Ellanskaya, Anastasiya; Kabanov, Yuri On ruin probabilities with risky investments in a stock with stochastic volatility. (English) Zbl 07449510 Extremes 24, No. 4, 687-697 (2021). MSC: 60G44 91B28 PDF BibTeX XML Cite \textit{A. Ellanskaya} and \textit{Y. Kabanov}, Extremes 24, No. 4, 687--697 (2021; Zbl 07449510) Full Text: DOI arXiv OpenURL
Palmowski, Zbigniew; Vatamidou, Eleni Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English) Zbl 1451.60087 Stoch. Models 36, No. 2, 337-363 (2020). MSC: 60J28 60G70 91G05 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{E. Vatamidou}, Stoch. Models 36, No. 2, 337--363 (2020; Zbl 1451.60087) Full Text: DOI arXiv OpenURL
Dufresne, François Discussion on: “On Cramér’s first contributions to ruin theory”. (English) Zbl 1426.91215 N. Am. Actuar. J. 23, No. 3, 321 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Dufresne}, N. Am. Actuar. J. 23, No. 3, 321 (2019; Zbl 1426.91215) Full Text: DOI OpenURL
Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (English) Zbl 1427.91077 Appl. Math. Comput. 331, 358-377 (2018). MSC: 91B05 60K10 91G05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Math. Comput. 331, 358--377 (2018; Zbl 1427.91077) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv OpenURL
Wang, Houchun; Ling, Nengxiang On the Gerber-Shiu function with random discount rate. (English) Zbl 1360.62067 Commun. Stat., Theory Methods 46, No. 1, 210-220 (2017). MSC: 62E20 60K05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{N. Ling}, Commun. Stat., Theory Methods 46, No. 1, 210--220 (2017; Zbl 1360.62067) Full Text: DOI OpenURL
Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. (English) Zbl 1474.62375 Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014). MSC: 62P05 60J76 91B05 91G20 PDF BibTeX XML Cite \textit{C. Yin} et al., Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014; Zbl 1474.62375) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link OpenURL
Liu, Luyin; Cheung, Eric C. K. On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. (English) Zbl 1338.60219 Appl. Math. Comput. 247, 1183-1201 (2014). MSC: 60K15 91B30 PDF BibTeX XML Cite \textit{L. Liu} and \textit{E. C. K. Cheung}, Appl. Math. Comput. 247, 1183--1201 (2014; Zbl 1338.60219) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang Valuing equity-linked death benefits in jump diffusion models. (English) Zbl 1290.91162 Insur. Math. Econ. 53, No. 3, 615-623 (2013). MSC: 91G20 60J60 60G51 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Insur. Math. Econ. 53, No. 3, 615--623 (2013; Zbl 1290.91162) Full Text: DOI Link OpenURL
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei Lévy risk model with two-sided jumps and a barrier dividend strategy. (English) Zbl 1244.91044 Insur. Math. Econ. 50, No. 2, 280-291 (2012); erratum ibid. 52, No. 1, 124-125 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G51 60J75 PDF BibTeX XML Cite \textit{L. Bo} et al., Insur. Math. Econ. 50, No. 2, 280--291 (2012; Zbl 1244.91044) Full Text: DOI OpenURL
Labbé, Chantal; Sendov, Hristo S.; Sendova, Kristina P. The Gerber-Shiu function and the generalized Cramér-Lundberg model. (English) Zbl 1239.91081 Appl. Math. Comput. 218, No. 7, 3035-3056 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Labbé} et al., Appl. Math. Comput. 218, No. 7, 3035--3056 (2011; Zbl 1239.91081) Full Text: DOI OpenURL
Cheung, Eric C. K. On a class of stochastic models with two-sided jumps. (English) Zbl 1235.60126 Queueing Syst. 69, No. 1, 1-28 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60K15 90B22 91B30 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Queueing Syst. 69, No. 1, 1--28 (2011; Zbl 1235.60126) Full Text: DOI OpenURL
Chi, Yichun; Lin, X. Sheldon On the threshold dividend strategy for a generalized jump-diffusion risk model. (English) Zbl 1218.91072 Insur. Math. Econ. 48, No. 3, 326-337 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{X. S. Lin}, Insur. Math. Econ. 48, No. 3, 326--337 (2011; Zbl 1218.91072) Full Text: DOI OpenURL
Gerber, Hans U.; Yang, Hailiang Obtaining the dividends-penalty identities by interpretation. (English) Zbl 1231.91487 Insur. Math. Econ. 47, No. 2, 206-207 (2010). MSC: 91G70 91B30 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{H. Yang}, Insur. Math. Econ. 47, No. 2, 206--207 (2010; Zbl 1231.91487) Full Text: DOI OpenURL