--26 (2014; Zbl 1339.60108) Full Text: DOI
Guo, Li; Regensburger, Georg; Rosenkranz, Markus On integro-differential algebras. (English) Zbl 1310.16019 J. Pure Appl. Algebra 218, No. 3, 456-473 (2014). Reviewer: Vyacheslav A. Artamonov (Moskva) MSC: 16S32 16W20 12H05 34M15 16S15 PDF BibTeX XML Cite \textit{L. Guo} et al., J. Pure Appl. Algebra 218, No. 3, 456--473 (2014; Zbl 1310.16019) Full Text: DOI arXiv