Hu, Miaomiao; Tan, Jiyang Moments of deficit duration and its proportion in general compound binomial model. (English) Zbl 1507.91184 Results Appl. Math. 16, Article ID 100326, 15 p. (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{M. Hu} and \textit{J. Tan}, Results Appl. Math. 16, Article ID 100326, 15 p. (2022; Zbl 1507.91184) Full Text: DOI
Liu, Juan; Huang, Ya; Xiang, Xuyan; Zhou, Jieming On a discrete interaction risk model with delayed claims and randomized dividends. (English) Zbl 07565487 Commun. Stat., Theory Methods 51, No. 15, 5241-5257 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Liu} et al., Commun. Stat., Theory Methods 51, No. 15, 5241--5257 (2022; Zbl 07565487) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 1454.91211 Scand. Actuar. J. 2020, No. 8, 736-753 (2020); correction ibid. 2020, No. 8, i-ii (2020). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 1454.91211) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre Ruin-based risk measures in discrete-time risk models. (English) Zbl 1447.91132 Insur. Math. Econ. 93, 246-261 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI Link
Deng, Yingchun; Liu, Juan; Huang, Ya; Li, Man; Zhou, Jieming On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. (English) Zbl 1508.91128 Commun. Stat., Theory Methods 47, No. 23, 5867-5883 (2018). MSC: 91B05 60K10 62P05 PDFBibTeX XMLCite \textit{Y. Deng} et al., Commun. Stat., Theory Methods 47, No. 23, 5867--5883 (2018; Zbl 1508.91128) Full Text: DOI
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Parisian ruin for the dual risk process in discrete-time. (English) Zbl 1416.91212 Eur. Actuar. J. 8, No. 1, 197-214 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., Eur. Actuar. J. 8, No. 1, 197--214 (2018; Zbl 1416.91212) Full Text: DOI arXiv
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. (English) Zbl 1398.62289 Insur. Math. Econ. 78, 53-71 (2018). MSC: 62P05 91B30 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 78, 53--71 (2018; Zbl 1398.62289) 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
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. (English) Zbl 1354.91081 J. Comput. Appl. Math. 311, 239-251 (2017). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., J. Comput. Appl. Math. 311, 239--251 (2017; Zbl 1354.91081) Full Text: DOI
Eryilmaz, Serkan; Gebizlioglu, Omer L. Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences. (English) Zbl 1353.62113 J. Comput. Appl. Math. 313, 235-242 (2017). MSC: 62P05 91B30 60J20 PDFBibTeX XMLCite \textit{S. Eryilmaz} and \textit{O. L. Gebizlioglu}, J. Comput. Appl. Math. 313, 235--242 (2017; Zbl 1353.62113) Full Text: DOI
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
Bao, Zhenhua; Liu, Ye A discrete-time ruin model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1419.62293 Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{Z. Bao} and \textit{Y. Liu}, Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016; Zbl 1419.62293) Full Text: DOI
Eryilmaz, Serkan Compound Markov negative binomial distribution. (English) Zbl 1323.60092 J. Comput. Appl. Math. 292, 1-6 (2016). MSC: 60J10 60E05 PDFBibTeX XMLCite \textit{S. Eryilmaz}, J. Comput. Appl. Math. 292, 1--6 (2016; Zbl 1323.60092) Full Text: DOI
Xie, Jie-Hua; Gao, Jian-Wei; Zou, Wei On a risk model with delayed claims under stochastic interest rates. (English) Zbl 1334.91042 Commun. Stat., Theory Methods 44, No. 14, 3022-3041 (2015). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Commun. Stat., Theory Methods 44, No. 14, 3022--3041 (2015; Zbl 1334.91042) Full Text: DOI
Jorgensen, Palle; Tian, Feng Frames and factorization of graph Laplacians. (English) Zbl 1359.47055 Opusc. Math. 35, No. 3, 293-332 (2015). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 47L60 46N30 46N50 42C15 05C50 05C75 31C20 31A15 58J65 81S25 PDFBibTeX XMLCite \textit{P. Jorgensen} and \textit{F. Tian}, Opusc. Math. 35, No. 3, 293--332 (2015; Zbl 1359.47055) Full Text: DOI arXiv
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
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi Survival probabilities in a discrete semi-Markov risk model. (English) Zbl 1410.91260 Appl. Math. Comput. 232, 205-215 (2014). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{M. Chen} et al., Appl. Math. Comput. 232, 205--215 (2014; Zbl 1410.91260) Full Text: DOI
Liu, He; Bao, Zhenhua On a discrete-time risk model with general income and time-dependent claims. (English) Zbl 1293.91099 J. Comput. Appl. Math. 260, 470-481 (2014). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Liu} and \textit{Z. Bao}, J. Comput. Appl. Math. 260, 470--481 (2014; Zbl 1293.91099) 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
Eryilmaz, Serkan On distributions of runs in the compound binomial risk model. (English) Zbl 1284.62638 Methodol. Comput. Appl. Probab. 16, No. 1, 149-159 (2014). MSC: 62P05 91B30 62E15 65C60 PDFBibTeX XMLCite \textit{S. Eryilmaz}, Methodol. Comput. Appl. Probab. 16, No. 1, 149--159 (2014; Zbl 1284.62638) Full Text: DOI
Wang, Xiong; He, Lei The compound binomial risk model with randomly charging premiums and paying dividends to shareholders. (English) Zbl 1271.91058 J. Appl. Math. 2013, Article ID 748204, 11 p. (2013). MSC: 91B25 91G40 PDFBibTeX XMLCite \textit{X. Wang} and \textit{L. He}, J. Appl. Math. 2013, Article ID 748204, 11 p. (2013; Zbl 1271.91058) 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
Huang, Yujuan; Yu, Wenguang Studies on a double Poisson-geometric insurance risk model with interference. (English) Zbl 1264.91070 Discrete Dyn. Nat. Soc. 2013, Article ID 128796, 8 p. (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Huang} and \textit{W. Yu}, Discrete Dyn. Nat. Soc. 2013, Article ID 128796, 8 p. (2013; Zbl 1264.91070) Full Text: DOI
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
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
Heilpern, Stanisław Dependent discrete risk processes – calculation of the probability of ruin. (English) Zbl 1492.91082 Oper. Res. Decis. 20, No. 2, 59-76 (2010). MSC: 91B05 60J20 62H05 PDFBibTeX XMLCite \textit{S. Heilpern}, Oper. Res. Decis. 20, No. 2, 59--76 (2010; Zbl 1492.91082) Full Text: Link
Yang, Guangyu; Miao, Yu Moderate and large deviation estimate for the Markov-binomial distribution. (English) Zbl 1196.60042 Acta Appl. Math. 110, No. 2, 737-747 (2010). MSC: 60F10 60J10 PDFBibTeX XMLCite \textit{G. Yang} and \textit{Y. Miao}, Acta Appl. Math. 110, No. 2, 737--747 (2010; Zbl 1196.60042) Full Text: DOI
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. (English) Zbl 1224.91093 Scand. Actuar. J. 2009, No. 3, 205-218 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Weng} et al., Scand. Actuar. J. 2009, No. 3, 205--218 (2009; Zbl 1224.91093) 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
Ladriault, David On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English) Zbl 1199.91084 Appl. Stoch. Models Bus. Ind. 24, No. 6, 525-539 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{D. Ladriault}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 525--539 (2008; Zbl 1199.91084) Full Text: DOI
Xiao, Yuntao; Guo, Junyi The compound binomial risk model with time-correlated claims. (English) Zbl 1119.91059 Insur. Math. Econ. 41, No. 1, 124-133 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Xiao} and \textit{J. Guo}, Insur. Math. Econ. 41, No. 1, 124--133 (2007; Zbl 1119.91059) Full Text: DOI
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDFBibTeX XMLCite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI
Liu, S. X.; Guo, J. Y. Discrete risk model revisited. (English) Zbl 1098.91074 Methodol. Comput. Appl. Probab. 8, No. 2, 303-313 (2006). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{S. X. Liu} and \textit{J. Y. Guo}, Methodol. Comput. Appl. Probab. 8, No. 2, 303--313 (2006; Zbl 1098.91074) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 241--260 (2005; Zbl 1142.91043) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English) Zbl 1188.91086 Insur. Math. Econ. 34, No. 3, 449-466 (2004). MSC: 91B30 62P05 60E05 60J10 60J20 62E10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 34, No. 3, 449--466 (2004; Zbl 1188.91086) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Compound binomial risk model in a Markovian environment. (English) Zbl 1079.91049 Insur. Math. Econ. 35, No. 2, 425-443 (2004). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 35, No. 2, 425--443 (2004; Zbl 1079.91049) Full Text: DOI