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; 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
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