Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. Ruin problems in the generalized Erlang(\(n\)) risk model. (English) Zbl 1415.91151 Eur. Actuar. J. 6, No. 1, 257-275 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. Egídio dos Reis}, Eur. Actuar. J. 6, No. 1, 257--275 (2016; Zbl 1415.91151) Full Text: DOI OpenURL
Meng, Hui; Zhang, Chunsheng; Wu, Rong The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion. (The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) (English) Zbl 1150.91437 Appl. Stoch. Models Bus. Ind. 23, No. 4, 273-291 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Meng} et al., Appl. Stoch. Models Bus. Ind. 23, No. 4, 273--291 (2007; Zbl 1150.91437) Full Text: DOI OpenURL
Pitts, Susan M.; Politis, Konstadinos The joint density of the surplus before and after ruin in the Sparre Andersen model. (English) Zbl 1132.60061 J. Appl. Probab. 44, No. 3, 695-712 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, J. Appl. Probab. 44, No. 3, 695--712 (2007; Zbl 1132.60061) Full Text: DOI OpenURL
Li, Shuanming On a class of discrete time renewal risk models. (English) Zbl 1142.91043 Scand. Actuar. J. 2005, No. 4, 241-260 (2005). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 241--260 (2005; Zbl 1142.91043) Full Text: DOI OpenURL
Li, Shuanming; Garrido, José Ruin probabilities for two classes of risk processes. (English) Zbl 1098.62139 Astin Bull. 35, No. 1, 61-77 (2005). MSC: 62P05 91B30 45K05 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, ASTIN Bull. 35, No. 1, 61--77 (2005; Zbl 1098.62139) Full Text: DOI OpenURL
Li, Shuanming; Garrido, José The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. (English) Zbl 1092.91049 Scand. Actuar. J. 2005, No. 3, 161-186 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Scand. Actuar. J. 2005, No. 3, 161--186 (2005; Zbl 1092.91049) Full Text: DOI OpenURL
Ng, Andrew C. Y.; Yang, Hailiang Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. (English) Zbl 1085.60517 N. Am. Actuar. J. 9, No. 2, 85-107 (2005). MSC: 60K10 60K05 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{H. Yang}, N. Am. Actuar. J. 9, No. 2, 85--107 (2005; Zbl 1085.60517) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. (English) Zbl 1085.62508 N. Am. Actuar. J. 9, No. 2, 49-84 (2005). MSC: 62P05 91G50 60K10 60K05 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 9, No. 2, 49--84 (2005; Zbl 1085.62508) Full Text: DOI OpenURL
Li, Shuanming; Garrido, José On a general class of renewal risk process: analysis of the Gerber-Shiu function. (English) Zbl 1077.60063 Adv. Appl. Probab. 37, No. 3, 836-856 (2005). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Adv. Appl. Probab. 37, No. 3, 836--856 (2005; Zbl 1077.60063) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the expected discounted penalty functions for two classes of risk processes. (English) Zbl 1122.91040 Insur. Math. Econ. 36, No. 2, 179-193 (2005). MSC: 91B30 45J05 60G55 65C20 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 36, No. 2, 179--193 (2005; Zbl 1122.91040) Full Text: DOI OpenURL
Li, Shuanming; Garrido, José On a class of renewal risk models with a constant dividend barrier. (English) Zbl 1122.91345 Insur. Math. Econ. 35, No. 3, 691-701 (2004). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Insur. Math. Econ. 35, No. 3, 691--701 (2004; Zbl 1122.91345) Full Text: DOI OpenURL
Pavlova, Kristina P.; Willmot, Gordon E. The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91046 Insur. Math. Econ. 35, No. 2, 267-277 (2004). Reviewer: Vangelis Grigoroudis (Chania) MSC: 91B30 PDF BibTeX XML Cite \textit{K. P. Pavlova} and \textit{G. E. Willmot}, Insur. Math. Econ. 35, No. 2, 267--277 (2004; Zbl 1103.91046) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Sun, Li-juan On the discounted distribution functions for the Erlang(2) risk process. (English) Zbl 1215.62114 Insur. Math. Econ. 35, No. 1, 5-19 (2004). MSC: 62P05 91B30 60K05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{L.-j. Sun}, Insur. Math. Econ. 35, No. 1, 5--19 (2004; Zbl 1215.62114) Full Text: DOI OpenURL
Dickson, David C. M.; Drekic, Steve The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English) Zbl 1043.60036 Insur. Math. Econ. 34, No. 1, 97-107 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G50 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Drekic}, Insur. Math. Econ. 34, No. 1, 97--107 (2004; Zbl 1043.60036) Full Text: DOI Link OpenURL
Gerber, Hans U.; Shiu, Elias S. W. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60546 N. Am. Actuar. J. 7, No. 4, 96-101 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 4, 96--101 (2003; Zbl 1084.60546) Full Text: DOI OpenURL
Lin, X. Sheldon “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60548 N. Am. Actuar. J. 7, No. 3, 122-124 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{X. S. Lin}, N. Am. Actuar. J. 7, No. 3, 122--124 (2003; Zbl 1084.60548) Full Text: DOI OpenURL