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 PDF BibTeX XML Cite \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 OpenURL
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 973--995 (2012; Zbl 1253.91090) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
Hao, Yuanyuan; Yang, Hu On a compound Poisson risk model with delayed claims and random incomes. (English) Zbl 1217.91089 Appl. Math. Comput. 217, No. 24, 10195-10204 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Hao} and \textit{H. Yang}, Appl. Math. Comput. 217, No. 24, 10195--10204 (2011; Zbl 1217.91089) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On the absolute ruin in a map risk model with debit interest. (English) Zbl 1229.91171 Adv. Appl. Probab. 43, No. 1, 77-96 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J28 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Adv. Appl. Probab. 43, No. 1, 77--96 (2011; Zbl 1229.91171) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 235, No. 5, 1189--1204 (2011; Zbl 1202.91131) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (English) Zbl 1294.91081 J. Korean Stat. Soc. 39, No. 2, 207-219 (2010). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Korean Stat. Soc. 39, No. 2, 207--219 (2010; Zbl 1294.91081) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin On a discrete risk model with two-sided jumps. (English) Zbl 1188.91091 J. Comput. Appl. Math. 234, No. 3, 835-844 (2010). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Comput. Appl. Math. 234, No. 3, 835--844 (2010; Zbl 1188.91091) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu On a risk model with stochastic premiums income and dependence between income and loss. (English) Zbl 1188.91094 J. Comput. Appl. Math. 234, No. 1, 44-57 (2010). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 234, No. 1, 44--57 (2010; Zbl 1188.91094) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hu A generalized penalty function in the Sparre Andersen risk model with two-sided jumps. (English) Zbl 1202.91130 Stat. Probab. Lett. 80, No. 7-8, 597-607 (2010). MSC: 91B30 91B70 60K15 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, Stat. Probab. Lett. 80, No. 7--8, 597--607 (2010; Zbl 1202.91130) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin On a class of renewal risk model with random income. (English) Zbl 1224.91097 Appl. Stoch. Models Bus. Ind. 25, No. 6, 678-695 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 678--695 (2009; Zbl 1224.91097) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. (English) Zbl 1173.91408 J. Comput. Appl. Math. 232, No. 2, 612-624 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Comput. Appl. Math. 232, No. 2, 612--624 (2009; Zbl 1173.91408) Full Text: DOI OpenURL
Zhang, Zhimin; Li, Shuanming; Yang, Hu The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. (English) Zbl 1232.91356 J. Comput. Appl. Math. 230, No. 2, 643-655 (2009). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Comput. Appl. Math. 230, No. 2, 643--655 (2009; Zbl 1232.91356) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin The perturbed compound Poisson risk model with multi-layer dividend strategy. (English) Zbl 1169.62358 Stat. Probab. Lett. 79, No. 1, 70-78 (2009). MSC: 62P05 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, Stat. Probab. Lett. 79, No. 1, 70--78 (2009; Zbl 1169.62358) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin; Lan, Chunmei On the time value of absolute ruin for a multi-layer compound Poisson model under interest force. (English) Zbl 1310.91080 Stat. Probab. Lett. 78, No. 13, 1835-1845 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Yang} et al., Stat. Probab. Lett. 78, No. 13, 1835--1845 (2008; Zbl 1310.91080) Full Text: DOI OpenURL