Chukova, Stefanka; Minkova, Leda; Paralloi, Silvana Hypogeometric distribution and related discrete time point process. (English) Zbl 07607852 İstatistik 14, No. 1, 1-10 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Chukova} et al., İstatistik 14, No. 1, 1--10 (2022; Zbl 07607852) Full Text: Link
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
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
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
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
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
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
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
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
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDFBibTeX XMLCite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) 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
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