Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 07294878 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 07294878)
Huang, Ya; Liu, Juan; Zhou, Jieming; Deng, Yingchun Gerber-Shiu analysis for a discrete risk model with delayed claims and random incomes. (English) Zbl 1449.62236 Chin. J. Eng. Math. 37, No. 1, 89-106 (2020). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Chin. J. Eng. Math. 37, No. 1, 89--106 (2020; Zbl 1449.62236) Full Text: DOI
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
Peng, Xuanhua; Su, Wen; Zhang, Zhimin On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy. (English) Zbl 1449.91107 J. Ind. Manag. Optim. 16, No. 4, 1967-1986 (2020). MSC: 91G05 60K10 60J74 45K05 PDF BibTeX XML Cite \textit{X. Peng} et al., J. Ind. Manag. Optim. 16, No. 4, 1967--1986 (2020; Zbl 1449.91107) Full Text: DOI
Yang, Long; Deng, Guohe; Yang, Li; Huang, Yuanmin A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1449.62243 Chin. J. Appl. Probab. Stat. 35, No. 4, 373-396 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{L. Yang} et al., Chin. J. Appl. Probab. Stat. 35, No. 4, 373--396 (2019; Zbl 1449.62243) Full Text: DOI
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI
Ragulina, Olena The risk model with stochastic premiums and a multi-layer dividend strategy. (English) Zbl 1427.91240 Mod. Stoch., Theory Appl. 6, No. 3, 285-309 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 6, No. 3, 285--309 (2019; Zbl 1427.91240) Full Text: DOI arXiv
He, Jingmin; Gao, Zhongqin; Wang, Bingbing Omega model for a jump-diffusion process with a two-step premium rate. (English) Zbl 1428.62497 J. Korean Stat. Soc. 48, No. 3, 426-438 (2019). MSC: 62P20 91B05 60J60 60J76 PDF BibTeX XML Cite \textit{J. He} et al., J. Korean Stat. Soc. 48, No. 3, 426--438 (2019; Zbl 1428.62497) Full Text: DOI
Wang, Wenyuan; Zhang, Zhimin Computing the Gerber-Shiu function by frame duality projection. (English) Zbl 1411.91320 Scand. Actuar. J. 2019, No. 4, 291-307 (2019). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{W. Wang} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 4, 291--307 (2019; Zbl 1411.91320) Full Text: DOI
Zhang, Zhimin; Su, Wen Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion. (English) Zbl 1405.62149 J. Comput. Appl. Math. 346, 133-149 (2019). MSC: 62P05 60G51 91B30 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{W. Su}, J. Comput. Appl. Math. 346, 133--149 (2019; Zbl 1405.62149) Full Text: DOI
Su, Wen; Yong, Yaodi; Zhang, Zhimin Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English) Zbl 1402.91216 J. Math. Anal. Appl. 469, No. 2, 705-729 (2019). MSC: 91B30 62P05 62G05 60J70 PDF BibTeX XML Cite \textit{W. Su} et al., J. Math. Anal. Appl. 469, No. 2, 705--729 (2019; Zbl 1402.91216) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K. A note on a Lévy insurance risk model under periodic dividend decisions. (English) Zbl 1412.60068 J. Ind. Manag. Optim. 14, No. 1, 35-63 (2018). MSC: 60G51 60J75 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, J. Ind. Manag. Optim. 14, No. 1, 35--63 (2018; Zbl 1412.60068) Full Text: DOI
Wen, Eryuan; Wang, Xiulian The Gerber-Shiu discounted penalty function of absolute ruin for two rates with phase-type interclaim times. (Chinese. English summary) Zbl 1413.91044 J. Cent. China Norm. Univ., Nat. Sci. 52, No. 1, 14-18 (2018). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{E. Wen} and \textit{X. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 52, No. 1, 14--18 (2018; Zbl 1413.91044) Full Text: DOI
Xue, Ying; Niu, Yaoming; Xu, Hao Gerber-Shiu function of generalized Erlang(2) risk model in multiple occurrences point processes. (Chinese. English summary) Zbl 1413.91046 Acta Sci. Nat. Univ. Nankaiensis 51, No. 1, 74-78 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Xue} et al., Acta Sci. Nat. Univ. Nankaiensis 51, No. 1, 74--78 (2018; Zbl 1413.91046)
Ben Salah, Zied; Garrido, José On fair reinsurance premiums; capital injections in a perturbed risk model. (English) Zbl 1416.91157 Insur. Math. Econ. 82, 11-20 (2018). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{J. Garrido}, Insur. Math. Econ. 82, 11--20 (2018; Zbl 1416.91157) Full Text: DOI
Zhang, Zhimin; Su, Wen A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English) Zbl 1416.91229 Scand. Actuar. J. 2018, No. 5, 426-449 (2018). MSC: 91B30 60K10 62G05 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{W. Su}, Scand. Actuar. J. 2018, No. 5, 426--449 (2018; Zbl 1416.91229) Full Text: DOI
Kim, So-Yeun; Ko, Bangwon On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model. (English) Zbl 1406.91199 Lobachevskii J. Math. 39, No. 3, 348-354 (2018). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{B. Ko}, Lobachevskii J. Math. 39, No. 3, 348--354 (2018; Zbl 1406.91199) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI
Li, Shuanming; Lu, Yi Distributional study of finite-time ruin related problems for the classical risk model. (English) Zbl 1427.91079 Appl. Math. Comput. 315, 319-330 (2017). MSC: 91B05 62P05 60K05 91G05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI
Yang, Chen; Sendova, Kristian P.; Li, Zhong On the Parisian ruin of the dual Lévy risk model. (English) Zbl 1416.91226 J. Appl. Probab. 54, No. 4, 1193-1212 (2017). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{C. Yang} et al., J. Appl. Probab. 54, No. 4, 1193--1212 (2017; Zbl 1416.91226) Full Text: DOI
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen On the last exit times for spectrally negative Lévy processes. (English) Zbl 1400.60068 J. Appl. Probab. 54, No. 2, 474-489 (2017). MSC: 60G51 60K30 PDF BibTeX XML Cite \textit{Y. Li} et al., J. Appl. Probab. 54, No. 2, 474--489 (2017; Zbl 1400.60068) Full Text: DOI
Zhang, Zhimin Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. (English) Zbl 1402.91219 Scand. Actuar. J. 2017, No. 10, 898-919 (2017). MSC: 91B30 60K10 62P05 62F12 PDF BibTeX XML Cite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 10, 898--919 (2017; Zbl 1402.91219) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang Lévy insurance risk process with Poissonian taxation. (English) Zbl 1401.91216 Scand. Actuar. J. 2017, No. 1, 51-87 (2017). MSC: 91B30 91B64 60G51 62P05 60J75 60K10 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2017, No. 1, 51--87 (2017; Zbl 1401.91216) Full Text: DOI
Sun, Xin; Duan, Yu The study of a thinning risk model. (Chinese. English summary) Zbl 1399.91042 Math. Pract. Theory 47, No. 17, 235-240 (2017). MSC: 91B30 62P05 62F12 60K10 PDF BibTeX XML Cite \textit{X. Sun} and \textit{Y. Duan}, Math. Pract. Theory 47, No. 17, 235--240 (2017; Zbl 1399.91042)
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv
Yang, Long; Deng, Guohe The Erlang(2) risk process with dependence under a multi-layer dividend strategy. (English) Zbl 1389.91052 Chin. J. Appl. Probab. Stat. 33, No. 1, 1-20 (2017). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{L. Yang} and \textit{G. Deng}, Chin. J. Appl. Probab. Stat. 33, No. 1, 1--20 (2017; Zbl 1389.91052) Full Text: DOI
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI
Zhang, Zhimin; Yang, Yang; Liu, Chaolin On a perturbed compound Poisson model with varying premium rates. (English) Zbl 1364.91076 J. Ind. Manag. Optim. 13, No. 2, 721-736 (2017). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Ind. Manag. Optim. 13, No. 2, 721--736 (2017; Zbl 1364.91076) Full Text: DOI
Shimizu, Yasutaka; Zhang, Zhimin Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus. (English) Zbl 1394.62147 Insur. Math. Econ. 74, 84-98 (2017). MSC: 62P05 60G51 62M05 62G20 91B30 PDF BibTeX XML Cite \textit{Y. Shimizu} and \textit{Z. Zhang}, Insur. Math. Econ. 74, 84--98 (2017; Zbl 1394.62147) Full Text: DOI
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
Liu, Chaolin; Zhang, Zhimin; Yang, Hu A note on a discrete time MAP risk model. (English) Zbl 1410.91276 J. Comput. Appl. Math. 309, 111-121 (2017). MSC: 91B30 60J20 60J60 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Comput. Appl. Math. 309, 111--121 (2017; Zbl 1410.91276) Full Text: DOI
Shiraishi, Hiroshi Review of statistical actuarial risk modelling. (English) Zbl 1426.62308 Cogent Math. 3, Article ID 1123945, 31 p. (2016). MSC: 62P05 62-02 91G05 91B05 PDF BibTeX XML Cite \textit{H. Shiraishi}, Cogent Math. 3, Article ID 1123945, 31 p. (2016; Zbl 1426.62308) Full Text: DOI
Bao, Zhenhua; Liu, Ye A discrete-time ruin model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1419.62293 Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{Y. Liu}, Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016; Zbl 1419.62293) Full Text: DOI
Li, Shuanming; Lu, Yi On the time and the number of claims when the surplus drops below a certain level. (English) Zbl 1401.91165 Scand. Actuar. J. 2016, No. 5, 420-445 (2016). MSC: 91B30 62E15 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2016, No. 5, 420--445 (2016; Zbl 1401.91165) Full Text: DOI
Han, Shuxin; Zhang, Xingkuan The expected discounted penalty function of thinning risk models with barrier dividend. (Chinese. English summary) Zbl 1374.91039 Acta Sci. Nat. Univ. Nankaiensis 49, No. 5, 92-101 (2016). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{S. Han} and \textit{X. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 49, No. 5, 92--101 (2016; Zbl 1374.91039)
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI
Wang, Xiulian; Wang, Wei; Zhang, Chunsheng Ornstein-Uhlenback type Omega model. (English) Zbl 1361.60079 Front. Math. China 11, No. 3, 737-751 (2016). MSC: 60K10 91B30 PDF BibTeX XML Cite \textit{X. Wang} et al., Front. Math. China 11, No. 3, 737--751 (2016; Zbl 1361.60079) Full Text: DOI
He, Ting; Li, Zhiming; Wu, Lijun The absolute ruin risk model with constant interest investment and linear threshold dividend strategy. (English) Zbl 1363.91033 J. Xinjiang Univ., Nat. Sci. 33, No. 2, 127-133 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{T. He} et al., J. Xinjiang Univ., Nat. Sci. 33, No. 2, 127--133 (2016; Zbl 1363.91033) Full Text: DOI
Baurdoux, Erik J.; Pardo, Juan Carlos; Pérez, José Luis; Renaud, Jean-François Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. (English) Zbl 1344.60046 J. Appl. Probab. 53, No. 2, 572-584 (2016). MSC: 60G51 60J99 91B30 PDF BibTeX XML Cite \textit{E. J. Baurdoux} et al., J. Appl. Probab. 53, No. 2, 572--584 (2016; Zbl 1344.60046) Full Text: DOI Euclid
He, Lijuan; Wang, Chengyong; Zhang, Kai Gerber-Shiu discounted penalty function for compound Poisson-geometric risk model with variable premium rate. (Chinese. English summary) Zbl 1349.91140 Chin. J. Eng. Math. 33, No. 2, 121-130 (2016). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{L. He} et al., Chin. J. Eng. Math. 33, No. 2, 121--130 (2016; Zbl 1349.91140) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K. The Markov additive risk process under an Erlangized dividend barrier strategy. (English) Zbl 1338.91081 Methodol. Comput. Appl. Probab. 18, No. 2, 275-306 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, Methodol. Comput. Appl. Probab. 18, No. 2, 275--306 (2016; Zbl 1338.91081) Full Text: DOI
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv
Gatto, Riccardo; Baumgartner, Benjamin Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion. (English) Zbl 1336.60052 Methodol. Comput. Appl. Probab. 18, No. 1, 217-235 (2016). MSC: 60F10 60G55 60J60 60G51 41A60 65C05 PDF BibTeX XML Cite \textit{R. Gatto} and \textit{B. Baumgartner}, Methodol. Comput. Appl. Probab. 18, No. 1, 217--235 (2016; Zbl 1336.60052) Full Text: DOI
Kim, So-Yeun; Willmot, Gordon E. On the analysis of ruin-related quantities in the delayed renewal risk model. (English) Zbl 1348.91158 Insur. Math. Econ. 66, 77-85 (2016). MSC: 91B30 60K10 60K05 62P05 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Insur. Math. Econ. 66, 77--85 (2016; Zbl 1348.91158) Full Text: DOI
Li, Zhong; Sendova, Kristina P. On a ruin model with both interclaim times and premiums depending on claim sizes. (English) Zbl 1398.91342 Scand. Actuar. J. 2015, No. 3, 245-265 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Z. Li} and \textit{K. P. Sendova}, Scand. Actuar. J. 2015, No. 3, 245--265 (2015; Zbl 1398.91342) Full Text: DOI
Liu, Chaolin; Zhang, Zhimin On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion. (English) Zbl 1410.91275 Adv. Difference Equ. 2015, Paper No. 34, 20 p. (2015). MSC: 91B30 44A10 60J60 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Z. Zhang}, Adv. Difference Equ. 2015, Paper No. 34, 20 p. (2015; Zbl 1410.91275) Full Text: DOI
Zhang, Yuanyuan; Wang, Wensheng The perturbed compound Poisson risk model with constant interest. (English) Zbl 1349.91170 Chin. J. Appl. Probab. Stat. 31, No. 4, 375-383 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{W. Wang}, Chin. J. Appl. Probab. Stat. 31, No. 4, 375--383 (2015; Zbl 1349.91170) Full Text: DOI
Yang, Long The risk process with dependence based on FGM copula under a multi-layer dividend strategy. (Chinese. English summary) Zbl 1349.91164 Acta Math. Sci., Ser. A, Chin. Ed. 35, No. 5, 1004-1017 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{L. Yang}, Acta Math. Sci., Ser. A, Chin. Ed. 35, No. 5, 1004--1017 (2015; Zbl 1349.91164)
Zhou, Zhongbao; Xiao, Helu; Deng, Yingchun Markov-dependent risk model with multi-layer dividend strategy. (English) Zbl 1338.91082 Appl. Math. Comput. 252, 273-286 (2015). MSC: 91B30 45J05 60K10 62M05 PDF BibTeX XML Cite \textit{Z. Zhou} et al., Appl. Math. Comput. 252, 273--286 (2015; Zbl 1338.91082) 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 PDF BibTeX XML Cite \textit{J.-H. Xie} et al., Commun. Stat., Theory Methods 44, No. 14, 3022--3041 (2015; Zbl 1334.91042) Full Text: DOI
Dong, Yinghui; Chen, Yao; Zhu, Haifei A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English) Zbl 1340.91045 Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17-26 (2015). MSC: 91B30 60J75 60H10 PDF BibTeX XML Cite \textit{Y. Dong} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17--26 (2015; Zbl 1340.91045) Full Text: DOI
Xu, Lin; Zhang, Liming; Wu, Liyuan Differentiability and asymptotic properties of Gerber-Shiu function associated with absolute ruin time for a risk model with random premium incomes. (English) Zbl 1340.91061 Chin. J. Appl. Probab. Stat. 31, No. 3, 277-288 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Xu} et al., Chin. J. Appl. Probab. Stat. 31, No. 3, 277--288 (2015; Zbl 1340.91061) Full Text: DOI
Chen, Xu; Ou, Hui On the expected discounted penalty function for the compound Poisson risk model with time-changing. (Chinese. English summary) Zbl 1340.91044 Acta Math. Appl. Sin. 38, No. 3, 559-567 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Chen} and \textit{H. Ou}, Acta Math. Appl. Sin. 38, No. 3, 559--567 (2015; Zbl 1340.91044)
Bao, Zhenhua; Liu, Ye A class of discrete time risk models with general premium income. (Chinese. English summary) Zbl 1340.91042 J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150-155 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{Y. Liu}, J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150--155 (2015; Zbl 1340.91042) Full Text: DOI
Liu, Xiangdong; Xiong, Jie; Zhang, Shuaiqi The Gerber-Shiu discounted penalty function in the classical risk model with impulsive dividend policy. (English) Zbl 1357.91020 Stat. Probab. Lett. 107, 183-190 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{X. Liu} et al., Stat. Probab. Lett. 107, 183--190 (2015; Zbl 1357.91020) Full Text: DOI
Wang, Shanshan; An, Chuangji; Zhang, Chunsheng Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English) Zbl 1345.60081 Front. Math. China 10, No. 2, 377-393 (2015). MSC: 60J20 60J05 91B30 PDF BibTeX XML Cite \textit{S. Wang} et al., Front. Math. China 10, No. 2, 377--393 (2015; Zbl 1345.60081) Full Text: DOI
Wang, Wei The perturbed Sparre Andersen model with interest and a threshold dividend strategy. (English) Zbl 1334.60127 Methodol. Comput. Appl. Probab. 17, No. 2, 251-283 (2015). MSC: 60H30 60H10 60J60 60K10 60K05 91B30 35R09 PDF BibTeX XML Cite \textit{W. Wang}, Methodol. Comput. Appl. Probab. 17, No. 2, 251--283 (2015; Zbl 1334.60127) Full Text: DOI
Li, Jin-Zhu; Wu, Rong The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. (English) Zbl 1310.91078 Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 181-190 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J.-Z. Li} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 1, 181--190 (2015; Zbl 1310.91078) Full Text: DOI
Li, Shu; Landriault, David; Lemieux, Christiane A risk model with varying premiums: its risk management implications. (English) Zbl 1308.91089 Insur. Math. Econ. 60, 38-46 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} et al., Insur. Math. Econ. 60, 38--46 (2015; Zbl 1308.91089) Full Text: DOI
Liu, Donghai; Liu, Zaiming; Peng, Dan The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier. (English) Zbl 1406.91201 Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{D. Liu} et al., Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014; Zbl 1406.91201) Full Text: DOI
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI
Breuer, Lothar; Badescu, Andrei L. A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. (English) Zbl 1401.91103 Scand. Actuar. J. 2014, No. 2, 93-115 (2014). MSC: 91B30 60K10 60G55 60J65 PDF BibTeX XML Cite \textit{L. Breuer} and \textit{A. L. Badescu}, Scand. Actuar. J. 2014, No. 2, 93--115 (2014; Zbl 1401.91103) Full Text: DOI
Kuznetsov, Alexey; Morales, Manuel Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. (English) Zbl 1401.91156 Scand. Actuar. J. 2014, No. 1, 1-31 (2014). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{A. Kuznetsov} and \textit{M. Morales}, Scand. Actuar. J. 2014, No. 1, 1--31 (2014; Zbl 1401.91156) Full Text: DOI
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
Jiang, Wuyuan; Yang, Zhaojun The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds. (English) Zbl 1333.91031 Indian J. Pure Appl. Math. 45, No. 4, 479-495 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Indian J. Pure Appl. Math. 45, No. 4, 479--495 (2014; Zbl 1333.91031) Full Text: DOI
Xue, Ying; Liu, Peng The G-S function of the dependent dual risk model with a constant dividend barrier. (Chinese. English summary) Zbl 1324.91020 Acta Sci. Nat. Univ. Nankaiensis 47, No. 5, 1-10 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Xue} and \textit{P. Liu}, Acta Sci. Nat. Univ. Nankaiensis 47, No. 5, 1--10 (2014; Zbl 1324.91020)
Heilpern, Stanislaw Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English) Zbl 1306.91077 Insur. Math. Econ. 59, 251-257 (2014). MSC: 91B30 62H20 62P05 PDF BibTeX XML Cite \textit{S. Heilpern}, Insur. Math. Econ. 59, 251--257 (2014; Zbl 1306.91077) Full Text: DOI
Zhang, Zhimin; Wu, Xiu; Yang, Hu On a perturbed Sparre Andersen risk model with dividend barrier and dependence. (English) Zbl 1304.91139 J. Korean Stat. Soc. 43, No. 4, 585-598 (2014). MSC: 91B30 60G51 60J65 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Korean Stat. Soc. 43, No. 4, 585--598 (2014; Zbl 1304.91139) Full Text: DOI
Ben Salah, Zied On a generalization of the expected discounted penalty function to include deficits at and beyond ruin. (English) Zbl 1307.91094 Eur. Actuar. J. 4, No. 1, 219-246 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G50 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{Z. Ben Salah}, Eur. Actuar. J. 4, No. 1, 219--246 (2014; Zbl 1307.91094) Full Text: DOI arXiv
Orbán-Mihálykó, Éva; Mihálykó, Csaba Necessary and sufficient condition for the boundedness of the Gerber-Shiu function in dependent Sparre Andersen model. (English) Zbl 1313.91078 Miskolc Math. Notes 15, No. 1, 159-170 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{É. Orbán-Mihálykó} and \textit{C. Mihálykó}, Miskolc Math. Notes 15, No. 1, 159--170 (2014; Zbl 1313.91078)
Zhang, Zhimin On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence. (English) Zbl 1291.91136 J. Comput. Appl. Math. 255, 248-269 (2014). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{Z. Zhang}, J. Comput. Appl. Math. 255, 248--269 (2014; Zbl 1291.91136) Full Text: DOI
Zhang, Zhimin On a risk model with randomized dividend-decision times. (English) Zbl 1282.91164 J. Ind. Manag. Optim. 10, No. 4, 1041-1058 (2014). MSC: 91B30 91G50 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, J. Ind. Manag. Optim. 10, No. 4, 1041--1058 (2014; Zbl 1282.91164) Full Text: DOI
Cheng, Jianhua; Wang, Dehui On a perturbed MAP risk model under a threshold dividend strategy. (English) Zbl 1294.91074 J. Korean Stat. Soc. 42, No. 4, 543-564 (2013). MSC: 91B30 60K20 60F10 PDF BibTeX XML Cite \textit{J. Cheng} and \textit{D. Wang}, J. Korean Stat. Soc. 42, No. 4, 543--564 (2013; Zbl 1294.91074) Full Text: DOI
Ivanovs, Jevgenijs A note on killing with applications in risk theory. (English) Zbl 1291.91114 Insur. Math. Econ. 52, No. 1, 29-34 (2013). MSC: 91B30 60J25 60G51 60K10 PDF BibTeX XML Cite \textit{J. Ivanovs}, Insur. Math. Econ. 52, No. 1, 29--34 (2013; Zbl 1291.91114) Full Text: DOI
Xue, Ying; Liu, Peng; Wang, Jiajia The G-S function of the dual model with dependence. (Chinese. English summary) Zbl 1299.91080 Acta Sci. Nat. Univ. Nankaiensis 46, No. 3, 64-68 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Xue} et al., Acta Sci. Nat. Univ. Nankaiensis 46, No. 3, 64--68 (2013; Zbl 1299.91080)
Jiang, Wuyuan; Yang, Zhaojun The expected discounted penalty function for risk models with two classes of claims under multiple thresholds. (Chinese. English summary) Zbl 1299.91060 Acta Math. Appl. Sin. 36, No. 5, 821-830 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Acta Math. Appl. Sin. 36, No. 5, 821--830 (2013; Zbl 1299.91060)
Cheung, Eric C. K.; Feng, Runhuan A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English) Zbl 1284.91214 Insur. Math. Econ. 53, No. 1, 98-109 (2013). MSC: 91B30 60K10 60J28 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Insur. Math. Econ. 53, No. 1, 98--109 (2013; Zbl 1284.91214) Full Text: DOI
Yin, Chuancun; Wen, Yuzhen An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. (English) Zbl 1284.91281 Insur. Math. Econ. 52, No. 3, 469-476 (2013). MSC: 91B30 60J75 91G80 PDF BibTeX XML Cite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 52, No. 3, 469--476 (2013; Zbl 1284.91281) Full Text: DOI
Li, Shuanming; Lu, Yi On the generalized Gerber-Shiu function for surplus processes with interest. (English) Zbl 1284.91248 Insur. Math. Econ. 52, No. 2, 127-134 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 52, No. 2, 127--134 (2013; Zbl 1284.91248) Full Text: DOI
Bao, Zhenhua; Fu, Yongyi; Liu, Zhipeng On the expected discounted penalty function in the discrete time delayed renewal process with special claims. (Chinese. English summary) Zbl 1299.91053 J. Liaoning Norm. Univ., Nat. Sci. 36, No. 2, 150-154 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{Z. Bao} et al., J. Liaoning Norm. Univ., Nat. Sci. 36, No. 2, 150--154 (2013; Zbl 1299.91053) Full Text: DOI
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng On the compound Poisson risk model with dependence and a threshold dividend strategy. (English) Zbl 1283.91089 Stat. Probab. Lett. 83, No. 9, 1998-2006 (2013). MSC: 91B30 62H05 60K10 PDF BibTeX XML Cite \textit{Y. Shi} et al., Stat. Probab. Lett. 83, No. 9, 1998--2006 (2013; Zbl 1283.91089) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI
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
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong On a discrete-time risk model with delayed claims and dividends. (English) Zbl 1263.91054 Risk Decis. Anal. 4, No. 1, 3-16 (2013). MSC: 91G70 91G40 62P05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Risk Decis. Anal. 4, No. 1, 3--16 (2013; Zbl 1263.91054) Full Text: DOI
Chen, Xu; Ou, Hui A compound Poisson risk model with proportional investment. (English) Zbl 1282.91147 J. Comput. Appl. Math. 242, 248-260 (2013). MSC: 91B30 91G60 35Q91 PDF BibTeX XML Cite \textit{X. Chen} and \textit{H. Ou}, J. Comput. Appl. Math. 242, 248--260 (2013; Zbl 1282.91147) Full Text: DOI
Zou, Wei; Xie, Jie-hua On the Gerber-Shiu discounted penalty function in a risk model with delayed claims. (English) Zbl 1296.91172 J. Korean Stat. Soc. 41, No. 3, 387-397 (2012). MSC: 91B30 60J65 60K10 62P05 PDF BibTeX XML Cite \textit{W. Zou} and \textit{J.-h. Xie}, J. Korean Stat. Soc. 41, No. 3, 387--397 (2012; Zbl 1296.91172) Full Text: DOI
Ji, Lanpeng; Zhang, Chunsheng Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. (English) Zbl 1286.91067 Appl. Stoch. Models Bus. Ind. 28, No. 1, 73-90 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{L. Ji} and \textit{C. Zhang}, Appl. Stoch. Models Bus. Ind. 28, No. 1, 73--90 (2012; Zbl 1286.91067) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI
Zhou, Jieming; Ou, Hui; Mo, Xiaoyun; Yang, Xiangqun The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders. (English) Zbl 1289.91104 J. Nat. Sci. Hunan Norm. Univ. 35, No. 6, 1-13 (2012). MSC: 91B30 62P05 60J60 PDF BibTeX XML Cite \textit{J. Zhou} et al., J. Nat. Sci. Hunan Norm. Univ. 35, No. 6, 1--13 (2012; Zbl 1289.91104)
Jiang, Wuyuan; Liu, Xian; Sun, Xiping; Yin, Li Analysis of ruin measures in a class of risk models. (Chinese. English summary) Zbl 1289.91080 J. Hunan Inst. Sci. Technol., Nat. Sci. 25, No. 3, 20-24 (2012). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{W. Jiang} et al., J. Hunan Inst. Sci. Technol., Nat. Sci. 25, No. 3, 20--24 (2012; Zbl 1289.91080)
Xu, Huai; Tang, Ling A joint density function in phase-type (2) risk models. (English) Zbl 1274.62699 Commun. Math. Res. 28, No. 4, 349-358 (2012). MSC: 62P05 91B30 65C60 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Commun. Math. Res. 28, No. 4, 349--358 (2012; Zbl 1274.62699)
Wang, Jie; Cheng, Jianhua Gerber-Shiu functions for a perturbed renewal risk model with two classes of claims. (Chinese. English summary) Zbl 1274.91258 J. Jilin Univ., Sci. 50, No. 5, 917-923 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. Wang} and \textit{J. Cheng}, J. Jilin Univ., Sci. 50, No. 5, 917--923 (2012; Zbl 1274.91258)
Tang, Shengda; Qin, Yongsong A risk process driven by a Markovian environment process. (Chinese. English summary) Zbl 1274.62696 J. Guangxi Norm. Univ., Nat. Sci. 30, No. 1, 35-39 (2012). MSC: 62P05 91B30 60K37 PDF BibTeX XML Cite \textit{S. Tang} and \textit{Y. Qin}, J. Guangxi Norm. Univ., Nat. Sci. 30, No. 1, 35--39 (2012; Zbl 1274.62696)
Castañer, Anna; Claramunt, M. Mercè; Mármol, Maite Ruin probability and time of ruin with a proportional reinsurance threshold strategy. (English) Zbl 1284.91211 Top 20, No. 3, 614-638 (2012). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{A. Castañer} et al., Top 20, No. 3, 614--638 (2012; Zbl 1284.91211) Full Text: DOI
Ben Salah, Zied; Morales, Manuel Lévy systems and the time value of ruin for Markov additive processes. (English) Zbl 1271.60060 Eur. Actuar. J. 2, No. 2, 289-317 (2012). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 91B30 60J99 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{M. Morales}, Eur. Actuar. J. 2, No. 2, 289--317 (2012; Zbl 1271.60060) Full Text: DOI
Dong, Hua; Liu, Zaiming On a risk model with Markovian arrivals and tax. (English) Zbl 1265.91082 Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 150-158 (2012). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 150--158 (2012; Zbl 1265.91082) Full Text: DOI
Chen, Jinyuan; Kong, Xinbing; Li, Zehui The Gerber-Shiu function for a risk model perturbed by stable Lévy motion. (Chinese. English summary) Zbl 1265.60092 Acta Math. Sin., Chin. Ser. 55, No. 2, 259-272 (2012). MSC: 60G52 60F15 91B30 PDF BibTeX XML Cite \textit{J. Chen} et al., Acta Math. Sin., Chin. Ser. 55, No. 2, 259--272 (2012; Zbl 1265.60092)
Bieliauskienė, Eugenija; Šiaulys, Jonas Gerber-Shiu function for the discrete inhomogeneous claim case. (English) Zbl 1255.91176 Int. J. Comput. Math. 89, No. 12, 1617-1630 (2012). MSC: 91B30 60G50 PDF BibTeX XML Cite \textit{E. Bieliauskienė} and \textit{J. Šiaulys}, Int. J. Comput. Math. 89, No. 12, 1617--1630 (2012; Zbl 1255.91176) Full Text: DOI
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
Dong, Hua; Liu, Zaiming A matrix operator approach to a risk model with two classes of claims. (English) Zbl 1260.91122 Front. Math. China 7, No. 3, 437-448 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Front. Math. China 7, No. 3, 437--448 (2012; Zbl 1260.91122) Full Text: DOI