Gudmundarson, R. L.; Guerra, M.; Moura, A. B. On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading. (English) Zbl 1520.91328 Eur. Actuar. J. 13, No. 1, 341-373 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{R. L. Gudmundarson} et al., Eur. Actuar. J. 13, No. 1, 341--373 (2023; Zbl 1520.91328) Full Text: DOI
Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 1498.91369 J. Appl. Probab. 59, No. 3, 849-859 (2022). MSC: 91G05 60G55 62P05 PDFBibTeX XMLCite \textit{M. Tomita} et al., J. Appl. Probab. 59, No. 3, 849--859 (2022; Zbl 1498.91369) Full Text: DOI
Liu, Zhe; Yang, Ying Uncertain insurance risk process with multiple classes of claims. (English) Zbl 1481.91178 Appl. Math. Modelling 83, 660-673 (2020). MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{Y. Yang}, Appl. Math. Modelling 83, 660--673 (2020; Zbl 1481.91178) Full Text: DOI
Xu, Lin; Wang, Minghan; Zhang, Bin Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance. (English) Zbl 1498.91372 J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018). MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018; Zbl 1498.91372) Full Text: DOI
Barmalzan, Ghobad; Najafabadi, Amir. T. Payandeh; Balakrishnan, Narayanaswamy Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios. (English) Zbl 1508.62245 Commun. Stat., Theory Methods 47, No. 11, 2779-2794 (2018). MSC: 62P05 60E15 91G05 PDFBibTeX XMLCite \textit{G. Barmalzan} et al., Commun. Stat., Theory Methods 47, No. 11, 2779--2794 (2018; Zbl 1508.62245) Full Text: DOI
Jordanova, Pavlina K.; Stehlík, Milan On multivariate modifications of Cramer-Lundberg risk model with constant intensities. (English) Zbl 1411.62140 Stochastic Anal. Appl. 36, No. 5, 858-882 (2018). MSC: 62H12 62P05 60G10 45J05 PDFBibTeX XMLCite \textit{P. K. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 36, No. 5, 858--882 (2018; Zbl 1411.62140) Full Text: DOI arXiv
Cojocaru, Ionica Ruin probabilities in multivariate risk models with periodic common shock. (English) Zbl 1401.91119 Scand. Actuar. J. 2017, No. 2, 159-174 (2017). MSC: 91B30 62P05 60G44 60J75 PDFBibTeX XMLCite \textit{I. Cojocaru}, Scand. Actuar. J. 2017, No. 2, 159--174 (2017; Zbl 1401.91119) Full Text: DOI
Andrade e Silva, J. M.; de Lourdes Centeno, M. Ratemaking of dependent risks. (English) Zbl 1390.91156 ASTIN Bull. 47, No. 3, 875-894 (2017). MSC: 91B30 62P05 62J12 PDFBibTeX XMLCite \textit{J. M. Andrade e Silva} and \textit{M. de Lourdes Centeno}, ASTIN Bull. 47, No. 3, 875--894 (2017; Zbl 1390.91156) Full Text: DOI
Albrecht, Peter; Huggenberger, Markus The fundamental theorem of mutual insurance. (English) Zbl 1394.91183 Insur. Math. Econ. 75, 180-188 (2017). MSC: 91B30 91B16 60G42 PDFBibTeX XMLCite \textit{P. Albrecht} and \textit{M. Huggenberger}, Insur. Math. Econ. 75, 180--188 (2017; Zbl 1394.91183) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance. (English) Zbl 1349.91141 Methodol. Comput. Appl. Probab. 18, No. 3, 675-689 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, Methodol. Comput. Appl. Probab. 18, No. 3, 675--689 (2016; Zbl 1349.91141) Full Text: DOI
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI
Fernández, Lexuri; Mai, Jan-Frederik; Scherer, Matthias The mean of Marshall-Olkin-dependent exponential random variables. (English) Zbl 1365.62189 Cherubini, Umberto (ed.) et al., Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Cham: Springer (ISBN 978-3-319-19038-9/hbk; 978-3-319-19039-6/ebook). Springer Proceedings in Mathematics & Statistics 141, 33-50 (2015). MSC: 62H10 PDFBibTeX XMLCite \textit{L. Fernández} et al., Springer Proc. Math. Stat. 141, 33--50 (2015; Zbl 1365.62189) Full Text: DOI
Coen, Arrigo; Mena, Ramsés H. Ruin probabilities for Bayesian exchangeable claims processes. (English) Zbl 1394.62139 J. Stat. Plann. Inference 166, 102-115 (2015). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{A. Coen} and \textit{R. H. Mena}, J. Stat. Plann. Inference 166, 102--115 (2015; Zbl 1394.62139) Full Text: DOI
Bai, Lihua; Cai, Jun; Zhou, Ming Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. (English) Zbl 1290.91075 Insur. Math. Econ. 53, No. 3, 664-670 (2013). MSC: 91B30 60F05 60G60 PDFBibTeX XMLCite \textit{L. Bai} et al., Insur. Math. Econ. 53, No. 3, 664--670 (2013; Zbl 1290.91075) Full Text: DOI
Lin, Zhengyan; Shen, Xinmei Approximation of the tail probability of dependent random sums under consistent variation and applications. (English) Zbl 1263.60041 Methodol. Comput. Appl. Probab. 15, No. 1, 165-186 (2013). MSC: 60G50 91B30 60F10 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{X. Shen}, Methodol. Comput. Appl. Probab. 15, No. 1, 165--186 (2013; Zbl 1263.60041) Full Text: DOI
Anastasiadis, Simon; Chukova, Stefanka Multivariate insurance models: an overview. (English) Zbl 1284.91197 Insur. Math. Econ. 51, No. 1, 222-227 (2012). MSC: 91B30 91-02 PDFBibTeX XMLCite \textit{S. Anastasiadis} and \textit{S. Chukova}, Insur. Math. Econ. 51, No. 1, 222--227 (2012; Zbl 1284.91197) Full Text: DOI
Fougeres, Anne-Laure; Mercadier, Cecile Risk measures and multivariate extensions of Breiman’s theorem. (English) Zbl 1246.91060 J. Appl. Probab. 49, No. 2, 364-384 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A.-L. Fougeres} and \textit{C. Mercadier}, J. Appl. Probab. 49, No. 2, 364--384 (2012; Zbl 1246.91060) Full Text: DOI Euclid
Mena, Ramsés H.; Nieto-Barajas, Luis E. Exchangeable claim sizes in a compound Poisson-type process. (English) Zbl 1226.62093 Appl. Stoch. Models Bus. Ind. 26, No. 6, 737-757 (2010). MSC: 62M99 60G09 62F15 PDFBibTeX XMLCite \textit{R. H. Mena} and \textit{L. E. Nieto-Barajas}, Appl. Stoch. Models Bus. Ind. 26, No. 6, 737--757 (2010; Zbl 1226.62093) Full Text: DOI
Lv, Tong Ling; Guo, Jun Yi; Zhang, Xin Ruin probabilities for a risk model with two classes of claims. (English) Zbl 1201.91093 Acta Math. Sin., Engl. Ser. 26, No. 9, 1749-1760 (2010). Reviewer: Kristina Sendova (London, Ontario) MSC: 91B30 60G70 PDFBibTeX XMLCite \textit{T. L. Lv} et al., Acta Math. Sin., Engl. Ser. 26, No. 9, 1749--1760 (2010; Zbl 1201.91093) Full Text: DOI
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. (English) Zbl 1224.91093 Scand. Actuar. J. 2009, No. 3, 205-218 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Weng} et al., Scand. Actuar. J. 2009, No. 3, 205--218 (2009; Zbl 1224.91093) Full Text: DOI
Luo, Kui; Wang, Guangming; Hu, Yijun Cox risk model with correlated classes of business. (English) Zbl 1212.91042 Wuhan Univ. J. Nat. Sci. 14, No. 5, 378-382 (2009). MSC: 91B30 62P05 60G46 PDFBibTeX XMLCite \textit{K. Luo} et al., Wuhan Univ. J. Nat. Sci. 14, No. 5, 378--382 (2009; Zbl 1212.91042) Full Text: DOI
Dang, Lanfen; Zhu, Ning; Zhang, Haiming Survival probability for a two-dimensional risk model. (English) Zbl 1162.91405 Insur. Math. Econ. 44, No. 3, 491-496 (2009). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{L. Dang} et al., Insur. Math. Econ. 44, No. 3, 491--496 (2009; Zbl 1162.91405) Full Text: DOI
Zhang, Yi; Shen, Xinmei; Weng, Chengguo Approximation of the tail probability of randomly weighted sums and applications. (English) Zbl 1271.62030 Stochastic Processes Appl. 119, No. 2, 655-675 (2009). MSC: 62E20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Stochastic Processes Appl. 119, No. 2, 655--675 (2009; Zbl 1271.62030) Full Text: DOI
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI
Sendova, Kristina Discrete Lundberg-type bounds with actuarial applications. (English) Zbl 1187.91107 ESAIM, Probab. Stat. 11, 217-235 (2007). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{K. Sendova}, ESAIM, Probab. Stat. 11, 217--235 (2007; Zbl 1187.91107) Full Text: DOI Numdam EuDML
Guo, Jun Yi; Yuen, Kam C.; Zhou, Ming Ruin probabilities in Cox risk models with two dependent classes of business. (English) Zbl 1120.60069 Acta Math. Sin., Engl. Ser. 23, No. 7, 1281-1288 (2007). MSC: 60J25 91B30 PDFBibTeX XMLCite \textit{J. Y. Guo} et al., Acta Math. Sin., Engl. Ser. 23, No. 7, 1281--1288 (2007; Zbl 1120.60069) Full Text: DOI
Li, Junhai; Liu, Zaiming; Tang, Qihe On the ruin probabilities of a bidimensional perturbed risk model. (English) Zbl 1119.91056 Insur. Math. Econ. 41, No. 1, 185-195 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Insur. Math. Econ. 41, No. 1, 185--195 (2007; Zbl 1119.91056) Full Text: DOI
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung A time-series risk model with constant interest for dependent classes of business. (English) Zbl 1119.91060 Insur. Math. Econ. 41, No. 1, 32-40 (2007). MSC: 91B30 91B84 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Insur. Math. Econ. 41, No. 1, 32--40 (2007; Zbl 1119.91060) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
Liu, S. X.; Guo, J. Y. Discrete risk model revisited. (English) Zbl 1098.91074 Methodol. Comput. Appl. Probab. 8, No. 2, 303-313 (2006). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{S. X. Liu} and \textit{J. Y. Guo}, Methodol. Comput. Appl. Probab. 8, No. 2, 303--313 (2006; Zbl 1098.91074) Full Text: DOI
Belzunce, Félix; Ortega, Eva-María; Pellerey, Franco; Ruiz, José M. Variability of total claim amounts under dependence between claims severity and number of events. (English) Zbl 1100.60005 Insur. Math. Econ. 38, No. 3, 460-468 (2006). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 62P05 62E10 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Insur. Math. Econ. 38, No. 3, 460--468 (2006; Zbl 1100.60005) Full Text: DOI
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On the first time of ruin in the bivariate compound Poisson model. (English) Zbl 1095.62120 Insur. Math. Econ. 38, No. 2, 298-308 (2006). Reviewer: Ryszard Doman (Poznan) MSC: 62P05 60G35 91B30 60E15 62E17 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Insur. Math. Econ. 38, No. 2, 298--308 (2006; Zbl 1095.62120) Full Text: DOI
Wang, Guojing; Yuen, Kam C. On a correlated aggregate claims model with thinning-dependence structure. (English) Zbl 1120.62095 Insur. Math. Econ. 36, No. 3, 456-468 (2005). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Wang} and \textit{K. C. Yuen}, Insur. Math. Econ. 36, No. 3, 456--468 (2005; Zbl 1120.62095) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Ruin probabilities in the compound Markov binomial model. (English) Zbl 1092.91040 Scand. Actuar. J. 2003, No. 4, 301-323 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 60J20 60J10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2003, No. 4, 301--323 (2003; Zbl 1092.91040) Full Text: DOI
Frostig, Esther Ordering ruin probabilities for dependent claim streams. (English) Zbl 1065.91034 Insur. Math. Econ. 32, No. 1, 93-114 (2003). Reviewer: Salvatore Modica (Palermo) MSC: 91B30 60G35 60E15 PDFBibTeX XMLCite \textit{E. Frostig}, Insur. Math. Econ. 32, No. 1, 93--114 (2003; Zbl 1065.91034) Full Text: DOI
Wu, Xueyuan; Yuen, Kam C. A discrete-time risk model with interaction between classes of business. (English) Zbl 1074.91031 Insur. Math. Econ. 33, No. 1, 117-133 (2003). Reviewer: Vasile Postolică (Piatra Neamt) MSC: 91B30 PDFBibTeX XMLCite \textit{X. Wu} and \textit{K. C. Yuen}, Insur. Math. Econ. 33, No. 1, 117--133 (2003; Zbl 1074.91031) Full Text: DOI
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On a correlated aggregate claims model with Poisson and Erlang risk processes. (English) Zbl 1074.91566 Insur. Math. Econ. 31, No. 2, 205-214 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Insur. Math. Econ. 31, No. 2, 205--214 (2002; Zbl 1074.91566) Full Text: DOI
Denuit, Michel; Genest, Christian; Marceau, Étienne Criteria for the stochastic ordering of random sums, with actuarial applications. (English) Zbl 1003.60022 Scand. Actuar. J. 2002, No. 1, 3-16 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Scand. Actuar. J. 2002, No. 1, 3--16 (2002; Zbl 1003.60022) Full Text: DOI
Denuit, Michel; Dhaene, Jan; Ribas, Carmen Does positive dependence between individual risks increase stop-loss premiums? (English) Zbl 1055.91046 Insur. Math. Econ. 28, No. 3, 305-308 (2001). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 28, No. 3, 305--308 (2001; Zbl 1055.91046) Full Text: DOI