Mo, Xiao Yun; Yang, Xiang Qun Criterion of semi-Markov dependent risk model. (English) Zbl 1312.60107 Acta Math. Sin., Engl. Ser. 30, No. 7, 1273-1280 (2014). MSC: 60K15 60J20 62P05 91B30 91B70 PDF BibTeX XML Cite \textit{X. Y. Mo} and \textit{X. Q. Yang}, Acta Math. Sin., Engl. Ser. 30, No. 7, 1273--1280 (2014; Zbl 1312.60107) Full Text: DOI OpenURL
Tan, Ji Yang; Xiao, Lin; Liu, Shao Yue; Yang, Xiang Qun Dividend-reinsurance strategy in the Sparre Andersen model. (English) Zbl 1268.91084 Acta Math. Sin., Engl. Ser. 29, No. 2, 405-416 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{J. Y. Tan} et al., Acta Math. Sin., Engl. Ser. 29, No. 2, 405--416 (2013; Zbl 1268.91084) Full Text: DOI OpenURL
Zhang, Xin; Siu, Tak Kuen On optimal proportional reinsurance and investment in a Markovian regime-switching economy. (English) Zbl 1258.91115 Acta Math. Sin., Engl. Ser. 28, No. 1, 67-82 (2012). MSC: 91B30 91B54 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{T. K. Siu}, Acta Math. Sin., Engl. Ser. 28, No. 1, 67--82 (2012; Zbl 1258.91115) Full Text: DOI OpenURL
Wang, Shan Shan; Zhang, Chun Sheng The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English) Zbl 1268.91085 Acta Math. Sin., Engl. Ser. 27, No. 12, 2379-2394 (2011). MSC: 91B30 60G15 60K10 PDF BibTeX XML Cite \textit{S. S. Wang} and \textit{C. S. Zhang}, Acta Math. Sin., Engl. Ser. 27, No. 12, 2379--2394 (2011; Zbl 1268.91085) Full Text: DOI OpenURL
Zhang, Zhen Zhong; Zou, Jie Zhong; Liu, Yuan Yuan The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion. (English) Zbl 1237.91145 Acta Math. Sin., Engl. Ser. 27, No. 9, 1869-1880 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Z. Z. Zhang} et al., Acta Math. Sin., Engl. Ser. 27, No. 9, 1869--1880 (2011; Zbl 1237.91145) Full Text: DOI OpenURL
He, Jing Min; Wu, Rong On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs. (English) Zbl 1195.91067 Acta Math. Sin., Engl. Ser. 26, No. 5, 951-962 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. M. He} and \textit{R. Wu}, Acta Math. Sin., Engl. Ser. 26, No. 5, 951--962 (2010; Zbl 1195.91067) Full Text: DOI OpenURL