Sun, Fuyun; Li, Yuelei On the improved thinning risk model under a periodic dividend barrier strategy. (English) Zbl 07533495 AIMS Math. 6, No. 12, 13448-13463 (2021). MSC: 91B30 97M30 PDF BibTeX XML Cite \textit{F. Sun} and \textit{Y. Li}, AIMS Math. 6, No. 12, 13448--13463 (2021; Zbl 07533495) Full Text: DOI OpenURL
Zhang, Lili The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 1461.91085 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 91B05 60K25 60G40 62P05 60J74 45J05 PDF BibTeX XML Cite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 1461.91085) Full Text: DOI OpenURL
Liu, Bing; Zhou, Ming; Li, Peng Optimal investment and premium control for insurers with ambiguity. (English) Zbl 07528883 Commun. Stat., Theory Methods 49, No. 9, 2110-2130 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Liu} et al., Commun. Stat., Theory Methods 49, No. 9, 2110--2130 (2020; Zbl 07528883) Full Text: DOI OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English) Zbl 1453.60149 Probab. Math. Stat. 40, No. 1, 57-81 (2020). MSC: 60J99 91G40 60G51 PDF BibTeX XML Cite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI OpenURL
Zhai, Jia; Zheng, Haitao; Bai, Manying; Jiang, Yunyun An uncertain alternating renewal insurance risk model. (English) Zbl 1459.91167 Math. Probl. Eng. 2020, Article ID 3856323, 13 p. (2020). MSC: 91G05 62P05 60K05 91G70 PDF BibTeX XML Cite \textit{J. Zhai} et al., Math. Probl. Eng. 2020, Article ID 3856323, 13 p. (2020; Zbl 1459.91167) Full Text: DOI OpenURL
Peng, Xuanhua; Su, Wen; Zhang, Zhimin On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy. (English) Zbl 1449.91107 J. Ind. Manag. Optim. 16, No. 4, 1967-1986 (2020). MSC: 91G05 60K10 60J74 45K05 PDF BibTeX XML Cite \textit{X. Peng} et al., J. Ind. Manag. Optim. 16, No. 4, 1967--1986 (2020; Zbl 1449.91107) Full Text: DOI OpenURL
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI OpenURL
Sendova, Kristina P.; Zhang, Ruixi Maximum surplus and \(R_n\) class of distributions with an application to dividends. (English) Zbl 1433.91145 J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 45K05 PDF BibTeX XML Cite \textit{K. P. Sendova} and \textit{R. Zhang}, J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020; Zbl 1433.91145) Full Text: DOI OpenURL
Wang, Yunyun; Yu, Wenguang; Huang, Yujuan Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income. (English) Zbl 1453.91040 Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019). MSC: 91B05 60K10 62P05 PDF BibTeX XML Cite \textit{Y. Wang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019; Zbl 1453.91040) Full Text: DOI OpenURL
Geiger, Daniel J.; Adekpedjou, Akim On corrected phase-type approximations of the time value of ruin with heavy tails. (English) Zbl 1436.62069 Stat. Risk. Model. 36, No. 1-4, 57-75 (2019). MSC: 62E17 91B05 62P20 PDF BibTeX XML Cite \textit{D. J. Geiger} and \textit{A. Adekpedjou}, Stat. Risk. Model. 36, No. 1--4, 57--75 (2019; Zbl 1436.62069) Full Text: DOI OpenURL
Kolkovska, Ekaterina T.; Martín-González, Ehyter M. The distribution and asymptotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps. (English) Zbl 1427.60083 J. Appl. Probab. 56, No. 4, 1086-1105 (2019). MSC: 60G51 60J25 91B05 PDF BibTeX XML Cite \textit{E. T. Kolkovska} and \textit{E. M. Martín-González}, J. Appl. Probab. 56, No. 4, 1086--1105 (2019; Zbl 1427.60083) Full Text: DOI arXiv OpenURL
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 OpenURL
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng Number of claims and ruin time for a refracted risk process. (English) Zbl 1417.91277 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Li} et al., MATRIX Book Ser. 2, 559--578 (2019; Zbl 1417.91277) Full Text: DOI arXiv OpenURL
Cheung, Eric C. K.; Feng, Runhuan Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. (English) Zbl 1411.91271 Scand. Actuar. J. 2019, No. 5, 355-386 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Scand. Actuar. J. 2019, No. 5, 355--386 (2019; Zbl 1411.91271) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi Dividend barrier strategy: proceed with caution. (English) Zbl 1419.91382 Stat. Probab. Lett. 137, 157-164 (2018). MSC: 91B30 60G51 62P05 60K10 PDF BibTeX XML Cite \textit{K. P. Sendova} et al., Stat. Probab. Lett. 137, 157--164 (2018; Zbl 1419.91382) Full Text: DOI OpenURL
Zhang, Zhimin; Han, Xiao The compound Poisson risk model under a mixed dividend strategy. (English) Zbl 1427.91080 Appl. Math. Comput. 315, 1-12 (2017). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{X. Han}, Appl. Math. Comput. 315, 1--12 (2017; Zbl 1427.91080) Full Text: DOI OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang Lévy insurance risk process with Poissonian taxation. (English) Zbl 1401.91216 Scand. Actuar. J. 2017, No. 1, 51-87 (2017). MSC: 91B30 91B64 60G51 62P05 60J75 60K10 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2017, No. 1, 51--87 (2017; Zbl 1401.91216) Full Text: DOI Link OpenURL
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 OpenURL
Wang, Houchun; Ling, Nengxiang On the Gerber-Shiu function with random discount rate. (English) Zbl 1360.62067 Commun. Stat., Theory Methods 46, No. 1, 210-220 (2017). MSC: 62E20 60K05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{N. Ling}, Commun. Stat., Theory Methods 46, No. 1, 210--220 (2017; Zbl 1360.62067) Full Text: DOI OpenURL
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 4, 1898--1915 (2017; Zbl 1360.62505) Full Text: DOI OpenURL
Lee, Wing Yan; Willmot, Gordon E. The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English) Zbl 1401.91161 Scand. Actuar. J. 2016, No. 6, 550-564 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Scand. Actuar. J. 2016, No. 6, 550--564 (2016; Zbl 1401.91161) Full Text: DOI OpenURL
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 Link OpenURL
Psarrakos, Georgios An operator property of the distribution of a nonhomogeneous Poisson process with applications. (English) Zbl 1370.60025 Methodol. Comput. Appl. Probab. 18, No. 4, 1197-1215 (2016). MSC: 60E05 62E10 PDF BibTeX XML Cite \textit{G. Psarrakos}, Methodol. Comput. Appl. Probab. 18, No. 4, 1197--1215 (2016; Zbl 1370.60025) Full Text: DOI OpenURL
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI OpenURL
Zhang, Zhi-Min; Yang, Hai-Liang; Yang, Hu On a nonparametric estimator for the finite time survival probability with zero initial surplus. (English) Zbl 1360.91096 Acta Math. Appl. Sin., Engl. Ser. 32, No. 3, 739-754 (2016). MSC: 91B30 62P05 62G05 PDF BibTeX XML Cite \textit{Z.-M. Zhang} et al., Acta Math. Appl. Sin., Engl. Ser. 32, No. 3, 739--754 (2016; Zbl 1360.91096) Full Text: DOI Link OpenURL
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Analysis of some ruin-related quantities in a Markov-modulated risk model. (English) Zbl 1344.60075 Stoch. Models 32, No. 3, 351-365 (2016). MSC: 60J28 60J27 60K37 91B30 44A10 PDF BibTeX XML Cite \textit{J. Li} et al., Stoch. Models 32, No. 3, 351--365 (2016; Zbl 1344.60075) Full Text: DOI Link OpenURL
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 Link OpenURL
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDF BibTeX XML Cite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI OpenURL
Kim, So-Yeun; Willmot, Gordon E. On the analysis of ruin-related quantities in the delayed renewal risk model. (English) Zbl 1348.91158 Insur. Math. Econ. 66, 77-85 (2016). MSC: 91B30 60K10 60K05 62P05 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Insur. Math. Econ. 66, 77--85 (2016; Zbl 1348.91158) Full Text: DOI OpenURL
Kolkovska, Ekaterina T.; Martín-González, Ehyter M. Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion. (English) Zbl 1348.91159 Insur. Math. Econ. 66, 22-28 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. T. Kolkovska} and \textit{E. M. Martín-González}, Insur. Math. Econ. 66, 22--28 (2016; Zbl 1348.91159) Full Text: DOI OpenURL
Li, Zhong; Sendova, Kristina P. On a ruin model with both interclaim times and premiums depending on claim sizes. (English) Zbl 1398.91342 Scand. Actuar. J. 2015, No. 3, 245-265 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Z. Li} and \textit{K. P. Sendova}, Scand. Actuar. J. 2015, No. 3, 245--265 (2015; Zbl 1398.91342) Full Text: DOI OpenURL
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 OpenURL
Zhou, Zhongbao; Xiao, Helu; Deng, Yingchun Markov-dependent risk model with multi-layer dividend strategy. (English) Zbl 1338.91082 Appl. Math. Comput. 252, 273-286 (2015). MSC: 91B30 45J05 60K10 62M05 PDF BibTeX XML Cite \textit{Z. Zhou} et al., Appl. Math. Comput. 252, 273--286 (2015; Zbl 1338.91082) Full Text: DOI OpenURL
Di Crescenzo, Antonio; Toomaj, Abdolsaeed Extension of the past lifetime and its connection to the cumulative entropy. (English) Zbl 1336.60029 J. Appl. Probab. 52, No. 4, 1156-1174 (2015). MSC: 60E15 62B10 62N05 94A17 PDF BibTeX XML Cite \textit{A. Di Crescenzo} and \textit{A. Toomaj}, J. Appl. Probab. 52, No. 4, 1156--1174 (2015; Zbl 1336.60029) Full Text: DOI arXiv Euclid OpenURL
Liu, Xiangdong; Xiong, Jie; Zhang, Shuaiqi The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy. (English) Zbl 1357.91020 Stat. Probab. Lett. 107, 183-190 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{X. Liu} et al., Stat. Probab. Lett. 107, 183--190 (2015; Zbl 1357.91020) Full Text: DOI OpenURL
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 Link OpenURL
Sun, Guangkun; Zhang, Shuaiqi; Liu, Guoxin Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. (English) Zbl 1335.91037 Front. Math. China 10, No. 6, 1433-1447 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{G. Sun} et al., Front. Math. China 10, No. 6, 1433--1447 (2015; Zbl 1335.91037) Full Text: DOI OpenURL
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) Full Text: DOI OpenURL
Yao, Kai; Qin, Zhongfeng A modified insurance risk process with uncertainty. (English) Zbl 1318.91127 Insur. Math. Econ. 62, 227-233 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Yao} and \textit{Z. Qin}, Insur. Math. Econ. 62, 227--233 (2015; Zbl 1318.91127) Full Text: DOI OpenURL
Huang, Yujuan; Yu, Wenguang The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier. (English) Zbl 1407.91139 Math. Probl. Eng. 2014, Article ID 450149, 7 p. (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Huang} and \textit{W. Yu}, Math. Probl. Eng. 2014, Article ID 450149, 7 p. (2014; Zbl 1407.91139) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI OpenURL
Liu, Luyin; Cheung, Eric C. K. On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. (English) Zbl 1338.60219 Appl. Math. Comput. 247, 1183-1201 (2014). MSC: 60K15 91B30 PDF BibTeX XML Cite \textit{L. Liu} and \textit{E. C. K. Cheung}, Appl. Math. Comput. 247, 1183--1201 (2014; Zbl 1338.60219) Full Text: DOI OpenURL
Jiang, Wuyuan; Yang, Zhaojun The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds. (English) Zbl 1333.91031 Indian J. Pure Appl. Math. 45, No. 4, 479-495 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Indian J. Pure Appl. Math. 45, No. 4, 479--495 (2014; Zbl 1333.91031) Full Text: DOI OpenURL
Lee, Wing Yan; Willmot, Gordon E. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. (English) Zbl 1306.91079 Insur. Math. Econ. 59, 1-10 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Insur. Math. Econ. 59, 1--10 (2014; Zbl 1306.91079) Full Text: DOI OpenURL
Feng, Runhuan; Shimizu, Yasutaka On a generalization from ruin to default in a Lévy insurance risk model. (English) Zbl 1307.91096 Methodol. Comput. Appl. Probab. 15, No. 4, 773-802 (2013). MSC: 91B30 60G51 60J45 PDF BibTeX XML Cite \textit{R. Feng} and \textit{Y. Shimizu}, Methodol. Comput. Appl. Probab. 15, No. 4, 773--802 (2013; Zbl 1307.91096) Full Text: DOI OpenURL
Cheung, Eric C. K. Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. (English) Zbl 1304.91095 Insur. Math. Econ. 53, No. 2, 343-354 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 53, No. 2, 343--354 (2013; Zbl 1304.91095) Full Text: DOI OpenURL
Xie, Jie-Hua; Zou, Wei; Gao, Jian-Wei On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English) Zbl 1307.60065 Arab. J. Math. 2, No. 1, 115-127 (2013). Reviewer: Nikolaos Halidias (Athens) MSC: 60G55 60J65 91B30 45J05 PDF BibTeX XML Cite \textit{J.-H. Xie} et al., Arab. J. Math. 2, No. 1, 115--127 (2013; Zbl 1307.60065) Full Text: DOI OpenURL
Cheng, Jianhua; Wang, Dehui On a perturbed MAP risk model under a threshold dividend strategy. (English) Zbl 1294.91074 J. Korean Stat. Soc. 42, No. 4, 543-564 (2013). MSC: 91B30 60K20 60F10 PDF BibTeX XML Cite \textit{J. Cheng} and \textit{D. Wang}, J. Korean Stat. Soc. 42, No. 4, 543--564 (2013; Zbl 1294.91074) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy. (English) Zbl 1294.91073 J. Comput. Appl. Math. 253, 26-50 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J25 60J65 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{A. D. Papaioannou}, J. Comput. Appl. Math. 253, 26--50 (2013; Zbl 1294.91073) Full Text: DOI OpenURL
Cheung, Eric C. K.; Feng, Runhuan A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English) Zbl 1284.91214 Insur. Math. Econ. 53, No. 1, 98-109 (2013). MSC: 91B30 60K10 60J28 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Insur. Math. Econ. 53, No. 1, 98--109 (2013; Zbl 1284.91214) Full Text: DOI Link OpenURL
Dickson, David C. M.; Li, Shuanming The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. (English) Zbl 1284.91227 Insur. Math. Econ. 52, No. 3, 490-497 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 52, No. 3, 490--497 (2013; Zbl 1284.91227) Full Text: DOI OpenURL
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI OpenURL
Jiang, Wuyuan; Yang, Zhaojun Dividend payments in a risk model perturbed by diffusion with multiple thresholds. (English) Zbl 1280.62118 Stochastic Anal. Appl. 31, No. 6, 1097-1113 (2013). MSC: 62P05 91B30 65R99 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Stochastic Anal. Appl. 31, No. 6, 1097--1113 (2013; Zbl 1280.62118) Full Text: DOI OpenURL
Xie, Jie-hua; Zou, Wei On a risk model with random incomes and dependence between claim sizes and claim intervals. (English) Zbl 1287.91097 Indag. Math., New Ser. 24, No. 3, 557-580 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60J75 PDF BibTeX XML Cite \textit{J.-h. Xie} and \textit{W. Zou}, Indag. Math., New Ser. 24, No. 3, 557--580 (2013; Zbl 1287.91097) Full Text: DOI OpenURL
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 Link OpenURL
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI OpenURL
Rabehasaina, Landy; Tsai, Cary Chi-Liang Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English) Zbl 1287.91095 Scand. Actuar. J. 2013, No. 3, 187-213 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91B70 60K05 60G51 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI OpenURL
Dassios, Angelos; Zhao, Hongbiao A risk model with delayed claims. (English) Zbl 1278.91084 J. Appl. Probab. 50, No. 3, 686-702 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60G55 60F05 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{H. Zhao}, J. Appl. Probab. 50, No. 3, 686--702 (2013; Zbl 1278.91084) Full Text: DOI Euclid OpenURL
Ren, Jiandong A risk model based on Markov chains with marked transitions. (English) Zbl 1270.60081 Stoch. Models 29, No. 2, 258-272 (2013). MSC: 60J27 60G17 91B30 PDF BibTeX XML Cite \textit{J. Ren}, Stoch. Models 29, No. 2, 258--272 (2013; Zbl 1270.60081) Full Text: DOI OpenURL
Meng, Hui; Wang, Guo-jing On the expected discounted penalty function in a delayed-claims risk model. (English) Zbl 1355.60111 Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215-224 (2012). MSC: 60J65 62P05 PDF BibTeX XML Cite \textit{H. Meng} and \textit{G.-j. Wang}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215--224 (2012; Zbl 1355.60111) Full Text: DOI OpenURL
Zou, Wei; Xie, Jie-hua On the Gerber-Shiu discounted penalty function in a risk model with delayed claims. (English) Zbl 1296.91172 J. Korean Stat. Soc. 41, No. 3, 387-397 (2012). MSC: 91B30 60J65 60K10 62P05 PDF BibTeX XML Cite \textit{W. Zou} and \textit{J.-h. Xie}, J. Korean Stat. Soc. 41, No. 3, 387--397 (2012; Zbl 1296.91172) Full Text: DOI OpenURL
Dickson, David C. M.; Li, Shuanming Erlang risk models and finite time ruin problems. (English) Zbl 1277.91081 Scand. Actuar. J. 2012, No. 3, 183-202 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Scand. Actuar. J. 2012, No. 3, 183--202 (2012; Zbl 1277.91081) Full Text: DOI OpenURL
Cheung, Eric C. K. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI OpenURL
Woo, Jae-Kyung A generalized penalty function for a class of discrete renewal processes. (English) Zbl 1277.60146 Scand. Actuar. J. 2012, No. 2, 130-152 (2012). MSC: 60K10 60K15 62P05 91B30 PDF BibTeX XML Cite \textit{J.-K. Woo}, Scand. Actuar. J. 2012, No. 2, 130--152 (2012; Zbl 1277.60146) Full Text: DOI OpenURL
Yong, Wu; Xiang, Hu Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time. (English) Zbl 1277.91100 J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012). MSC: 91B30 91G80 35Q91 45K05 60K10 62P05 PDF BibTeX XML Cite \textit{W. Yong} and \textit{H. Xiang}, J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012; Zbl 1277.91100) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. (English) Zbl 1253.91090 Methodol. Comput. Appl. Probab. 14, No. 4, 973-995 (2012). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 973--995 (2012; Zbl 1253.91090) Full Text: DOI OpenURL
Ignatov, Zvetan G.; Kaishev, Vladimir K. Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English) Zbl 1262.91094 Stochastics 84, No. 4, 461-485 (2012). MSC: 91B30 60K30 60K99 PDF BibTeX XML Cite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 84, No. 4, 461--485 (2012; Zbl 1262.91094) Full Text: DOI Link OpenURL
Dong, Hua; Liu, Zaiming A matrix operator approach to a risk model with two classes of claims. (English) Zbl 1260.91122 Front. Math. China 7, No. 3, 437-448 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Front. Math. China 7, No. 3, 437--448 (2012; Zbl 1260.91122) Full Text: DOI OpenURL
Jiang, Wuyuan; Yang, Zhaojun; Li, Xinping The discounted penalty function with multi-layer dividend strategy in the phase-type risk model. (English) Zbl 1246.91062 Stat. Probab. Lett. 82, No. 7, 1358-1366 (2012). MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{W. Jiang} et al., Stat. Probab. Lett. 82, No. 7, 1358--1366 (2012; Zbl 1246.91062) Full Text: DOI OpenURL
Zhao, Yongxia; Yin, Chuancun The expected discounted penalty function under a renewal risk model with stochastic income. (English) Zbl 1242.60089 Appl. Math. Comput. 218, No. 10, 6144-6154 (2012). MSC: 60K15 60K25 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{C. Yin}, Appl. Math. Comput. 218, No. 10, 6144--6154 (2012; Zbl 1242.60089) Full Text: DOI OpenURL
Kapodistria, Stella; Psarrakos, Georgios Some extensions of the residual lifetime and its connection to the cumulative residual entropy. (English) Zbl 1259.60016 Probab. Eng. Inf. Sci. 26, No. 1, 129-146 (2012). Reviewer: Moshe Shaked (Tucson) MSC: 60E05 60E10 60E15 PDF BibTeX XML Cite \textit{S. Kapodistria} and \textit{G. Psarrakos}, Probab. Eng. Inf. Sci. 26, No. 1, 129--146 (2012; Zbl 1259.60016) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu The compound Poisson risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1240.91089 Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1-13 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1--13 (2011; Zbl 1240.91089) Full Text: DOI OpenURL
Cheung, Eric C. K. On a class of stochastic models with two-sided jumps. (English) Zbl 1235.60126 Queueing Syst. 69, No. 1, 1-28 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60K15 90B22 91B30 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Queueing Syst. 69, No. 1, 1--28 (2011; Zbl 1235.60126) Full Text: DOI OpenURL
Zhang, Zhen Zhong; Zou, Jie Zhong; Liu, Yuan Yuan The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion. (English) Zbl 1237.91145 Acta Math. Sin., Engl. Ser. 27, No. 9, 1869-1880 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Z. Z. Zhang} et al., Acta Math. Sin., Engl. Ser. 27, No. 9, 1869--1880 (2011; Zbl 1237.91145) Full Text: DOI OpenURL
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link OpenURL
Hao, Yuanyuan; Yang, Hu On a compound Poisson risk model with delayed claims and random incomes. (English) Zbl 1217.91089 Appl. Math. Comput. 217, No. 24, 10195-10204 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Hao} and \textit{H. Yang}, Appl. Math. Comput. 217, No. 24, 10195--10204 (2011; Zbl 1217.91089) Full Text: DOI OpenURL
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for the compound Poisson risk model with delayed claims. (English) Zbl 1350.91013 J. Comput. Appl. Math. 235, No. 8, 2392-2404 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, J. Comput. Appl. Math. 235, No. 8, 2392--2404 (2011; Zbl 1350.91013) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. (English) Zbl 1202.91131 J. Comput. Appl. Math. 235, No. 5, 1189-1204 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 235, No. 5, 1189--1204 (2011; Zbl 1202.91131) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang An elementary approach to discrete models of dividend strategies. (English) Zbl 1231.91433 Insur. Math. Econ. 46, No. 1, 109-116 (2010). MSC: 91G20 60J20 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Insur. Math. Econ. 46, No. 1, 109--116 (2010; Zbl 1231.91433) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, Gottlieb; Regensburger, Georg; Rosenkranz, Markus An algebraic operator approach to the analysis of Gerber-Shiu functions. (English) Zbl 1231.91135 Insur. Math. Econ. 46, No. 1, 42-51 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 46, No. 1, 42--51 (2010; Zbl 1231.91135) Full Text: DOI OpenURL
Dickson, David C. M.; Li, Shuanming Finite time ruin problems for the Erlang\((2)\) risk model. (English) Zbl 1231.91176 Insur. Math. Econ. 46, No. 1, 12-18 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 46, No. 1, 12--18 (2010; Zbl 1231.91176) Full Text: DOI OpenURL
Cossette, Héléne; Marceau, Etienne; Marri, Fouad Analysis of ruin measures for the classical compound Poisson risk model with dependence. (English) Zbl 1226.91024 Scand. Actuar. J. 2010, No. 3, 221-245 (2010). MSC: 91B30 60K10 62H05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Scand. Actuar. J. 2010, No. 3, 221--245 (2010; Zbl 1226.91024) Full Text: DOI OpenURL
Stanford, David A.; Ren, Jiandong; Yu, Kaiqi The moments of the time of ruin in Markovian risk models. (English) Zbl 1219.91072 N. Am. Actuar. J. 14, No. 4, 464-471 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. A. Stanford} et al., N. Am. Actuar. J. 14, No. 4, 464--471 (2010; Zbl 1219.91072) Full Text: DOI OpenURL
Dong, Hua; Liu, Zaiming A class of Sparre Andersen risk process. (English) Zbl 1210.91057 Front. Math. China 5, No. 3, 517-530 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Front. Math. China 5, No. 3, 517--530 (2010; Zbl 1210.91057) Full Text: DOI OpenURL
Jiang, Wu-Yuan; Liu, Zai-Ming A class of delayed renewal risk processes with a threshold dividend strategy. (English) Zbl 1186.91122 Acta Math. Appl. Sin., Engl. Ser. 26, No. 2, 345-352 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{W.-Y. Jiang} and \textit{Z.-M. Liu}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 2, 345--352 (2010; Zbl 1186.91122) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu On a risk model with stochastic premiums income and dependence between income and loss. (English) Zbl 1188.91094 J. Comput. Appl. Math. 234, No. 1, 44-57 (2010). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 234, No. 1, 44--57 (2010; Zbl 1188.91094) Full Text: DOI OpenURL
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. (English) Zbl 1202.91129 Appl. Math. Comput. 216, No. 2, 523-531 (2010). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Math. Comput. 216, No. 2, 523--531 (2010; Zbl 1202.91129) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu A generalized penalty function in the Sparre Andersen risk model with two-sided jumps. (English) Zbl 1202.91130 Stat. Probab. Lett. 80, No. 7-8, 597-607 (2010). MSC: 91B30 91B70 60K15 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, Stat. Probab. Lett. 80, No. 7--8, 597--607 (2010; Zbl 1202.91130) Full Text: DOI OpenURL
Ji, Lanpeng; Zhang, Chunsheng The Gerber-Shiu penalty functions for two classes of renewal risk processes. (English) Zbl 1222.91024 J. Comput. Appl. Math. 233, No. 10, 2575-2589 (2010). MSC: 91B30 60J27 PDF BibTeX XML Cite \textit{L. Ji} and \textit{C. Zhang}, J. Comput. Appl. Math. 233, No. 10, 2575--2589 (2010; Zbl 1222.91024) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu; Li, Shuanming The perturbed compound Poisson risk model with two-sided jumps. (English) Zbl 1185.91198 J. Comput. Appl. Math. 233, No. 8, 1773-1784 (2010). Reviewer: Giovanni Puccetti (Firenze) MSC: 91G80 91B30 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Comput. Appl. Math. 233, No. 8, 1773--1784 (2010; Zbl 1185.91198) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David Analysis of a generalized penalty function in a semi-Markovian risk model. (English) Zbl 1483.91182 N. Am. Actuar. J. 13, No. 4, 497-513 (2009). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, N. Am. Actuar. J. 13, No. 4, 497--513 (2009; Zbl 1483.91182) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. (English) Zbl 1483.91199 N. Am. Actuar. J. 13, No. 2, 252-270 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, N. Am. Actuar. J. 13, No. 2, 252--270 (2009; Zbl 1483.91199) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (English) Zbl 1231.91153 Insur. Math. Econ. 45, No. 3, 470-484 (2009). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 45, No. 3, 470--484 (2009; Zbl 1231.91153) Full Text: DOI OpenURL
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI OpenURL