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
Lefèvre, Claude; Simon, Matthieu Cross-infection in epidemics spread by carriers. (English) Zbl 1391.60187 Stoch. Models 34, No. 2, 166-185 (2018). MSC: 60J28 92D30 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Stoch. Models 34, No. 2, 166--185 (2018; Zbl 1391.60187) Full Text: DOI OpenURL
Ji, Lanpeng; Robert, Stephan Ruin problem of a two-dimensional fractional Brownian motion risk process. (English) Zbl 1386.60138 Stoch. Models 34, No. 1, 73-97 (2018). MSC: 60G15 60G70 91B30 PDF BibTeX XML Cite \textit{L. Ji} and \textit{S. Robert}, Stoch. Models 34, No. 1, 73--97 (2018; Zbl 1386.60138) Full Text: DOI OpenURL
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Analysis of some ruin-related quantities in a Markov-modulated risk model. (English) Zbl 1344.60075 Stoch. Models 32, No. 3, 351-365 (2016). MSC: 60J28 60J27 60K37 91B30 44A10 PDF BibTeX XML Cite \textit{J. Li} et al., Stoch. Models 32, No. 3, 351--365 (2016; Zbl 1344.60075) Full Text: DOI Link OpenURL
Basu, Ranojoy Diffusion approximations for insurance risk processes. (English) Zbl 1337.60184 Stoch. Models 32, No. 1, 52-76 (2016). MSC: 60J60 60F05 60F17 91B30 PDF BibTeX XML Cite \textit{R. Basu}, Stoch. Models 32, No. 1, 52--76 (2016; Zbl 1337.60184) Full Text: DOI OpenURL
Delong, Łukasz; Pelsser, Antoon Instantaneous mean-variance hedging and Sharpe ratio pricing in a regime-switching financial model. (English) Zbl 1345.60062 Stoch. Models 31, No. 1, 67-97 (2015). MSC: 60H30 60H10 49J55 49N90 93E20 91G80 PDF BibTeX XML Cite \textit{Ł. Delong} and \textit{A. Pelsser}, Stoch. Models 31, No. 1, 67--97 (2015; Zbl 1345.60062) Full Text: DOI OpenURL
Hashorva, Enkelejd; Li, Jinzhu Tail behavior of weighted sums of order statistics of dependent risks. (English) Zbl 1309.62091 Stoch. Models 31, No. 1, 1-19 (2015). MSC: 62G32 62G30 62E10 62P05 91B30 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{J. Li}, Stoch. Models 31, No. 1, 1--19 (2015; Zbl 1309.62091) Full Text: DOI arXiv OpenURL
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Uniform tail asymptotics for the sum of two correlated classes with stochastic returns and dependent heavy tails. (English) Zbl 1404.62105 Stoch. Models 30, No. 2, 197-215 (2014). MSC: 62P05 60G70 62E20 91G80 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Stoch. Models 30, No. 2, 197--215 (2014; Zbl 1404.62105) Full Text: DOI OpenURL
Yang, Chen; Sendova, Kristina P. The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English) Zbl 1293.91101 Stoch. Models 30, No. 1, 99-124 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Stoch. Models 30, No. 1, 99--124 (2014; Zbl 1293.91101) Full Text: DOI OpenURL
Ren, Jiandong A risk model based on Markov chains with marked transitions. (English) Zbl 1270.60081 Stoch. Models 29, No. 2, 258-272 (2013). MSC: 60J27 60G17 91B30 PDF BibTeX XML Cite \textit{J. Ren}, Stoch. Models 29, No. 2, 258--272 (2013; Zbl 1270.60081) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. On a generalization of the risk model with Markovian claim arrivals. (English) Zbl 1237.91124 Stoch. Models 27, No. 3, 407-430 (2011). MSC: 91B30 60K15 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Stoch. Models 27, No. 3, 407--430 (2011; Zbl 1237.91124) Full Text: DOI Link OpenURL
Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv OpenURL
Yuan, Haili; Hu, Yijun The compound Poisson risk model with interest and a threshold strategy. (English) Zbl 1181.91108 Stoch. Models 25, No. 2, 197-220 (2009). Reviewer: V. S. Borkar (Mumbai) MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Stoch. Models 25, No. 2, 197--220 (2009; Zbl 1181.91108) Full Text: DOI OpenURL
Kolev, Nikolai; Dos Anjos, Ulisses; Mendes, Beatriz Vaz de M. Copulas: a review and recent developments. (English) Zbl 1120.60006 Stoch. Models 22, No. 4, 617-660 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E05 62E20 62G30 62G32 62H12 62H25 62J05 PDF BibTeX XML Cite \textit{N. Kolev} et al., Stoch. Models 22, No. 4, 617--660 (2006; Zbl 1120.60006) Full Text: DOI OpenURL
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI OpenURL
Tang, Qihe Asymptotics for the finite time ruin probability in the renewal model with consistent variation. (English) Zbl 1130.60312 Stoch. Models 20, No. 3, 281-297 (2004). MSC: 60K05 60F10 60K10 PDF BibTeX XML Cite \textit{Q. Tang}, Stoch. Models 20, No. 3, 281--297 (2004; Zbl 1130.60312) Full Text: DOI OpenURL
Perry, D.; Stadje, W.; Zacks, S. First-exit times for compound Poisson processes for some types of positive and negative jumps. (English) Zbl 0998.60089 Stoch. Models 18, No. 1, 139-157 (2002). Reviewer: L.Lakatos (Budapest) MSC: 60K25 PDF BibTeX XML Cite \textit{D. Perry} et al., Stoch. Models 18, No. 1, 139--157 (2002; Zbl 0998.60089) Full Text: DOI OpenURL