Wu, Yi; Wang, Wei; Wang, Xuejun Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models. (English) Zbl 1520.62007 J. Stat. Comput. Simulation 93, No. 8, 1244-1262 (2023). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{Y. Wu} et al., J. Stat. Comput. Simulation 93, No. 8, 1244--1262 (2023; Zbl 1520.62007) Full Text: DOI
Wu, Yi; Wang, Xuejun Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications. (English) Zbl 07739727 J. Stat. Comput. Simulation 93, No. 11, 1694-1715 (2023). MSC: 62-XX 60F15 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Stat. Comput. Simulation 93, No. 11, 1694--1715 (2023; Zbl 07739727) Full Text: DOI
Fu, Ke-Ang; Wang, Jiangfeng Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 07720156 Commun. Stat., Theory Methods 52, No. 17, 6266-6274 (2023). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Wang}, Commun. Stat., Theory Methods 52, No. 17, 6266--6274 (2023; Zbl 07720156) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Wu, Yi; Wang, Xuejun Uniformly complete consistency of frequency polygon estimation for dependent samples and an application. (English) Zbl 1528.62020 Statistics 56, No. 6, 1270-1289 (2022). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, Statistics 56, No. 6, 1270--1289 (2022; Zbl 1528.62020) Full Text: DOI
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) 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
Fu, Ke-Ang; Liu, Yang; Wang, Jiangfeng Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times. (English) Zbl 1480.91075 Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022). MSC: 91B05 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} et al., Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022; Zbl 1480.91075) 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
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
Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDFBibTeX XMLCite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI
Nadarajah, Saralees; Kwong, Hok Shing; Tank, Fatih Compound sum distributions with dependence. (English) Zbl 1471.62260 Statistics 55, No. 2, 409-425 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62P20 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Statistics 55, No. 2, 409--425 (2021; Zbl 1471.62260) 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
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
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
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDFBibTeX XMLCite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) 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
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
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
Jiang, Xiao; Nadarajah, Saralees Efficient expressions for moments of dependent random sums using copulas. (English) Zbl 1433.60022 J. Comput. Appl. Math. 353, 130-139 (2019). MSC: 60G50 60E05 62H05 62P05 91G05 PDFBibTeX XMLCite \textit{X. Jiang} and \textit{S. Nadarajah}, J. Comput. Appl. Math. 353, 130--139 (2019; Zbl 1433.60022) Full Text: DOI Link
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
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
Shen, Xin-mei; Fu, Ke-ang; Zhong, Xue-ting Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model. (English) Zbl 1424.60029 Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491-502 (2018). MSC: 60F10 60G50 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{X.-m. Shen} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491--502 (2018; Zbl 1424.60029) Full Text: DOI
Fu, Ke-Ang; Yu, Chenglong On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English) Zbl 1458.62242 J. Comput. Appl. Math. 344, 367-380 (2018). MSC: 62P05 60F99 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Yu}, J. Comput. Appl. Math. 344, 367--380 (2018; Zbl 1458.62242) Full Text: DOI Link
Fu, Ke-Ang; Li, Jie Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals. (English) Zbl 1390.60103 Commun. Stat., Theory Methods 47, No. 3, 698-707 (2018). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 47, No. 3, 698--707 (2018; Zbl 1390.60103) Full Text: DOI
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
Fu, Ke-Ang; Shen, Xinmei Moderate deviations for sums of dependent claims in a size-dependent renewal risk model. (English) Zbl 1368.62035 Commun. Stat., Theory Methods 46, No. 7, 3235-3243 (2017). MSC: 62E20 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{X. Shen}, Commun. Stat., Theory Methods 46, No. 7, 3235--3243 (2017; Zbl 1368.62035) Full Text: DOI
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
Fu, Ke-Ang; Li, Jie Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. (English) Zbl 1364.91068 Commun. Stat., Theory Methods 46, No. 5, 2559-2570 (2017). MSC: 91B30 60K10 62E20 62P05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 5, 2559--2570 (2017; Zbl 1364.91068) Full Text: DOI
Li, Jinzhu The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims. (English) Zbl 1360.62502 Commun. Stat., Theory Methods 46, No. 4, 1959-1971 (2017). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 4, 1959--1971 (2017; Zbl 1360.62502) 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
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
Fu, Keang; Qiu, Yuyang; Wang, Anding Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims. (English) Zbl 1349.91135 Appl. Math., Ser. B (Engl. Ed.) 30, No. 3, 347-360 (2015). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{K. Fu} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 3, 347--360 (2015; Zbl 1349.91135) 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
Fernández, Mariela; González-López, Verónica A.; Rifo, Laura R. A note on conjugate distributions for copulas. (English) Zbl 1333.62082 Math. Methods Appl. Sci. 38, No. 18, 4797-4803 (2015). MSC: 62F15 62H12 PDFBibTeX XMLCite \textit{M. Fernández} et al., Math. Methods Appl. Sci. 38, No. 18, 4797--4803 (2015; Zbl 1333.62082) Full Text: DOI
Yang, Yang; Ignatavičiūtė, Eglė; Šiaulys, Jonas Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (English) Zbl 1328.60040 Stat. Probab. Lett. 105, 20-28 (2015). MSC: 60E05 60F10 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 105, 20--28 (2015; Zbl 1328.60040) 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
Thampi, K. K. Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails. (English) Zbl 1359.62469 Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62P05 60K10 62E10 91B30 PDFBibTeX XMLCite \textit{K. K. Thampi}, Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015; Zbl 1359.62469) 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
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
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims. (English) Zbl 1304.60098 Insur. Math. Econ. 56, 80-87 (2014). MSC: 60K10 60G51 91B30 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Insur. Math. Econ. 56, 80--87 (2014; Zbl 1304.60098) 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
Kizilok Kara, Emel; Gebizlioglu, Omer L. Measurement of bivariate risks by the north-south quantile points approach. (English) Zbl 1291.91117 J. Comput. Appl. Math. 255, 208-215 (2014). MSC: 91B30 62H05 91G10 91G70 PDFBibTeX XMLCite \textit{E. Kizilok Kara} and \textit{O. L. Gebizlioglu}, J. Comput. Appl. Math. 255, 208--215 (2014; Zbl 1291.91117) 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
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. (English) Zbl 1284.60027 Insur. Math. Econ. 52, No. 3, 560-572 (2013). MSC: 60E05 62H05 62E15 91B30 91G10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 52, No. 3, 560--572 (2013; Zbl 1284.60027) 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
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
Yong, Wu; Xiang, Hu Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time. (English) Zbl 1277.91100 J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012). MSC: 91B30 91G80 35Q91 45K05 60K10 62P05 PDFBibTeX XMLCite \textit{W. Yong} and \textit{H. Xiang}, J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012; Zbl 1277.91100) 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
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
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
Martel-Escobar, M.; Hernández-Bastida, A.; Vázquez-Polo, F. J. On the independence between risk profiles in the compound collective risk actuarial model. (English) Zbl 1306.91082 Math. Comput. Simul. 82, No. 8, 1419-1431 (2012). MSC: 91B30 60E05 62F15 62P05 PDFBibTeX XMLCite \textit{M. Martel-Escobar} et al., Math. Comput. Simul. 82, No. 8, 1419--1431 (2012; Zbl 1306.91082) 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
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
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) 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
Jiang, Jun; Tang, Qihe The product of two dependent random variables with regularly varying or rapidly varying tails. (English) Zbl 1219.62098 Stat. Probab. Lett. 81, No. 8, 957-961 (2011). MSC: 62H20 62G32 62E20 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{Q. Tang}, Stat. Probab. Lett. 81, No. 8, 957--961 (2011; Zbl 1219.62098) 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
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
Chen, Yiqing; Chen, Anyue; Ng, Kai W. The strong law of large numbers for extended negatively dependent random variables. (English) Zbl 1213.60058 J. Appl. Probab. 47, No. 4, 908-922 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F15 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Appl. Probab. 47, No. 4, 908--922 (2010; Zbl 1213.60058) Full Text: DOI
Woo, Jae-Kyung Some remarks on delayed renewal risk models. (English) Zbl 1230.91083 Astin Bull. 40, No. 1, 199-219 (2010). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{J.-K. Woo}, ASTIN Bull. 40, No. 1, 199--219 (2010; Zbl 1230.91083) 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