Xiao, Lin Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm. (English) Zbl 1510.91067 Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022). MSC: 91B05 60J20 PDFBibTeX XMLCite \textit{L. Xiao}, Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022; Zbl 1510.91067) Full Text: DOI
Arku, Dennis; Doku-Amponsah, Kwabena; Howard, Nathaniel K. A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing. (English) Zbl 1458.91181 Risk Decis. Anal. 8, No. 1-2, 1-13 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{D. Arku} et al., Risk Decis. Anal. 8, No. 1--2, 1--13 (2020; Zbl 1458.91181) Full Text: DOI
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 PDFBibTeX XMLCite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv
Liu, Chaolin; Zhang, Zhimin; Yang, Hu A note on a discrete time MAP risk model. (English) Zbl 1410.91276 J. Comput. Appl. Math. 309, 111-121 (2017). MSC: 91B30 60J20 60J60 PDFBibTeX XMLCite \textit{C. Liu} et al., J. Comput. Appl. Math. 309, 111--121 (2017; Zbl 1410.91276) Full Text: DOI
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Risk aggregation in multivariate dependent Pareto distributions. (English) Zbl 1371.91107 Insur. Math. Econ. 71, 154-163 (2016). MSC: 91B30 62P05 60E05 62E15 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., Insur. Math. Econ. 71, 154--163 (2016; Zbl 1371.91107) Full Text: DOI arXiv
Tan, JiYang; Yang, XiangQun; Li, ZiQiang; Cheng, YangJin A Markov decision problem in a risk model with interest rate and Markovian environment. (English) Zbl 1343.60108 Sci. China, Math. 59, No. 1, 191-204 (2016). MSC: 60J20 60J10 90C40 60G51 49J55 93E20 91B30 PDFBibTeX XMLCite \textit{J. Tan} et al., Sci. China, Math. 59, No. 1, 191--204 (2016; Zbl 1343.60108) Full Text: DOI
Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique Some mixing properties of conditionally independent processes. (English) Zbl 1338.60070 Commun. Stat., Theory Methods 45, No. 5, 1241-1259 (2016). MSC: 60F05 60E15 60G10 91B30 PDFBibTeX XMLCite \textit{M. Kacem} et al., Commun. Stat., Theory Methods 45, No. 5, 1241--1259 (2016; Zbl 1338.60070) Full Text: DOI
Jin, Fang; Ou, Hui; Yang, Xiang Qun A periodic dividend problem with inconstant barrier in Markovian environment. (English) Zbl 1319.60183 Acta Math. Sin., Engl. Ser. 31, No. 2, 281-294 (2015). MSC: 60K37 60J10 60J20 91B30 PDFBibTeX XMLCite \textit{F. Jin} et al., Acta Math. Sin., Engl. Ser. 31, No. 2, 281--294 (2015; Zbl 1319.60183) Full Text: DOI
Petersson, Mikael Asymptotics of ruin probabilities for perturbed discrete time risk processes. (English) Zbl 1325.91031 Silvestrov, Dmitrii (ed.) et al., Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11–14, 2013. Cham: Springer (ISBN 978-3-319-06652-3/pbk; 978-3-319-06653-0/ebook). EAA Series, 95-112 (2014). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{M. Petersson}, in: Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013. Cham: Springer. 95--112 (2014; Zbl 1325.91031) Full Text: DOI
Tuncel, Altan; Tank, Fatih Computational results on the compound binomial risk model with nonhomogeneous claim occurrences. (English) Zbl 1291.91131 J. Comput. Appl. Math. 263, 69-77 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Tuncel} and \textit{F. Tank}, J. Comput. Appl. Math. 263, 69--77 (2014; Zbl 1291.91131) Full Text: DOI
Li, Shuanming; Sendova, Kristina P. The finite-time ruin probability under the compound binomial risk model. (English) Zbl 1277.91090 Eur. Actuar. J. 3, No. 1, 249-271 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{S. Li} and \textit{K. P. Sendova}, Eur. Actuar. J. 3, No. 1, 249--271 (2013; Zbl 1277.91090) Full Text: DOI Link
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
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Adjustment coefficient for risk processes in some dependent contexts. (English) Zbl 1368.62241 Methodol. Comput. Appl. Probab. 13, No. 4, 695-721 (2011). MSC: 62M09 60G10 62G20 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 695--721 (2011; Zbl 1368.62241) Full Text: DOI arXiv
Yu, Yibin; Zhang, Lixin; Zhang, Yi Joint and supremum distributions in the compound binomial model with Markovian environment. (English) Zbl 1249.91061 Appl. Math., Ser. B (Engl. Ed.) 26, No. 3, 265-279 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Y. Yu} et al., Appl. Math., Ser. B (Engl. Ed.) 26, No. 3, 265--279 (2011; Zbl 1249.91061) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDFBibTeX XMLCite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) Full Text: DOI
Marceau, Etienne On the discrete-time compound renewal risk model with dependence. (English) Zbl 1167.91013 Insur. Math. Econ. 44, No. 2, 245-259 (2009). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60E05 91B70 PDFBibTeX XMLCite \textit{E. Marceau}, Insur. Math. Econ. 44, No. 2, 245--259 (2009; Zbl 1167.91013) Full Text: DOI
Yang, Hu; Zhang, Zhimin; Lan, Chunmei Ruin problems in a discrete Markov risk model. (English) Zbl 1153.62084 Stat. Probab. Lett. 79, No. 1, 21-28 (2009). MSC: 62P05 60J20 91B30 PDFBibTeX XMLCite \textit{H. Yang} et al., Stat. Probab. Lett. 79, No. 1, 21--28 (2009; Zbl 1153.62084) Full Text: DOI
Kolev, Nikolai; Paiva, Delhi Random sums of exchangeable variables and actuarial applications. (English) Zbl 1141.91521 Insur. Math. Econ. 42, No. 1, 147-153 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{N. Kolev} and \textit{D. Paiva}, Insur. Math. Econ. 42, No. 1, 147--153 (2008; Zbl 1141.91521) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Etienne Ruin probabilities in the discrete time renewal risk model. (English) Zbl 1090.60076 Insur. Math. Econ. 38, No. 2, 309-323 (2006). MSC: 60K10 91B30 60K05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 38, No. 2, 309--323 (2006; Zbl 1090.60076) Full Text: DOI