De Bruyne, B.; Randon-Furling, J.; Redner, S. A tale of two (and more) altruists. (English) Zbl 07414164 J. Stat. Mech. Theory Exp. 2021, No. 10, Article ID 103405, 16 p. (2021); erratum ibid. 2022, No. 1, Article ID 019901, 2 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{B. De Bruyne} et al., J. Stat. Mech. Theory Exp. 2021, No. 10, Article ID 103405, 16 p. (2021; Zbl 07414164) 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
Ghasemalipour, Sara; Fathi-Vajargah, Behrouz The mean chance of ultimate ruin time in random fuzzy insurance risk model. (English) Zbl 1398.91328 Soft Comput. 22, No. 12, 4123-4131 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Ghasemalipour} and \textit{B. Fathi-Vajargah}, Soft Comput. 22, No. 12, 4123--4131 (2018; Zbl 1398.91328) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E.; Xu, Di Analysis of IBNR claims in renewal insurance models. (English) Zbl 1402.91205 Scand. Actuar. J. 2017, No. 7, 628-650 (2017). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 7, 628--650 (2017; Zbl 1402.91205) Full Text: DOI OpenURL
Boutsikas, Michael V.; Politis, Konstadinos Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier. (English) Zbl 1360.60159 Methodol. Comput. Appl. Probab. 19, No. 1, 75-95 (2017). MSC: 60K05 60G40 60K10 60G50 91B30 PDF BibTeX XML Cite \textit{M. V. Boutsikas} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 19, No. 1, 75--95 (2017; Zbl 1360.60159) 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
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
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
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 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
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
Thampi, K. K.; Jacob, M. J.; Raju, N. Barrier probabilities and maximum severity of ruin for a renewal risk model. (English) Zbl 1140.91427 Int. J. Theor. Appl. Finance 10, No. 5, 837-846 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{K. K. Thampi} et al., Int. J. Theor. Appl. Finance 10, No. 5, 837--846 (2007; Zbl 1140.91427) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) 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
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
Politis, Konstadinos Bounds for the probability and severity of ruin in the Sparre Andersen model. (English) Zbl 1117.91383 Insur. Math. Econ. 36, No. 2, 165-177 (2005). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{K. Politis}, Insur. Math. Econ. 36, No. 2, 165--177 (2005; Zbl 1117.91383) 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
Wei, Li; Yang, Hailiang Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions. (English) Zbl 1054.62129 Acta Math. Appl. Sin., Engl. Ser. 20, No. 3, 495-506 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{L. Wei} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 20, No. 3, 495--506 (2004; Zbl 1054.62129) Full Text: DOI OpenURL
Li, Shuanming “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 1084.60547 N. Am. Actuar. J. 7, No. 3, 119-122 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{S. Li}, N. Am. Actuar. J. 7, No. 3, 119--122 (2003; Zbl 1084.60547) 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 1084.60545 N. Am. Actuar. J. 7, No. 3, 117-119 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 117--119 (2003; Zbl 1084.60545) Full Text: DOI OpenURL
Cheng, Yebin; Tang, Qihe Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. (English) Zbl 1084.60544 N. Am. Actuar. J. 7, No. 1, 1-12 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{Y. Cheng} and \textit{Q. Tang}, N. Am. Actuar. J. 7, No. 1, 1--12 (2003; Zbl 1084.60544) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI OpenURL
Lima, Fátima D. P.; Garcia, Jorge M. A.; Egídio dos Reis, Alfredo D. Fourier/Laplace transforms and ruin probabilities. (English) Zbl 1098.91542 Astin Bull. 32, No. 1, 91-105 (2002). MSC: 91B30 60E10 PDF BibTeX XML Cite \textit{F. D. P. Lima} et al., ASTIN Bull. 32, No. 1, 91--105 (2002; Zbl 1098.91542) Full Text: DOI OpenURL
Wang, Rongming; Liu, Haifeng On the ruin probability under a class of risk processes. (English) Zbl 1098.60515 Astin Bull. 32, No. 1, 81-90 (2002). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 31, No. 2, 205--214 (2002; Zbl 1074.91566) Full Text: DOI OpenURL
Léveillé, Ghislain; Garrido, José Recursive moments of compound renewal sums with discounted claims. (English) Zbl 0979.91048 Scand. Actuar. J. 2001, No. 2, 98-110 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{G. Léveillé} and \textit{J. Garrido}, Scand. Actuar. J. 2001, No. 2, 98--110 (2001; Zbl 0979.91048) Full Text: DOI OpenURL
Léveillé, Ghislain; Garrido, José Moments of compound renewal sums with discounted claims. (English) Zbl 0988.91045 Insur. Math. Econ. 28, No. 2, 217-231 (2001). Reviewer: Alexandra Rodkina (Mona) MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{G. Léveillé} and \textit{J. Garrido}, Insur. Math. Econ. 28, No. 2, 217--231 (2001; Zbl 0988.91045) Full Text: DOI OpenURL