Cheng, Dongya; Yang, Yang; Wang, Xinzhi Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims. (English) Zbl 07309985 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). MSC: 62P20 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 07309985) Full Text: DOI
Dong, Hua; Zhao, Xiang-hua Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. (English) Zbl 07304282 Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349-358 (2020). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X.-h. Zhao}, Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349--358 (2020; Zbl 07304282) Full Text: DOI
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 07296193 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 7, No. 3, 245--265 (2020; Zbl 07296193) Full Text: DOI
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 1454.91193 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 1454.91193) Full Text: DOI
Aurzada, Frank; Buck, Micha Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. (English) Zbl 1452.91258 Eur. Actuar. J. 10, No. 1, 261-269 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Buck}, Eur. Actuar. J. 10, No. 1, 261--269 (2020; Zbl 1452.91258) Full Text: DOI
Zhang, Jinyuan; Peng, Jiangyan; Jing, Haojie Asymptotic and numerical simulation for ruin probabilities of a general discrete-time risk model. (Chinese. English summary) Zbl 07267384 Math. Pract. Theory 50, No. 5, 104-111 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Zhang} et al., Math. Pract. Theory 50, No. 5, 104--111 (2020; Zbl 07267384)
Xiao, Hongmin; Wang, Zhankui Finite-time ruin probability of a bidimensional dependent risk model based on entrance process. (Chinese. English summary) Zbl 07266958 J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38-44 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Xiao} and \textit{Z. Wang}, J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38--44 (2020; Zbl 07266958) Full Text: DOI
Tang, Fengqin; Ding, Wenwen Approximation of the tail probabilities of loss process in a time dependent compound renewal risk model. (Chinese. English summary) Zbl 07266415 Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11-20 (2020). MSC: 60K10 62P05 91G40 PDF BibTeX XML Cite \textit{F. Tang} and \textit{W. Ding}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11--20 (2020; Zbl 07266415) Full Text: DOI
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English) Zbl 1453.60149 Probab. Math. Stat. 40, No. 1, 57-81 (2020). MSC: 60J99 91G40 60G51 PDF BibTeX XML Cite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. (English) Zbl 1445.91054 Insur. Math. Econ. 92, 128-146 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 92, 128--146 (2020; Zbl 1445.91054) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew Simultaneous ruin probability for two-dimensional Brownian risk model. (English) Zbl 07224248 J. Appl. Probab. 57, No. 2, 597-612 (2020). MSC: 60G15 60G70 91B05 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Appl. Probab. 57, No. 2, 597--612 (2020; Zbl 07224248) Full Text: DOI
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
Fu, Ke-Ang; Ni, Chang; Chen, Hao A particular bidimensional time-dependent renewal risk model with constant interest rates. (English) Zbl 1434.60254 Probab. Eng. Inf. Sci. 34, No. 2, 172-182 (2020). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{K.-A. Fu} et al., Probab. Eng. Inf. Sci. 34, No. 2, 172--182 (2020; Zbl 1434.60254) Full Text: DOI
Liu, Zhe; Yang, Ying Uncertain insurance risk process with multiple classes of claims. (English) Zbl 07203970 Appl. Math. Modelling 83, 660-673 (2020). MSC: 90 91 PDF BibTeX XML Cite \textit{Z. Liu} and \textit{Y. Yang}, Appl. Math. Modelling 83, 660--673 (2020; Zbl 07203970) Full Text: DOI
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 60J60 60K15 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI
Gatto, Riccardo Stochastic models in actuarial risk theory. A mathematical introduction. 2nd edition. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1433.91002 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-60923-1/pbk; 978-3-662-60924-8/ebook). x, 288 p. (2020). MSC: 91-01 91B70 62P05 60K10 60G70 91G05 PDF BibTeX XML Cite \textit{R. Gatto}, Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung. Berlin: Springer Spektrum (2020; Zbl 1433.91002) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Minimizing the discounted probability of exponential Parisian ruin via reinsurance. (English) Zbl 1433.91136 SIAM J. Control Optim. 58, No. 2, 937-964 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, SIAM J. Control Optim. 58, No. 2, 937--964 (2020; Zbl 1433.91136) Full Text: DOI
Grandits, P. A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. (English) Zbl 1450.91033 Theory Probab. Appl. 64, No. 4, 646-655 (2020) and Teor. Veroyatn. Primen. 64, No. 4, 811-823 (2019). Reviewer: Claudio Fontana (Paris) MSC: 91G50 93E20 60J70 PDF BibTeX XML Cite \textit{P. Grandits}, Theory Probab. Appl. 64, No. 4, 646--655 (2020; Zbl 1450.91033) Full Text: DOI Link
Yang, Chen; Sendova, Kristina P.; Li, Zhong Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. (English) Zbl 1431.91345 Insur. Math. Econ. 90, 135-150 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{C. Yang} et al., Insur. Math. Econ. 90, 135--150 (2020; Zbl 1431.91345) Full Text: DOI
You, Honglong; Guo, Junyi; Jiang, Jiancheng Interval estimation of the ruin probability in the classical compound Poisson risk model. (English) Zbl 07160702 Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020). MSC: 62 PDF BibTeX XML Cite \textit{H. You} et al., Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020; Zbl 07160702) Full Text: DOI
Chen, Yu; Zhang, Qi On the Sparre Andersen dual model perturbed by diffusion. (English) Zbl 07295890 J. Univ. Sci. Technol. China 49, No. 9, 689-698 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Q. Zhang}, J. Univ. Sci. Technol. China 49, No. 9, 689--698 (2019; Zbl 07295890) Full Text: DOI
Bi, Xiuchun; Zhang, Shuguang The finite-time ruin probability in a dependent random premium rates risk model. (Chinese. English summary) Zbl 07266302 Acta Math. Appl. Sin. 42, No. 3, 345-355 (2019). MSC: 62P05 91B05 62G32 60K05 PDF BibTeX XML Cite \textit{X. Bi} and \textit{S. Zhang}, Acta Math. Appl. Sin. 42, No. 3, 345--355 (2019; Zbl 07266302)
Jiang, Wuyuan The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income. (Chinese. English summary) Zbl 1449.62237 Chin. J. Appl. Probab. Stat. 35, No. 3, 263-274 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{W. Jiang}, Chin. J. Appl. Probab. Stat. 35, No. 3, 263--274 (2019; Zbl 1449.62237) Full Text: DOI
Baltazar-Larios, F.; Esparza, Luz Judith R. Bayesian estimation for the Markov-modulated diffusion risk model. (English) Zbl 1436.62486 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 15-31 (2019). MSC: 62P05 62M02 62M05 60J74 91B05 PDF BibTeX XML Cite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Springer Proc. Math. Stat. 301, 15--31 (2019; Zbl 1436.62486) Full Text: DOI
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. Probability of ruin in discrete insurance risk model with dependent Pareto claims. (English) Zbl 1439.62214 Depend. Model. 7, 215-233 (2019). MSC: 62P05 91B05 62E15 62G32 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Depend. Model. 7, 215--233 (2019; Zbl 1439.62214) Full Text: DOI
Bareche, Aicha; Cherfaoui, Mouloud Sensitivity of the stability bound for ruin probabilities to claim distributions. (English) Zbl 1437.91459 Methodol. Comput. Appl. Probab. 21, No. 4, 1259-1281 (2019). MSC: 91G70 91G05 62G32 PDF BibTeX XML Cite \textit{A. Bareche} and \textit{M. Cherfaoui}, Methodol. Comput. Appl. Probab. 21, No. 4, 1259--1281 (2019; Zbl 1437.91459) Full Text: DOI
Blanchet, Jose; Murthy, Karthyek Quantifying distributional model risk via optimal transport. (English) Zbl 1434.60113 Math. Oper. Res. 44, No. 2, 565-600 (2019). MSC: 60G07 60F99 62P05 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{K. Murthy}, Math. Oper. Res. 44, No. 2, 565--600 (2019; Zbl 1434.60113) Full Text: DOI
Strini, Josef Anton; Thonhauser, Stefan On a dividend problem with random funding. (English) Zbl 1433.91146 Eur. Actuar. J. 9, No. 2, 607-633 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Eur. Actuar. J. 9, No. 2, 607--633 (2019; Zbl 1433.91146) Full Text: DOI
Su, Bihao; Li, Jingchao The joint distribution of ruin related quantities in the classical risk model. (Chinese. English summary) Zbl 1449.91037 J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419-423 (2019). MSC: 91B05 60E05 PDF BibTeX XML Cite \textit{B. Su} and \textit{J. Li}, J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419--423 (2019; Zbl 1449.91037) Full Text: DOI
Mao, Yanzhu; Wang, Kaiyong Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English) Zbl 1449.91036 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487-490 (2019). MSC: 91B05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Mao} and \textit{K. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487--490 (2019; Zbl 1449.91036) Full Text: DOI
Collevecchio, Andrea; Huynh, Cong Bang; Kious, Daniel The branching-ruin number as critical parameter of random processes on trees. (English) Zbl 1427.60198 Electron. J. Probab. 24, Paper No. 121, 29 p. (2019). MSC: 60K35 60K37 82D30 PDF BibTeX XML Cite \textit{A. Collevecchio} et al., Electron. J. Probab. 24, Paper No. 121, 29 p. (2019; Zbl 1427.60198) Full Text: DOI Euclid arXiv
Kostadinova, Krasimira Y.; Lazarova, Meglena Risk models of order \(k\). (English) Zbl 1438.60114 Ann. Acad. Rom. Sci., Math. Appl. 11, No. 2, 259-273 (2019). MSC: 60K10 62P05 PDF BibTeX XML Cite \textit{K. Y. Kostadinova} and \textit{M. Lazarova}, Ann. Acad. Rom. Sci., Math. Appl. 11, No. 2, 259--273 (2019; Zbl 1438.60114) Full Text: Link
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
Zhang, Ting; Li, Feng; Yang, Yang; Lin, Jinguan Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables. (Chinese. English summary) Zbl 1438.62021 Chin. J. Appl. Probab. Stat. 35, No. 1, 39-50 (2019). MSC: 62E20 62P05 91B05 62G32 PDF BibTeX XML Cite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI
Constantinescu, Corina D.; Ramirez, Jorge M.; Zhu, Wei R. An application of fractional differential equations to risk theory. (English) Zbl 1432.91097 Finance Stoch. 23, No. 4, 1001-1024 (2019). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91G05 60K05 26A33 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Finance Stoch. 23, No. 4, 1001--1024 (2019; Zbl 1432.91097) Full Text: DOI arXiv
Yang, Haizhong; Li, Jinzhu On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1427.62125 Stat. Probab. Lett. 149, 153-159 (2019). MSC: 62P05 91B05 60K10 PDF BibTeX XML Cite \textit{H. Yang} and \textit{J. Li}, Stat. Probab. Lett. 149, 153--159 (2019; Zbl 1427.62125) Full Text: DOI
Kartashov, M. V.; Golomozyĭ, V. V. Some inequalities for the risk function in the time and space nonhomogeneous Cramér-Lundberg risk model. (English. Ukrainian original) Zbl 1418.91244 Theory Probab. Math. Stat. 98, 243-254 (2019); translation from Teor. Jmovirn. Mat. Stat. 98, 228-238 (2018). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{M. V. Kartashov} and \textit{V. V. Golomozyĭ}, Theory Probab. Math. Stat. 98, 243--254 (2019; Zbl 1418.91244); translation from Teor. Jmovirn. Mat. Stat. 98, 228--238 (2018) Full Text: DOI
Liang, Zhibin; Young, Virginia R. Optimal dividends with an affine penalty. (English) Zbl 1422.91359 J. Appl. Math. Comput. 60, No. 1-2, 703-730 (2019). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{V. R. Young}, J. Appl. Math. Comput. 60, No. 1--2, 703--730 (2019; Zbl 1422.91359) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 15, No. 2, 481--505 (2019; Zbl 1438.91119) Full Text: DOI
Cheung, Eric C. K.; Feng, Runhuan Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. (English) Zbl 1411.91271 Scand. Actuar. J. 2019, No. 5, 355-386 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Scand. Actuar. J. 2019, No. 5, 355--386 (2019; Zbl 1411.91271) Full Text: DOI
Barrieu, Pauline (ed.) Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004 Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-06 60-06 91G05 91G45 91G70 62P05 60H10 60J70 60G40 00B15 00B30 PDF BibTeX XML Cite \textit{P. Barrieu} (ed.), Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. Hackensack, NJ: World Scientific (2019; Zbl 1453.91004) Full Text: DOI
Yang, Yang; Su, Wen; Zhang, Zhimin Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (English) Zbl 1450.62133 Stat. Probab. Lett. 146, 147-155 (2019). MSC: 62P05 62G07 91G70 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 146, 147--155 (2019; Zbl 1450.62133) Full Text: DOI
Chen, Yang; Yang, Yang; Jiang, Tao Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English) Zbl 1416.91164 J. Math. Anal. Appl. 469, No. 2, 525-536 (2019). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Math. Anal. Appl. 469, No. 2, 525--536 (2019; Zbl 1416.91164) Full Text: DOI
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English) Zbl 1425.91231 Mod. Stoch., Theory Appl. 6, No. 1, 133-144 (2019). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv
Chen, Lamei; Gao, Miaomiao; Wang, Kaiyong; Chen, Shurong Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary) Zbl 1424.62174 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12-17 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI
Sendova, Kristina; Minkova, Leda Poisson-logarithmic risk process and applications. (English) Zbl 1424.60065 C. R. Acad. Bulg. Sci. 71, No. 8, 1020-1028 (2018). Reviewer: Angela Slavova (Sofia) MSC: 60G51 62P05 PDF BibTeX XML Cite \textit{K. Sendova} and \textit{L. Minkova}, C. R. Acad. Bulg. Sci. 71, No. 8, 1020--1028 (2018; Zbl 1424.60065)
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran A threshold-based risk process with a waiting period to pay dividends. (English) Zbl 1412.60064 J. Ind. Manag. Optim. 14, No. 3, 1179-1201 (2018). MSC: 60G50 60K05 91B30 62P05 PDF BibTeX XML Cite \textit{S. Drekic} et al., J. Ind. Manag. Optim. 14, No. 3, 1179--1201 (2018; Zbl 1412.60064) Full Text: DOI
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. (English) Zbl 1412.91059 J. Ind. Manag. Optim. 14, No. 1, 231-247 (2018). MSC: 91B30 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 14, No. 1, 231--247 (2018; Zbl 1412.91059) Full Text: DOI
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao Asymptotics of convolution with the semi-regular-variation tail and its application to risk. (English) Zbl 1417.60014 Extremes 21, No. 4, 509-532 (2018). MSC: 60E07 60F99 91B30 PDF BibTeX XML Cite \textit{Z. Cui} et al., Extremes 21, No. 4, 509--532 (2018; Zbl 1417.60014) Full Text: DOI arXiv
Boxma, Onno; Frostig, Esther The dual risk model with dividends taken at arrival. (English) Zbl 1417.91263 Insur. Math. Econ. 83, 83-92 (2018). MSC: 91B30 44A10 PDF BibTeX XML Cite \textit{O. Boxma} and \textit{E. Frostig}, Insur. Math. Econ. 83, 83--92 (2018; Zbl 1417.91263) Full Text: DOI
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Parisian ruin for the dual risk process in discrete-time. (English) Zbl 1416.91212 Eur. Actuar. J. 8, No. 1, 197-214 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Palmowski} et al., Eur. Actuar. J. 8, No. 1, 197--214 (2018; Zbl 1416.91212) Full Text: DOI arXiv
Ghasemalipour, Sara; Fathi-Vajargah, Behrouz The mean chance of ultimate ruin time in random fuzzy insurance risk model. (English) Zbl 1398.91328 Soft Comput. 22, No. 12, 4123-4131 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Ghasemalipour} and \textit{B. Fathi-Vajargah}, Soft Comput. 22, No. 12, 4123--4131 (2018; Zbl 1398.91328) Full Text: DOI
Li, Yuning; Zhang, Yi; Zhao, Jun Optimal capital allocation based on weighted-mean-variance principle. (Chinese. English summary) Zbl 1413.91048 Math. Appl. 31, No. 1, 12-18 (2018). MSC: 91B32 91B30 62H05 90C25 PDF BibTeX XML Cite \textit{Y. Li} et al., Math. Appl. 31, No. 1, 12--18 (2018; Zbl 1413.91048)
Ou, Hui; Huang, Ya; Zhou, Jieming Randomized dividends in the Markov-modulated Pascal model with stochastic interest rates. (Chinese. English summary) Zbl 1413.91041 J. Nat. Sci. Hunan Norm. Univ. 41, No. 1, 71-80 (2018). MSC: 91B30 91G30 60J20 PDF BibTeX XML Cite \textit{H. Ou} et al., J. Nat. Sci. Hunan Norm. Univ. 41, No. 1, 71--80 (2018; Zbl 1413.91041) Full Text: DOI
Belolipetskii, A. A.; Lepskaya, M. A. A mathematical model of pension fund operation and methods of fund stability analysis. (English. Russian original) Zbl 1398.91309 Comput. Math. Model. 29, No. 2, 233-243 (2018); translation from Prikl. Mat. Inf. 55, 97-109 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{A. A. Belolipetskii} and \textit{M. A. Lepskaya}, Comput. Math. Model. 29, No. 2, 233--243 (2018; Zbl 1398.91309); translation from Prikl. Mat. Inf. 55, 97--109 (2017) Full Text: DOI
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. A temporal approach to the Parisian risk model. (English) Zbl 1396.60045 J. Appl. Probab. 55, No. 1, 302-317 (2018). MSC: 60G40 60G51 PDF BibTeX XML Cite \textit{B. Li} et al., J. Appl. Probab. 55, No. 1, 302--317 (2018; Zbl 1396.60045) Full Text: DOI
Wang, Shi-jie; Zhang, Chuan-wei; Wang, Xue-jun; Wang, Wen-sheng The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks. (English) Zbl 1401.62217 Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553-565 (2018). MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{S.-j. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553--565 (2018; Zbl 1401.62217) Full Text: DOI
Vidmar, Matija Ruin under stochastic dependence between premium and claim arrivals. (English) Zbl 1416.91223 Scand. Actuar. J. 2018, No. 6, 505-513 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv
Fu, Ke-Ang; Yu, Chenglong On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English) Zbl 06910425 J. Comput. Appl. Math. 344, 367-380 (2018). MSC: 62P05 60F99 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Yu}, J. Comput. Appl. Math. 344, 367--380 (2018; Zbl 06910425) 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
Boldyreva, Valery O.; Shevchenko, G. M. On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model. (English. Russian original) Zbl 1393.93113 Cybern. Syst. Anal. 54, No. 2, 242-248 (2018); translation from Kibern. Sist. Anal. 2018, No. 2, 78-84 (2018). MSC: 93E03 91B30 PDF BibTeX XML Cite \textit{V. O. Boldyreva} and \textit{G. M. Shevchenko}, Cybern. Syst. Anal. 54, No. 2, 242--248 (2018; Zbl 1393.93113); translation from Kibern. Sist. Anal. 2018, No. 2, 78--84 (2018) Full Text: DOI
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 PDF BibTeX XML Cite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv
Li, Jinzhu A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model. (English) Zbl 06892602 Stat. Probab. Lett. 140, 23-32 (2018). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{J. Li}, Stat. Probab. Lett. 140, 23--32 (2018; Zbl 06892602) Full Text: DOI
Gajek, Lesław; Rudź, Marcin Deficit distributions at ruin in a regime-switching Sparre Andersen model. (English) Zbl 1398.91327 J. Appl. Anal. 24, No. 1, 99-107 (2018). MSC: 91B30 60J20 60K10 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, J. Appl. Anal. 24, No. 1, 99--107 (2018; Zbl 1398.91327) Full Text: DOI
Grahovac, Danijel Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims. (English) Zbl 1407.91136 Methodol. Comput. Appl. Probab. 20, No. 1, 273-288 (2018). MSC: 91B30 60G51 62G32 62P05 PDF BibTeX XML Cite \textit{D. Grahovac}, Methodol. Comput. Appl. Probab. 20, No. 1, 273--288 (2018; Zbl 1407.91136) Full Text: DOI
Konstantinides, Dimitrios G. Risk theory. A heavy tail approach. (English) Zbl 1414.91001 Hackensack, NJ: World Scientific (ISBN 978-981-3223-14-1/hbk; 978-981-3223-16-5/ebook). xii, 494 p. (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-02 91B30 91G40 62G32 60K05 60H10 PDF BibTeX XML Cite \textit{D. G. Konstantinides}, Risk theory. A heavy tail approach. Hackensack, NJ: World Scientific (2018; Zbl 1414.91001) Full Text: DOI
Brito, Irene; Gonçalves, Patrícia; Lima Ramos, Pedro Risk and win in the activities of an insurance company. (Portuguese. English summary) Zbl 1452.91265 Bol. Soc. Port. Mat. 75, 3-30 (2017). MSC: 91G05 PDF BibTeX XML Cite \textit{I. Brito} et al., Bol. Soc. Port. Mat. 75, 3--30 (2017; Zbl 1452.91265) Full Text: Link
Karageyik, Başak Bulut; Şahin, Şule Optimal lower barrier on modified surplus process. (English) Zbl 07192015 J. Stat. Comput. Simulation 87, No. 8, 1520-1540 (2017). MSC: 62 PDF BibTeX XML Cite \textit{B. B. Karageyik} and \textit{Ş. Şahin}, J. Stat. Comput. Simulation 87, No. 8, 1520--1540 (2017; Zbl 07192015) Full Text: DOI
Jordanova, P.; Nefedova, Y.; Stehlík, Milan Risk process approximation with mixing. (English) Zbl 1443.91005 Appl. Math. Modelling 41, 285-298 (2017). MSC: 91-10 91B05 PDF BibTeX XML Cite \textit{P. Jordanova} et al., Appl. Math. Modelling 41, 285--298 (2017; Zbl 1443.91005) 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
Zhang, Zhimin; Han, Xiao The compound Poisson risk model under a mixed dividend strategy. (English) Zbl 1427.91080 Appl. Math. Comput. 315, 1-12 (2017). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{X. Han}, Appl. Math. Comput. 315, 1--12 (2017; Zbl 1427.91080) 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
Yang, Haizhong; Li, Jinzhu Asymptotic ruin probabilities for a bidimensional renewal risk model. (English) Zbl 1394.60090 Stochastics 89, No. 5, 687-708 (2017). MSC: 60K10 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{J. Li}, Stochastics 89, No. 5, 687--708 (2017; Zbl 1394.60090) Full Text: DOI
Albrecher, Hansjörg; Cani, Arian Risk theory with affine dividend payment strategies. (English) Zbl 1415.91147 Elsholtz, Christian (ed.) et al., Number theory – Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy’s 60th birthday. Cham: Springer. 25-60 (2017). MSC: 91B30 60H30 44A10 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{A. Cani}, in: Number theory -- Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy's 60th birthday. Cham: Springer. 25--60 (2017; Zbl 1415.91147) Full Text: DOI
Xiao, Hongmin; Xie, Lin; Yang, Xiaodan The ruin probability of a bidimensional risk model based on entrance processes with constant interest rate. (Chinese. English summary) Zbl 1399.91047 J. Northwest Norm. Univ., Nat. Sci. 53, No. 6, 16-21 (2017). MSC: 91B30 62P05 91G30 62F12 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Northwest Norm. Univ., Nat. Sci. 53, No. 6, 16--21 (2017; Zbl 1399.91047) Full Text: DOI
Xiao, Hongmin; Liu, Ailing; He, Yan Limit property of the delayed risk model under dependent claims and investment. (Chinese. English summary) Zbl 1399.91046 J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696-700 (2017). MSC: 91B30 60F15 91G10 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696--700 (2017; Zbl 1399.91046) Full Text: DOI
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio On dividends in the phase-type dual risk model. (English) Zbl 1402.91185 Scand. Actuar. J. 2017, No. 9, 761-784 (2017). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{A. I. Bergel} et al., Scand. Actuar. J. 2017, No. 9, 761--784 (2017; Zbl 1402.91185) Full Text: DOI
Cojocaru, Ionica Ruin probabilities in multivariate risk models with periodic common shock. (English) Zbl 1401.91119 Scand. Actuar. J. 2017, No. 2, 159-174 (2017). MSC: 91B30 62P05 60G44 60J75 PDF BibTeX XML Cite \textit{I. Cojocaru}, Scand. Actuar. J. 2017, No. 2, 159--174 (2017; Zbl 1401.91119) Full Text: DOI
Dai, Hongshuai; Kong, Lingtao Optimal asset control of the dual model with a penalty at ruin. (English) Zbl 1399.49006 J. Math. Res. Appl. 37, No. 4, 477-488 (2017). MSC: 49J20 49J30 91B30 49N15 91G10 PDF BibTeX XML Cite \textit{H. Dai} and \textit{L. Kong}, J. Math. Res. Appl. 37, No. 4, 477--488 (2017; Zbl 1399.49006) Full Text: DOI
Lv, Haijuan; Zhang, Jipei; Zhang, Jinyuan; Peng, Jiangyan Bounds for ruin probability in a dependent risk model with a Markov chain interest rate. (Chinese. English summary) Zbl 1399.91041 J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69-72 (2017). MSC: 91B30 62P05 60G42 60J20 60K05 PDF BibTeX XML Cite \textit{H. Lv} et al., J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69--72 (2017; Zbl 1399.91041) Full Text: DOI
Hua, Zhiqiang; Zhang, Chunsheng; Chen, Liying Ruin probability of a two-dimensional discrete time risk model with random interest rates. (Chinese. English summary) Zbl 1399.91039 J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 58-63 (2017). MSC: 91B30 62P05 91G30 PDF BibTeX XML Cite \textit{Z. Hua} et al., J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 58--63 (2017; Zbl 1399.91039) Full Text: DOI
Li, Huijie; Ni, Jialin; Fu, Ke’ang Asymptotic estimates for the bidimensional time-dependent risk model with investments and by-claims. (Chinese. English summary) Zbl 1399.62173 Appl. Math., Ser. A (Chin. Ed.) 32, No. 3, 283-294 (2017). MSC: 62P05 91B30 62M10 PDF BibTeX XML Cite \textit{H. Li} et al., Appl. Math., Ser. A (Chin. Ed.) 32, No. 3, 283--294 (2017; Zbl 1399.62173)
Wang, Wenyuan; Zhang, Aili; Hu, Yijun; Ming, Ruixing On the Markov-modulated insurance risk model with interest, debit interest and tax payments. (Chinese. English summary) Zbl 1399.91045 Acta Math. Appl. Sin. 40, No. 2, 240-266 (2017). MSC: 91B30 60J75 60J20 91B64 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Appl. Sin. 40, No. 2, 240--266 (2017; Zbl 1399.91045)
Cheung, Eric C. K.; Wong, Jeff T. Y. On the dual risk model with Parisian implementation delays in dividend payments. (English) Zbl 1394.91204 Eur. J. Oper. Res. 257, No. 1, 159-173 (2017). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J. T. Y. Wong}, Eur. J. Oper. Res. 257, No. 1, 159--173 (2017; Zbl 1394.91204) Full Text: DOI
Santana, David J.; González-Hernández, Juan; Rincón, Luis Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures. (English) Zbl 1408.91105 Methodol. Comput. Appl. Probab. 19, No. 3, 775-798 (2017). MSC: 91B30 62P05 91B70 62E17 PDF BibTeX XML Cite \textit{D. J. Santana} et al., Methodol. Comput. Appl. Probab. 19, No. 3, 775--798 (2017; Zbl 1408.91105) Full Text: DOI
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
Frostig, Esther; Keren-Pinhasik, Adva Parisian ruin in the dual model with applications to the \(G/M/1\) queue. (English) Zbl 1395.60107 Queueing Syst. 86, No. 3-4, 261-275 (2017). MSC: 60K25 60G51 90B22 91B30 PDF BibTeX XML Cite \textit{E. Frostig} and \textit{A. Keren-Pinhasik}, Queueing Syst. 86, No. 3--4, 261--275 (2017; Zbl 1395.60107) Full Text: DOI
Morozov, V. V.; Babin, V. A. A bound on the probability of ruin in Merton’s model. (English. Russian original) Zbl 1380.91126 Comput. Math. Model. 28, No. 3, 368-376 (2017); translation from Prikl. Mat. Inf. 53, 59-66 (2016). MSC: 91G10 91G80 60J70 PDF BibTeX XML Cite \textit{V. V. Morozov} and \textit{V. A. Babin}, Comput. Math. Model. 28, No. 3, 368--376 (2017; Zbl 1380.91126); translation from Prikl. Mat. Inf. 53, 59--66 (2016) Full Text: DOI
Gao, Miaomiao; Wang, Kaiyong; Chen, Lamei; Qian, Haojun Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate. (English) Zbl 1389.91041 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22-27 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Gao} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22--27 (2017; Zbl 1389.91041)
Liu, Congmin; Zhang, Shuo; Li, Qi; Wang, Dehui Risk model with change-point claims process. (Chinese. English summary) Zbl 1389.91045 J. Jilin Univ., Sci. 55, No. 3, 594-598 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Jilin Univ., Sci. 55, No. 3, 594--598 (2017; Zbl 1389.91045) Full Text: DOI
Schmidli, Hanspeter Risk theory. (English) Zbl 1422.91009 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-319-72004-3/pbk; 978-3-319-72005-0/ebook). xii, 242 p. (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B16 60J75 60K10 PDF BibTeX XML Cite \textit{H. Schmidli}, Risk theory. Cham: Springer (2017; Zbl 1422.91009) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI
Zhang, Zhimin; Liu, Chaolin Moments of discounted dividend payments in a risk model with randomized dividend-decision times. (English) Zbl 1405.91269 Front. Math. China 12, No. 2, 493-513 (2017). MSC: 91B30 45K05 60J70 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{C. Liu}, Front. Math. China 12, No. 2, 493--513 (2017; Zbl 1405.91269) Full Text: DOI
Li, Zhong; Sendova, Kristina P.; Yang, Chen On a perturbed dual risk model with dependence between inter-gain times and gain sizes. (English) Zbl 1386.91081 Commun. Stat., Theory Methods 46, No. 21, 10507-10517 (2017). MSC: 91B30 60K10 60J75 PDF BibTeX XML Cite \textit{Z. Li} et al., Commun. Stat., Theory Methods 46, No. 21, 10507--10517 (2017; Zbl 1386.91081) Full Text: DOI
Guérin, Hélène; Renaud, Jean-François On the distribution of cumulative Parisian ruin. (English) Zbl 1397.91285 Insur. Math. Econ. 73, 116-123 (2017). MSC: 91B30 60G51 60K10 60G44 60J65 PDF BibTeX XML Cite \textit{H. Guérin} and \textit{J.-F. Renaud}, Insur. Math. Econ. 73, 116--123 (2017; Zbl 1397.91285) Full Text: DOI arXiv
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre Some comparison results for finite-time ruin probabilities in the classical risk model. (English) Zbl 1397.91289 Insur. Math. Econ. 77, 143-149 (2017). MSC: 91B30 60E05 60E15 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., Insur. Math. Econ. 77, 143--149 (2017; Zbl 1397.91289) Full Text: DOI
Clément, Dombry; Landy, Rabehasaina High order expansions for renewal functions and applications to ruin theory. (English) Zbl 1373.60150 Ann. Appl. Probab. 27, No. 4, 2342-2382 (2017). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{D. Clément} and \textit{R. Landy}, Ann. Appl. Probab. 27, No. 4, 2342--2382 (2017; Zbl 1373.60150) Full Text: DOI Euclid
Wang, Shijie; Chen, Cen; Wang, Xuejun Some novel results on pairwise quasi-asymptotical independence with applications to risk theory. (English) Zbl 1377.62064 Commun. Stat., Theory Methods 46, No. 18, 9075-9085 (2017). MSC: 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 46, No. 18, 9075--9085 (2017; Zbl 1377.62064) Full Text: DOI
Liu, Xiao; Yu, Hongwei Optimal dividend strategy in the Brownian motion model with interest and randomized observation time. (English) Zbl 1389.91121 J. Math., Wuhan Univ. 37, No. 1, 39-50 (2017). MSC: 91G30 60J65 PDF BibTeX XML Cite \textit{X. Liu} and \textit{H. Yu}, J. Math., Wuhan Univ. 37, No. 1, 39--50 (2017; Zbl 1389.91121)
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments. (English) Zbl 1377.91109 Stat. Probab. Lett. 125, 227-235 (2017). MSC: 91B30 60K10 62P05 62E20 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Stat. Probab. Lett. 125, 227--235 (2017; Zbl 1377.91109) Full Text: DOI