Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (English) Zbl 1427.91077 Appl. Math. Comput. 331, 358-377 (2018). MSC: 91B05 60K10 91G05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Math. Comput. 331, 358--377 (2018; Zbl 1427.91077) Full Text: DOI
Woo, Jae-Kyung; Liu, Haibo Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English) Zbl 1411.91324 Methodol. Comput. Appl. Probab. 20, No. 4, 1285-1318 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{H. Liu}, Methodol. Comput. Appl. Probab. 20, No. 4, 1285--1318 (2018; Zbl 1411.91324) Full Text: DOI
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng A note on ruin problems in perturbed classical risk models. (English) Zbl 06654514 Stat. Probab. Lett. 120, 28-33 (2017). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{P. Liu} et al., Stat. Probab. Lett. 120, 28--33 (2017; Zbl 06654514) Full Text: DOI arXiv
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI
Liu, Chaolin; Zhang, Zhimin On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion. (English) Zbl 1410.91275 Adv. Difference Equ. 2015, Paper No. 34, 20 p. (2015). MSC: 91B30 44A10 60J60 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Z. Zhang}, Adv. Difference Equ. 2015, Paper No. 34, 20 p. (2015; Zbl 1410.91275) Full Text: DOI
Wong, Jeff T. Y.; Cheung, Eric C. K. On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English) Zbl 1348.91189 Insur. Math. Econ. 65, 280-290 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{J. T. Y. Wong} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 65, 280--290 (2015; Zbl 1348.91189) Full Text: DOI