Kafando, Delwendé Abdoul-Kabir; Béré, Frédéric; Konané, Victorien; Nitiéma, Pierre Clovis Extension of the compound Poisson model via the Spearman copula. (English) Zbl 07727212 Far East J. Theor. Stat. 67, No. 2, 147-184 (2023). MSC: 91G05 60K10 62H05 45J05 PDFBibTeX XMLCite \textit{D. A. K. Kafando} et al., Far East J. Theor. Stat. 67, No. 2, 147--184 (2023; Zbl 07727212) Full Text: DOI
He, Yue; Kawai, Reiichiro; Shimizu, Yasutaka; Yamazaki, Kazutoshi The Gerber-Shiu discounted penalty function: a review from practical perspectives. (English) Zbl 1508.91474 Insur. Math. Econ. 109, 1-28 (2023). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{Y. He} et al., Insur. Math. Econ. 109, 1--28 (2023; Zbl 1508.91474) Full Text: DOI arXiv
Oh, Rosy; Kim, Joseph H. T.; Ahn, Jae Youn Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model. (English) Zbl 1507.91189 Probab. Eng. Inf. Sci. 36, No. 4, 963-987 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{R. Oh} et al., Probab. Eng. Inf. Sci. 36, No. 4, 963--987 (2022; Zbl 1507.91189) Full Text: DOI arXiv
Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 1498.91369 J. Appl. Probab. 59, No. 3, 849-859 (2022). MSC: 91G05 60G55 62P05 PDFBibTeX XMLCite \textit{M. Tomita} et al., J. Appl. Probab. 59, No. 3, 849--859 (2022; Zbl 1498.91369) Full Text: DOI
Adékambi, Franck; Takouda, Essodina On the discounted penalty function in a perturbed Erlang renewal risk model with dependence. (English) Zbl 1496.60106 Methodol. Comput. Appl. Probab. 24, No. 2, 481-513 (2022). MSC: 60K05 91G05 PDFBibTeX XMLCite \textit{F. Adékambi} and \textit{E. Takouda}, Methodol. Comput. Appl. Probab. 24, No. 2, 481--513 (2022; Zbl 1496.60106) Full Text: DOI
Yuan, Meng; Lu, Dawei Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure. (English) Zbl 1484.62127 Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022). MSC: 62P05 60F10 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022; Zbl 1484.62127) Full Text: DOI
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDFBibTeX XMLCite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI
Sun, Fuyun; Li, Yuelei On the improved thinning risk model under a periodic dividend barrier strategy. (English) Zbl 1525.91165 AIMS Math. 6, No. 12, 13448-13463 (2021). MSC: 91G10 60K10 62P05 60G51 60K05 PDFBibTeX XMLCite \textit{F. Sun} and \textit{Y. Li}, AIMS Math. 6, No. 12, 13448--13463 (2021; Zbl 1525.91165) Full Text: DOI
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDFBibTeX XMLCite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI
Zhang, Zhehao; Chen, Gemai Some specific density functions of aggregated discounted claims with dependent risks. (English) Zbl 1471.91491 Results Appl. Math. 11, Article ID 100168, 9 p. (2021). MSC: 91G05 62P05 60G55 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{G. Chen}, Results Appl. Math. 11, Article ID 100168, 9 p. (2021; Zbl 1471.91491) Full Text: DOI
Wang, Zijia; Landriault, David; Li, Shu An insurance risk process with a generalized income process: a solvency analysis. (English) Zbl 1466.91272 Insur. Math. Econ. 98, 133-146 (2021). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{Z. Wang} et al., Insur. Math. Econ. 98, 133--146 (2021; Zbl 1466.91272) Full Text: DOI
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI
Chen, Yiqing; White, Toby; Yuen, Kam Chuen Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1460.91215 Insur. Math. Econ. 97, 1-6 (2021). MSC: 91G05 60F10 60G50 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 97, 1--6 (2021; Zbl 1460.91215) Full Text: DOI
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. (English) Zbl 1460.91235 Insur. Math. Econ. 96, 127-139 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 96, 127--139 (2021; Zbl 1460.91235) Full Text: DOI arXiv
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI
Dibu, A. S.; Jacob, M. J. Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier. (English) Zbl 1470.91225 Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 235-262 (2020). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{A. S. Dibu} and \textit{M. J. Jacob}, in: Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7--10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. 235--262 (2020; Zbl 1470.91225) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. (English) Zbl 1447.62052 Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020). MSC: 62G32 62E20 60F10 PDFBibTeX XMLCite \textit{R. Li} et al., Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020; Zbl 1447.62052) Full Text: DOI
Sun, Weiwei; Hu, Xiang; Zhang, Lianzeng Moments of discounted aggregate claims with dependence based on Spearman copula. (English) Zbl 1437.91400 J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{W. Sun} et al., J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020; Zbl 1437.91400) Full Text: DOI
Oh, Rosy; Shi, Peng; Ahn, Jae Youn Bonus-malus premiums under the dependent frequency-severity modeling. (English) Zbl 1436.91103 Scand. Actuar. J. 2020, No. 3, 172-195 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2020, No. 3, 172--195 (2020; Zbl 1436.91103) Full Text: DOI
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDFBibTeX XMLCite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI
Nichil, Geoffrey; Vallois, Pierre Solvency need resulting from reserving risk in a ORSA context. (English) Zbl 1452.91278 Methodol. Comput. Appl. Probab. 21, No. 2, 567-592 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Nichil} and \textit{P. Vallois}, Methodol. Comput. Appl. Probab. 21, No. 2, 567--592 (2019; Zbl 1452.91278) Full Text: DOI
Ragulina, Olena The risk model with stochastic premiums and a multi-layer dividend strategy. (English) Zbl 1427.91240 Mod. Stoch., Theory Appl. 6, No. 3, 285-309 (2019). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 6, No. 3, 285--309 (2019; Zbl 1427.91240) Full Text: DOI arXiv
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn Investigating dependence between frequency and severity via simple generalized linear models. (English) Zbl 1411.62299 J. Korean Stat. Soc. 48, No. 1, 13-28 (2019). MSC: 62P05 62J12 91B30 PDFBibTeX XMLCite \textit{W. Lee} et al., J. Korean Stat. Soc. 48, No. 1, 13--28 (2019; Zbl 1411.62299) Full Text: DOI
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English) Zbl 1418.91230 Scand. Actuar. J. 2019, No. 1, 32-61 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{M. Bladt} et al., Scand. Actuar. J. 2019, No. 1, 32--61 (2019; Zbl 1418.91230) Full Text: DOI Link
Peng, Jiangyan; Wang, Dingcheng Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments. (English) Zbl 1492.91083 Stochastics 90, No. 3, 432-471 (2018). MSC: 91B05 60G51 60K05 91G05 PDFBibTeX XMLCite \textit{J. Peng} and \textit{D. Wang}, Stochastics 90, No. 3, 432--471 (2018; Zbl 1492.91083) Full Text: DOI
Xu, Lin; Wang, Minghan; Zhang, Bin Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance. (English) Zbl 1498.91372 J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018). MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{L. Xu} et al., J. Inequal. Appl. 2018, Paper No. 244, 13 p. (2018; Zbl 1498.91372) Full Text: DOI
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony Pricing formulae for derivatives in insurance using Malliavin calculus. (English) Zbl 1435.62373 Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018). MSC: 62P05 60G55 91G30 62M10 PDFBibTeX XMLCite \textit{C. Hillairet} et al., Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018; Zbl 1435.62373) Full Text: DOI arXiv
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
Vidmar, Matija Ruin under stochastic dependence between premium and claim arrivals. (English) Zbl 1416.91223 Scand. Actuar. J. 2018, No. 6, 505-513 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDFBibTeX XMLCite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv
Peng, Jiangyan; Wang, Dingcheng Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns. (English) Zbl 1367.60106 J. Ind. Manag. Optim. 13, No. 1, 155-185 (2017). MSC: 60K05 60G51 62P05 91B30 PDFBibTeX XMLCite \textit{J. Peng} and \textit{D. Wang}, J. Ind. Manag. Optim. 13, No. 1, 155--185 (2017; Zbl 1367.60106) Full Text: DOI
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 4, 1898--1915 (2017; Zbl 1360.62505) Full Text: DOI
Zhang, Shuo; Wang, Dehui; Yu, Shihang Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. (English) Zbl 1362.60026 J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017). MSC: 60F10 60K05 60G40 91B30 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017; Zbl 1362.60026) Full Text: DOI
Shiraishi, Hiroshi Review of statistical actuarial risk modelling. (English) Zbl 1426.62308 Cogent Math. 3, Article ID 1123945, 31 p. (2016). MSC: 62P05 62-02 91G05 91B05 PDFBibTeX XMLCite \textit{H. Shiraishi}, Cogent Math. 3, Article ID 1123945, 31 p. (2016; Zbl 1426.62308) Full Text: DOI
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On the evaluation of finite-time ruin probabilities in a dependent risk model. (English) Zbl 1410.60044 Appl. Math. Comput. 275, 268-286 (2016). MSC: 60G40 91B30 91G70 91G60 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Appl. Math. Comput. 275, 268--286 (2016; Zbl 1410.60044) Full Text: DOI Link
Jiang, Wuyuan; Yang, Zhaojun The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91149 Scand. Actuar. J. 2016, No. 5, 385-397 (2016). MSC: 91B30 62E15 62P05 60K05 45J05 44A10 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{Z. Yang}, Scand. Actuar. J. 2016, No. 5, 385--397 (2016; Zbl 1401.91149) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI Link
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
Shen, Xinmei; Xu, Menghao; Mills, Ebenezer Fiifi Emire Atta Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model. (English) Zbl 1337.60033 Stat. Probab. Lett. 114, 6-13 (2016). MSC: 60F10 60K05 91B30 PDFBibTeX XMLCite \textit{X. Shen} et al., Stat. Probab. Lett. 114, 6--13 (2016; Zbl 1337.60033) Full Text: DOI
Li, Zhong; Sendova, Kristina P. On a ruin model with both interclaim times and premiums depending on claim sizes. (English) Zbl 1398.91342 Scand. Actuar. J. 2015, No. 3, 245-265 (2015). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{Z. Li} and \textit{K. P. Sendova}, Scand. Actuar. J. 2015, No. 3, 245--265 (2015; Zbl 1398.91342) Full Text: DOI
Zhang, Jiesong; Xiao, Qingxian Optimal investment of a time-dependent renewal risk model with stochastic return. (English) Zbl 1333.91040 J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015). MSC: 91B30 60K10 60G51 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{Q. Xiao}, J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015; Zbl 1333.91040) Full Text: DOI
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) Full Text: DOI
Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien A note on compound renewal risk models with dependence. (English) Zbl 1325.91028 J. Comput. Appl. Math. 285, 295-311 (2015). MSC: 91B30 60K10 65C50 91G60 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Comput. Appl. Math. 285, 295--311 (2015; Zbl 1325.91028) Full Text: DOI
Liu, Donghai; Liu, Zaiming; Peng, Dan The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier. (English) Zbl 1406.91201 Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014). MSC: 91B30 60K10 45J05 PDFBibTeX XMLCite \textit{D. Liu} et al., Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014; Zbl 1406.91201) Full Text: DOI
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy A survey of some recent results on risk theory. (English) Zbl 1338.62186 ESAIM, Proc. 44, 322-337 (2014). MSC: 62P05 91B30 62-02 PDFBibTeX XMLCite \textit{F. Avram} et al., ESAIM, Proc. 44, 322--337 (2014; Zbl 1338.62186) Full Text: DOI
Heilpern, Stanislaw Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English) Zbl 1306.91077 Insur. Math. Econ. 59, 251-257 (2014). MSC: 91B30 62H20 62P05 PDFBibTeX XMLCite \textit{S. Heilpern}, Insur. Math. Econ. 59, 251--257 (2014; Zbl 1306.91077) Full Text: DOI
Zhang, Zhimin; Wu, Xiu; Yang, Hu On a perturbed Sparre Andersen risk model with dividend barrier and dependence. (English) Zbl 1304.91139 J. Korean Stat. Soc. 43, No. 4, 585-598 (2014). MSC: 91B30 60G51 60J65 PDFBibTeX XMLCite \textit{Z. Zhang} et al., J. Korean Stat. Soc. 43, No. 4, 585--598 (2014; Zbl 1304.91139) Full Text: DOI
Badila, E. S.; Boxma, O. J.; Resing, J. A. C. Queues and risk processes with dependencies. (English) Zbl 1306.60132 Stoch. Models 30, No. 3, 390-419 (2014). MSC: 60K25 60E15 91B30 PDFBibTeX XMLCite \textit{E. S. Badila} et al., Stoch. Models 30, No. 3, 390--419 (2014; Zbl 1306.60132) Full Text: DOI arXiv
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
Zou, Wei; Gao, Jian-wei; Xie, Jie-hua On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes. (English) Zbl 1291.91139 J. Comput. Appl. Math. 255, 270-281 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{W. Zou} et al., J. Comput. Appl. Math. 255, 270--281 (2014; Zbl 1291.91139) Full Text: DOI
Zhang, Zhimin On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence. (English) Zbl 1291.91136 J. Comput. Appl. Math. 255, 248-269 (2014). MSC: 91B30 60J65 PDFBibTeX XMLCite \textit{Z. Zhang}, J. Comput. Appl. Math. 255, 248--269 (2014; Zbl 1291.91136) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. (English) Zbl 1291.91095 Insur. Math. Econ. 54, 123-132 (2014); erratum ibid. 61, 298 (2015). MSC: 91B30 86A10 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Insur. Math. Econ. 54, 123--132 (2014; Zbl 1291.91095) Full Text: DOI
Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs On simple ruin expressions in dependent Sparre Andersen risk models. (English) Zbl 1286.91063 J. Appl. Probab. 51, No. 1, 293-296 (2014). MSC: 91B30 60K20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Appl. Probab. 51, No. 1, 293--296 (2014; Zbl 1286.91063) Full Text: DOI Euclid
Xie, Jie-Hua; Zou, Wei; Gao, Jian-Wei On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English) Zbl 1307.60065 Arab. J. Math. 2, No. 1, 115-127 (2013). Reviewer: Nikolaos Halidias (Athens) MSC: 60G55 60J65 91B30 45J05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Arab. J. Math. 2, No. 1, 115--127 (2013; Zbl 1307.60065) Full Text: DOI
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{C. Dutang} et al., Insur. Math. Econ. 53, No. 3, 774--785 (2013; Zbl 1290.91084) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Bi, Xiuchun; Zhang, Shuguang Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. (English) Zbl 1281.62223 Stat. Probab. Lett. 83, No. 10, 2248-2255 (2013). MSC: 62P05 60F10 91B30 60J99 PDFBibTeX XMLCite \textit{X. Bi} and \textit{S. Zhang}, Stat. Probab. Lett. 83, No. 10, 2248--2255 (2013; Zbl 1281.62223) Full Text: DOI
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng On the compound Poisson risk model with dependence and a threshold dividend strategy. (English) Zbl 1283.91089 Stat. Probab. Lett. 83, No. 9, 1998-2006 (2013). MSC: 91B30 62H05 60K10 PDFBibTeX XMLCite \textit{Y. Shi} et al., Stat. Probab. Lett. 83, No. 9, 1998--2006 (2013; Zbl 1283.91089) Full Text: DOI
Xie, Jie-hua; Zou, Wei On a risk model with random incomes and dependence between claim sizes and claim intervals. (English) Zbl 1287.91097 Indag. Math., New Ser. 24, No. 3, 557-580 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60J75 PDFBibTeX XMLCite \textit{J.-h. Xie} and \textit{W. Zou}, Indag. Math., New Ser. 24, No. 3, 557--580 (2013; Zbl 1287.91097) Full Text: DOI
Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. Ruin probabilities in models with a Markov chain dependence structure. (English) Zbl 1286.91065 Scand. Actuar. J. 2013, No. 6, 453-476 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K15 60J10 60G50 91B70 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2013, No. 6, 453--476 (2013; Zbl 1286.91065) Full Text: DOI HAL
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL
Sendova, Kristina P.; Zitikis, Ričardas The order-statistic claim process with dependent claim frequencies and severities. (English) Zbl 1425.62072 J. Stat. Theory Pract. 6, No. 4, 597-620 (2012). MSC: 62G30 62P05 60G55 PDFBibTeX XMLCite \textit{K. P. Sendova} and \textit{R. Zitikis}, J. Stat. Theory Pract. 6, No. 4, 597--620 (2012; Zbl 1425.62072) Full Text: DOI
Meng, Hui; Wang, Guo-jing On the expected discounted penalty function in a delayed-claims risk model. (English) Zbl 1355.60111 Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215-224 (2012). MSC: 60J65 62P05 PDFBibTeX XMLCite \textit{H. Meng} and \textit{G.-j. Wang}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 215--224 (2012; Zbl 1355.60111) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI
Cheung, Eric C. K. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI
Woo, Jae-Kyung A generalized penalty function for a class of discrete renewal processes. (English) Zbl 1277.60146 Scand. Actuar. J. 2012, No. 2, 130-152 (2012). MSC: 60K10 60K15 62P05 91B30 PDFBibTeX XMLCite \textit{J.-K. Woo}, Scand. Actuar. J. 2012, No. 2, 130--152 (2012; Zbl 1277.60146) Full Text: DOI
Gao, Qingwu Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims. (English) Zbl 1266.91033 ISRN Probab. Stat. 2012, Article ID 186348, 24 p. (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{Q. Gao}, ISRN Probab. Stat. 2012, Article ID 186348, 24 p. (2012; Zbl 1266.91033) Full Text: DOI
Albrecher, H.; Asmussen, S.; Kortschak, D. Tail asymptotics for dependent subexponential differences. (English. Russian original) Zbl 1257.62016 Sib. Math. J. 53, No. 6, 965-983 (2012); translation from Sib. Mat. Zh. 53, No. 6, 1209-1230 (2012). MSC: 62E20 62G32 62H05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Sib. Math. J. 53, No. 6, 965--983 (2012; Zbl 1257.62016); translation from Sib. Mat. Zh. 53, No. 6, 1209--1230 (2012) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. (English) Zbl 1253.91090 Methodol. Comput. Appl. Probab. 14, No. 4, 973-995 (2012). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 973--995 (2012; Zbl 1253.91090) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 84, No. 4, 461--485 (2012; Zbl 1262.91094) Full Text: DOI Link
Bai, Xiaodong; Song, Lixin Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure. (English) Zbl 1271.62243 Commun. Stat., Theory Methods 41, No. 10-12, 1721-1732 (2012). MSC: 62P05 60K10 62G32 62G20 91B30 PDFBibTeX XMLCite \textit{X. Bai} and \textit{L. Song}, Commun. Stat., Theory Methods 41, No. 10--12, 1721--1732 (2012; Zbl 1271.62243) Full Text: DOI
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI Link
Li, Jinzhu Asymptotics in a time-dependent renewal risk model with stochastic return. (English) Zbl 1230.91076 J. Math. Anal. Appl. 387, No. 2, 1009-1023 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Li}, J. Math. Anal. Appl. 387, No. 2, 1009--1023 (2012; Zbl 1230.91076) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
Zhang, Zhimin; Yang, Hu The compound Poisson risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1240.91089 Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1-13 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, Appl. Math., Ser. B (Engl. Ed.) 26, No. 1, 1--13 (2011; Zbl 1240.91089) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI
Asmussen, Søren; Biard, Romain Ruin probabilities for a regenerative Poisson gap generated risk process. (English) Zbl 1229.91151 Eur. Actuar. J. 1, No. 1, 3-22 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60F10 60K20 60K05 60G44 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{R. Biard}, Eur. Actuar. J. 1, No. 1, 3--22 (2011; Zbl 1229.91151) Full Text: DOI
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link
Mihálykó, Éva Orbán; Mihálykó, Csaba Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size. (English) Zbl 1218.91090 Insur. Math. Econ. 48, No. 3, 378-383 (2011). MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{É. O. Mihálykó} and \textit{C. Mihálykó}, Insur. Math. Econ. 48, No. 3, 378--383 (2011; Zbl 1218.91090) Full Text: DOI
Woo, Jae-Kyung Refinements of two-sided bounds for renewal equations. (English) Zbl 1235.60123 Insur. Math. Econ. 48, No. 2, 189-196 (2011). MSC: 60K10 90B25 PDFBibTeX XMLCite \textit{J.-K. Woo}, Insur. Math. Econ. 48, No. 2, 189--196 (2011; Zbl 1235.60123) Full Text: DOI
Zhang, Zhimin; Yang, Hu Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. (English) Zbl 1202.91131 J. Comput. Appl. Math. 235, No. 5, 1189-1204 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K20 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 235, No. 5, 1189--1204 (2011; Zbl 1202.91131) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Asimit, Alexandru V.; Badescu, Andrei L. Extremes on the discounted aggregate claims in a time dependent risk model. (English) Zbl 1224.91041 Scand. Actuar. J. 2010, No. 2, 93-104 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{A. L. Badescu}, Scand. Actuar. J. 2010, No. 2, 93--104 (2010; Zbl 1224.91041) Full Text: DOI Link
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI
Yang, Hu; Hao, Yuan-Yuan A ruin model with random income and dependence between claim sizes and claim intervals. (English) Zbl 1197.91118 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625-632 (2010). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{H. Yang} and \textit{Y.-Y. Hao}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625--632 (2010; Zbl 1197.91118) Full Text: DOI
Avanzi, Benjamin Strategies for dividend distribution: a review. (English) Zbl 1483.91177 N. Am. Actuar. J. 13, No. 2, 217-251 (2009). MSC: 91G05 91-02 PDFBibTeX XMLCite \textit{B. Avanzi}, N. Am. Actuar. J. 13, No. 2, 217--251 (2009; Zbl 1483.91177) Full Text: DOI
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDFBibTeX XMLCite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI
Ambagaspitiya, Rohana S. Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times. (English) Zbl 1162.60339 Insur. Math. Econ. 44, No. 3, 464-472 (2009). MSC: 60K10 91B30 62P05 PDFBibTeX XMLCite \textit{R. S. Ambagaspitiya}, Insur. Math. Econ. 44, No. 3, 464--472 (2009; Zbl 1162.60339) Full Text: DOI
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDFBibTeX XMLCite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI
Asimit, Alexandru V.; Jones, Bruce L. Dependence and the asymptotic behavior of large claims reinsurance. (English) Zbl 1152.91563 Insur. Math. Econ. 43, No. 3, 407-411 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{B. L. Jones}, Insur. Math. Econ. 43, No. 3, 407--411 (2008; Zbl 1152.91563) Full Text: DOI Link
Landriault, David Constant dividend barrier in a risk model with interclaim-dependent claim sizes. (English) Zbl 1141.91523 Insur. Math. Econ. 42, No. 1, 31-38 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Landriault}, Insur. Math. Econ. 42, No. 1, 31--38 (2008; Zbl 1141.91523) Full Text: DOI