Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. A ruin model with a resampled environment. (English) Zbl 1447.91131 Scand. Actuar. J. 2020, No. 4, 323-341 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2020, No. 4, 323--341 (2020; Zbl 1447.91131) Full Text: DOI arXiv
Kievinaitė, Dominyka; Šiaulys, Jonas Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. (English) Zbl 1393.91100 Mod. Stoch., Theory Appl. 5, No. 2, 129-143 (2018). MSC: 91B30 60K10 60G50 62P05 PDFBibTeX XMLCite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv
Muromskaya, Anastasia A. Generalization of Lundberg’s inequality for the case of stock insurance company. (English. Russian original) Zbl 1415.91159 Mosc. Univ. Math. Bull. 72, No. 1, 31-34 (2017); translation from Vestn. Mosk. Univ., Ser. I 72, No. 1, 32-36 (2017). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{A. A. Muromskaya}, Mosc. Univ. Math. Bull. 72, No. 1, 31--34 (2017; Zbl 1415.91159); translation from Vestn. Mosk. Univ., Ser. I 72, No. 1, 32--36 (2017) Full Text: DOI
Jasiulewicz, Helena; Kordecki, Wojciech Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions. (English) Zbl 1395.91254 Oper. Res. Decis. 25, No. 3, 17-57 (2015). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Jasiulewicz} and \textit{W. Kordecki}, Oper. Res. Decis. 25, No. 3, 17--57 (2015; Zbl 1395.91254) Full Text: DOI arXiv
Diasparra, M.; Romera, R. Inequalities for the ruin probability in a controlled discrete-time risk process. (English) Zbl 1189.91071 Eur. J. Oper. Res. 204, No. 3, 496-504 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 60J05 PDFBibTeX XMLCite \textit{M. Diasparra} and \textit{R. Romera}, Eur. J. Oper. Res. 204, No. 3, 496--504 (2010; Zbl 1189.91071) Full Text: DOI
Asmussen, Søren Importance sampling for failure probabilities in computing and data transmission. (English) Zbl 1173.65005 J. Appl. Probab. 46, No. 3, 768-790 (2009). MSC: 65C60 65C05 68M15 60F05 68M20 62P30 62F25 PDFBibTeX XMLCite \textit{S. Asmussen}, J. Appl. Probab. 46, No. 3, 768--790 (2009; Zbl 1173.65005) Full Text: DOI
Diasparra, Maikol A.; Romera, Rosario Bounds for the ruin probability of a discrete-time risk process. (English) Zbl 1159.91404 J. Appl. Probab. 46, No. 1, 99-112 (2009). MSC: 91B30 60K10 60J05 PDFBibTeX XMLCite \textit{M. A. Diasparra} and \textit{R. Romera}, J. Appl. Probab. 46, No. 1, 99--112 (2009; Zbl 1159.91404) Full Text: DOI
Zinchenko, Nadiia; Andrusiv, Andrii Risk process with stochastic premiums. (English) Zbl 1224.91102 Theory Stoch. Process. 14, No. 3-4, 189-208 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60F17 60F15 60G52 60G50 PDFBibTeX XMLCite \textit{N. Zinchenko} and \textit{A. Andrusiv}, Theory Stoch. Process. 14, No. 3--4, 189--208 (2008; Zbl 1224.91102)
Xiao, Yuntao; Guo, Junyi The compound binomial risk model with time-correlated claims. (English) Zbl 1119.91059 Insur. Math. Econ. 41, No. 1, 124-133 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Xiao} and \textit{J. Guo}, Insur. Math. Econ. 41, No. 1, 124--133 (2007; Zbl 1119.91059) Full Text: DOI
Yuen, Kam C.; Yang, Hailiang; Wang, Rongming On Erlang(2) risk process perturbed by diffusion. (English) Zbl 1078.60509 Commun. Stat., Theory Methods 34, No. 11, 2197-2208 (2005). MSC: 60J35 60K25 62P05 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Commun. Stat., Theory Methods 34, No. 11, 2197--2208 (2005; Zbl 1078.60509) Full Text: DOI
Cai, Jun; Dickson, David C. M. Ruin probabilities with a Markov chain interest model. (English) Zbl 1122.91340 Insur. Math. Econ. 35, No. 3, 513-525 (2004). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 35, No. 3, 513--525 (2004; Zbl 1122.91340) Full Text: DOI Link
Cal, Jun; Garrido, José A unified approach to the study of tail probabilities of compound distributions. (English) Zbl 0967.60014 J. Appl. Probab. 36, No. 4, 1058-1073 (1999). MSC: 60E10 60K25 62N05 PDFBibTeX XMLCite \textit{J. Cal} and \textit{J. Garrido}, J. Appl. Probab. 36, No. 4, 1058--1073 (1999; Zbl 0967.60014) Full Text: DOI
Yang, Hailiang Non-exponential bounds for ruin probabilities with interest effect included. (English) Zbl 0922.62113 Scand. Actuarial J. 1999, No. 1, 66-79 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 60G44 91B30 PDFBibTeX XMLCite \textit{H. Yang}, Scand. Actuarial J. 1999, No. 1, 66--79 (1999; Zbl 0922.62113) Full Text: DOI
Dickson, David C. M. An upper bound for the probability of ultimate ruin. (English) Zbl 0809.62099 Scand. Actuarial J. 1994, No. 2, 131-138 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Scand. Actuarial J. 1994, No. 2, 131--138 (1994; Zbl 0809.62099) Full Text: DOI
Ramsay, Colin M. On a fundamental identity for stopping times and its application to risk theory. (English) Zbl 0735.62096 Insur. Math. Econ. 9, No. 2-3, 149-153 (1990). Reviewer: E.Shiu MSC: 62P05 60G40 60G50 PDFBibTeX XMLCite \textit{C. M. Ramsay}, Insur. Math. Econ. 9, No. 2--3, 149--153 (1990; Zbl 0735.62096) Full Text: DOI
Centeno, Lourdes Measuring the effects of reinsurance by the adjustment coefficient. (English) Zbl 0598.62141 Insur. Math. Econ. 5, 169-182 (1986). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{L. Centeno}, Insur. Math. Econ. 5, 169--182 (1986; Zbl 0598.62141) Full Text: DOI
Waters, Howard R.; Papatriandafylou, Alex Ruin probabilities allowing for delay in claims settlement. (English) Zbl 0565.62091 Insur. Math. Econ. 4, 113-122 (1985). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{H. R. Waters} and \textit{A. Papatriandafylou}, Insur. Math. Econ. 4, 113--122 (1985; Zbl 0565.62091) Full Text: DOI