Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates. (English) Zbl 1433.91139 Scand. Actuar. J. 2020, No. 2, 128-151 (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Y. Liu} et al., Scand. Actuar. J. 2020, No. 2, 128--151 (2020; Zbl 1433.91139) Full Text: DOI
Zhang, Wanlu; Yin, Xiaolong; Zhao, Xianghua On the occupation times in a dual delayed Sparre Andersen risk model. (Chinese. English summary) Zbl 1449.60083 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 918-931 (2019). MSC: 60G40 60K05 91G40 PDF BibTeX XML Cite \textit{W. Zhang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 918--931 (2019; Zbl 1449.60083)
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
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
Chen, Ge; Chen, Yuanping; Wang, Yijing Optimal control for dividend payments and capital injections in the discrete Sparre Andersen risk model. (Chinese. English summary) Zbl 1413.91036 Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63-66 (2018). MSC: 91B30 60K10 49N90 PDF BibTeX XML Cite \textit{G. Chen} et al., Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63--66 (2018; Zbl 1413.91036) 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
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
Bai, Lihua; Ma, Jin; Xing, Xiaojing Optimal dividend and investment problems under Sparre Andersen model. (English) Zbl 1408.91098 Ann. Appl. Probab. 27, No. 6, 3588-3632 (2017). MSC: 91B30 93E20 60K10 90C39 49L25 PDF BibTeX XML Cite \textit{L. Bai} et al., Ann. Appl. Probab. 27, No. 6, 3588--3632 (2017; Zbl 1408.91098) Full Text: DOI Euclid arXiv
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
Boutsikas, Michael V.; Politis, Konstadinos Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier. (English) Zbl 1360.60159 Methodol. Comput. Appl. Probab. 19, No. 1, 75-95 (2017). MSC: 60K05 60G40 60K10 60G50 91B30 PDF BibTeX XML Cite \textit{M. V. Boutsikas} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 19, No. 1, 75--95 (2017; Zbl 1360.60159) Full Text: DOI
Lee, Wing Yan; Willmot, Gordon E. The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English) Zbl 1401.91161 Scand. Actuar. J. 2016, No. 6, 550-564 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Scand. Actuar. J. 2016, No. 6, 550--564 (2016; Zbl 1401.91161) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI
Jin, Can; Li, Shuanming; Wu, Xueyuan On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English) Zbl 1371.91094 Insur. Math. Econ. 71, 304-316 (2016). MSC: 91B30 62P05 60G51 60K10 PDF BibTeX XML Cite \textit{C. Jin} et al., Insur. Math. Econ. 71, 304--316 (2016; Zbl 1371.91094) Full Text: DOI
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. Ruin problems in the generalized Erlang(\(n\)) risk model. (English) Zbl 1415.91151 Eur. Actuar. J. 6, No. 1, 257-275 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. Egídio dos Reis}, Eur. Actuar. J. 6, No. 1, 257--275 (2016; Zbl 1415.91151) Full Text: DOI
Bhattacharya, Rabi; Majumdar, Mukul Ruin probabilities in models of resource management and insurance: a synthesis. (English) Zbl 1398.91311 Int. J. Econ. Theory 11, No. 1, 59-74 (2015). MSC: 91B30 91B76 60J20 60K10 PDF BibTeX XML Cite \textit{R. Bhattacharya} and \textit{M. Majumdar}, Int. J. Econ. Theory 11, No. 1, 59--74 (2015; Zbl 1398.91311) Full Text: DOI
Bergel, Agnieszka I.; Dos Reis, Alfredo D. Egídio Further developments in the Erlang(n) risk process. (English) Zbl 1398.91310 Scand. Actuar. J. 2015, No. 1, 32-48 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. E. Dos Reis}, Scand. Actuar. J. 2015, No. 1, 32--48 (2015; Zbl 1398.91310) Full Text: DOI
Wong, Jeff T. Y.; Cheung, Eric C. K. On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English) Zbl 1348.91189 Insur. Math. Econ. 65, 280-290 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{J. T. Y. Wong} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 65, 280--290 (2015; Zbl 1348.91189) Full Text: DOI
Sun, Guangkun; Zhang, Shuaiqi; Liu, Guoxin Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. (English) Zbl 1335.91037 Front. Math. China 10, No. 6, 1433-1447 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{G. Sun} et al., Front. Math. China 10, No. 6, 1433--1447 (2015; Zbl 1335.91037) 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
Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. (English) Zbl 1329.91068 Eur. Actuar. J. 5, No. 1, 139-163 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Kreer} et al., Eur. Actuar. J. 5, No. 1, 139--163 (2015; Zbl 1329.91068) Full Text: DOI
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI
Chiu, Sung Nok; Yin, Chuancun On the complete monotonicity of the compound geometric convolution with applications in risk theory. (English) Zbl 1401.91114 Scand. Actuar. J. 2014, No. 2, 116-124 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. Yin}, Scand. Actuar. J. 2014, No. 2, 116--124 (2014; Zbl 1401.91114) Full Text: DOI
Liu, Guoxin; Hou, Yingli; Zhang, Jian Ruin probabilities of a continuous-time Sparre Andersen model with inter-claim times distributed as discrete phase-type. (Chinese. English summary) Zbl 1313.91072 J. Hebei Univ. Technol. 43, No. 3, 78-86, 99 (2014). MSC: 91B30 62P05 60J75 PDF BibTeX XML Cite \textit{G. Liu} et al., J. Hebei Univ. Technol. 43, No. 3, 78--86, 99 (2014; Zbl 1313.91072)
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI
Tan, Jiyang; Yuan, Pingtian; Cheng, Yangjin; Li, Ziqiang An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates. (English) Zbl 1291.91127 J. Comput. Appl. Math. 258, 1-16 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., J. Comput. Appl. Math. 258, 1--16 (2014; Zbl 1291.91127) Full Text: DOI
Yang, Chen; Sendova, Kristina P. The ruin time under the Sparre Andersen dual model. (English) Zbl 1292.91096 Insur. Math. Econ. 54, 28-40 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Insur. Math. Econ. 54, 28--40 (2014; Zbl 1292.91096) Full Text: DOI
Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs On simple ruin expressions in dependent Sparre Andersen risk models. (English) Zbl 1286.91063 J. Appl. Probab. 51, No. 1, 293-296 (2014). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 51, No. 1, 293--296 (2014; Zbl 1286.91063) Full Text: DOI Euclid
Liu, Chaolin; Zhang, Zhimin A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion. (English) Zbl 1420.91139 Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Z. Zhang}, Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013; Zbl 1420.91139) Full Text: DOI
Cheung, Eric C. K. Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. (English) Zbl 1304.91095 Insur. Math. Econ. 53, No. 2, 343-354 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 53, No. 2, 343--354 (2013; Zbl 1304.91095) Full Text: DOI
Dickson, David C. M.; Li, Shuanming The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. (English) Zbl 1284.91227 Insur. Math. Econ. 52, No. 3, 490-497 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 52, No. 3, 490--497 (2013; Zbl 1284.91227) Full Text: DOI
Tan, Jiyang; Deng, Li; Yang, Xiangqun Reinsurance for reset guarantee in the Sparre Andersen model. (English) Zbl 1299.91069 Nat. Sci. J. Xiangtan Univ. 35, No. 2, 1-9 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., Nat. Sci. J. Xiangtan Univ. 35, No. 2, 1--9 (2013; Zbl 1299.91069)
Rabehasaina, Landy; Tsai, Cary Chi-Liang Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English) Zbl 1287.91095 Scand. Actuar. J. 2013, No. 3, 187-213 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91B70 60K05 60G51 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI
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
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
Liang, Zhibin; Guo, Junyi Optimal investment and proportional reinsurance in the Sparre Andersen model. (English) Zbl 1269.93135 J. Syst. Sci. Complex. 25, No. 5, 926-941 (2012). MSC: 93E20 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI
Albrecher, Hansjoerg; Constantinescu, Corina; Thomann, Enrique Asymptotic results for renewal risk models with risky investments. (English) Zbl 1250.91055 Stochastic Processes Appl. 122, No. 11, 3767-3789 (2012). MSC: 91B30 60K05 60J75 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Stochastic Processes Appl. 122, No. 11, 3767--3789 (2012; Zbl 1250.91055) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
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
Hürlimann, Werner Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns. (English) Zbl 1268.91082 Eur. Actuar. J. 1, No. 2, 215-235 (2011). MSC: 91B30 62P05 60H30 PDF BibTeX XML Cite \textit{W. Hürlimann}, Eur. Actuar. J. 1, No. 2, 215--235 (2011; Zbl 1268.91082) Full Text: DOI
Drekic, Steve; Mera, Ana Maria Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. (English) Zbl 1245.91043 Methodol. Comput. Appl. Probab. 13, No. 4, 723-747 (2011). MSC: 91B30 60J10 60J22 PDF BibTeX XML Cite \textit{S. Drekic} and \textit{A. M. Mera}, Methodol. Comput. Appl. Probab. 13, No. 4, 723--747 (2011; Zbl 1245.91043) Full Text: DOI
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI
Schmidli, Hanspeter On the Gerber-Shiu function and change of measure. (English) Zbl 1231.91232 Insur. Math. Econ. 46, No. 1, 3-11 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 46, No. 1, 3--11 (2010; Zbl 1231.91232) Full Text: DOI
Sun, Guohong; Zhang, Chunsheng The first time of reaching the given level before ruin in the generalized Erlang (\(n\)) risk model perturbed by diffusion. (English) Zbl 1240.91065 Acta Sci. Nat. Univ. Nankaiensis 43, No. 4, 106-112 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Sun} and \textit{C. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 43, No. 4, 106--112 (2010; Zbl 1240.91065)
Orbán-Mihálykó, Éva; Mihálykó, Csaba; Lakatos, Béla G. Application of difference equations in insurance mathematics and process engineering. (English) Zbl 1263.34110 Int. J. Qual. Theory Differ. Equ. Appl. 3, No. 1-2, 115-126 (2009). MSC: 34K25 60G35 34C11 PDF BibTeX XML Cite \textit{É. Orbán-Mihálykó} et al., Int. J. Qual. Theory Differ. Equ. Appl. 3, No. 1--2, 115--126 (2009; Zbl 1263.34110)
Ausin, M. Concepcion; Wiper, Michael P.; Lillo, Rosa E. Bayesian estimation of finite time ruin probabilities. (English) Zbl 1224.91042 Appl. Stoch. Models Bus. Ind. 25, No. 6, 787-805 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62F15 62P05 PDF BibTeX XML Cite \textit{M. C. Ausin} et al., Appl. Stoch. Models Bus. Ind. 25, No. 6, 787--805 (2009; Zbl 1224.91042) Full Text: DOI
Song, Huijie; Li, Xiangfa; Guo, Pengjiang Bounds for the probability and severity of ruin in the Sparre Andersen model. (Chinese. English summary) Zbl 1199.91098 Pure Appl. Math. 25, No. 2, 408-413 (2009). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{H. Song} et al., Pure Appl. Math. 25, No. 2, 408--413 (2009; Zbl 1199.91098)
Li, Shuanming; Lu, Yi; Garrido, José A review of discrete-time risk models. (English) Zbl 1180.62151 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321-337 (2009). MSC: 62P05 91B30 60J20 60K99 PDF BibTeX XML Cite \textit{S. Li} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321--337 (2009; Zbl 1180.62151) Full Text: DOI EuDML
Yang, Hu; Zhang, Zhimin On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. (English) Zbl 1173.91408 J. Comput. Appl. Math. 232, No. 2, 612-624 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Comput. Appl. Math. 232, No. 2, 612--624 (2009; Zbl 1173.91408) Full Text: DOI
Yang, Wenquan; Hu, Yijun Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier. (English) Zbl 1166.60029 Stat. Probab. Lett. 79, No. 1, 63-69 (2009). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60G51 62P05 65C05 91B30 PDF BibTeX XML Cite \textit{W. Yang} and \textit{Y. Hu}, Stat. Probab. Lett. 79, No. 1, 63--69 (2009; Zbl 1166.60029) Full Text: DOI
Zhang, Chunsheng; Zuo, Songmao; Gao, Qingwu On the number of claims occurring up to ruin in the perturbed Sparre Andersen model by diffusion. (English) Zbl 1199.91117 J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 1, 43-47 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 1, 43--47 (2008; Zbl 1199.91117)
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (English) Zbl 1163.60010 Ann. Appl. Probab. 18, No. 6, 2421-2449 (2008). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60F10 60G50 60G55 62P05 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 18, No. 6, 2421--2449 (2008; Zbl 1163.60010) Full Text: DOI arXiv
Badescu, Andrei; Drekic, Steve; Landriault, Daviv On the analysis of a multi-threshold Markovian risk model. (English) Zbl 1164.91025 Scand. Actuar. J. 2007, No. 4, 248-260 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 248--260 (2007; Zbl 1164.91025) Full Text: DOI
Badescu, Andrei; Drekic, Steve; Landriault, Daviv Analysis of a threshold dividend strategy for a MAP risk model. (English) Zbl 1164.91024 Scand. Actuar. J. 2007, No. 4, 227-247 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 227--247 (2007; Zbl 1164.91024) Full Text: DOI
Pitts, Susan M.; Politis, Konstadinos The joint density of the surplus before and after ruin in the Sparre Andersen model. (English) Zbl 1132.60061 J. Appl. Probab. 44, No. 3, 695-712 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, J. Appl. Probab. 44, No. 3, 695--712 (2007; Zbl 1132.60061) Full Text: DOI
Leipus, Remigijus; Šiaulys, Jonas Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. (English) Zbl 1183.91073 Insur. Math. Econ. 40, No. 3, 498-508 (2007). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Insur. Math. Econ. 40, No. 3, 498--508 (2007; Zbl 1183.91073) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. (English) Zbl 1243.91059 HERMIS-\(\mu\pi\) 7, 109-122 (2006). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, HERMIS-\(\mu\pi\) 7, 109--122 (2006; Zbl 1243.91059)
Wang, Shaofeng On the probability of bankruptcy for Erlang\((n)\) risk model. (Chinese. English summary) Zbl 1198.91093 J. Guizhou Norm. Univ., Nat. Sci. 24, No. 2, 71-74 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Wang}, J. Guizhou Norm. Univ., Nat. Sci. 24, No. 2, 71--74 (2006; Zbl 1198.91093)
Brito, Margarida; Moreira Freitas, Ana Cristina Weak convergence of a bootstrap geometric-type estimator with applications to risk theory. (English) Zbl 1123.62032 Insur. Math. Econ. 38, No. 3, 571-584 (2006). MSC: 62G20 62G09 91B30 62G05 62P05 PDF BibTeX XML Cite \textit{M. Brito} and \textit{A. C. Moreira Freitas}, Insur. Math. Econ. 38, No. 3, 571--584 (2006; Zbl 1123.62032) Full Text: DOI
Li, Shuanming; Dickson, David C. M. The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. (English) Zbl 1168.60363 Insur. Math. Econ. 38, No. 3, 529-539 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 38, No. 3, 529--539 (2006; Zbl 1168.60363) Full Text: DOI
Tan, Jiyang; Yang, Shanchao Ruin probability about dual Poisson model with discrete time. (Chinese. English summary) Zbl 1165.91422 Chin. J. Appl. Probab. Stat. 21, No. 3, 235-243 (2005). MSC: 91B30 60K05 60J10 60J20 PDF BibTeX XML Cite \textit{J. Tan} and \textit{S. Yang}, Chin. J. Appl. Probab. Stat. 21, No. 3, 235--243 (2005; Zbl 1165.91422)
Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. The surplus prior to ruin and the deficit at ruin for a correlated risk process. (English) Zbl 1143.91025 Scand. Actuar. J. 2005, No. 6, 433-445 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Scand. Actuar. J. 2005, No. 6, 433--445 (2005; Zbl 1143.91025) Full Text: DOI
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. (English) Zbl 1144.91025 Scand. Actuar. J. 2005, No. 5, 358-376 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} et al., Scand. Actuar. J. 2005, No. 5, 358--376 (2005; Zbl 1144.91025) Full Text: DOI
Chadjiconstantinidis, Stathis; Politis, Konstadinos Non-exponential bounds for stop-loss premiums and ruin probabilities. (English) Zbl 1143.91026 Scand. Actuar. J. 2005, No. 5, 335-357 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{K. Politis}, Scand. Actuar. J. 2005, No. 5, 335--357 (2005; Zbl 1143.91026) Full Text: DOI
Šiaulys, Jonas; Bortnik, Rita The Gerber-Shiu discounted penalty function for Erlang distributed claims. (English) Zbl 1182.91087 Fiz. Mat. Fak. Moksl. Semin. Darb. 8, 126-142 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Bortnik}, Fiz. Mat. Fak. Moksl. Semin. Darb. 8, 126--142 (2005; Zbl 1182.91087)
Albrecher, Hansjörg; Boxma, Onno J. On the discounted penalty function in a Markov-dependent risk model. (English) Zbl 1129.91023 Insur. Math. Econ. 37, No. 3, 650-672 (2005). MSC: 91B30 60K15 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{O. J. Boxma}, Insur. Math. Econ. 37, No. 3, 650--672 (2005; Zbl 1129.91023) Full Text: DOI
Politis, Konstadinos Bounds for the probability and severity of ruin in the Sparre Andersen model. (English) Zbl 1117.91383 Insur. Math. Econ. 36, No. 2, 165-177 (2005). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{K. Politis}, Insur. Math. Econ. 36, No. 2, 165--177 (2005; Zbl 1117.91383) Full Text: DOI
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. On the distribution of the deficit at ruin when claims are phase-type. (English) Zbl 1142.62088 Scand. Actuar. J. 2004, No. 2, 105-120 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 62E10 65C60 PDF BibTeX XML Cite \textit{S. Drekic} et al., Scand. Actuar. J. 2004, No. 2, 105--120 (2004; Zbl 1142.62088) Full Text: DOI
Avram, F.; Usábel, M. Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. (English) Zbl 1274.91244 Astin Bull. 34, No. 2, 315-332 (2004). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{F. Avram} and \textit{M. Usábel}, ASTIN Bull. 34, No. 2, 315--332 (2004; Zbl 1274.91244) Full Text: DOI
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. The deficit at ruin in the stationary renewal risk model. (English) Zbl 1092.62115 Scand. Actuar. J. 2004, No. 4, 241-255 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{C. E. Willmont} et al., Scand. Actuar. J. 2004, No. 4, 241--255 (2004; Zbl 1092.62115) Full Text: DOI
Hald, Morten; Schmidli, Hanspeter On the maximisation of the adjustment coefficient under proportional reinsurance. (English) Zbl 1095.91033 Astin Bull. 34, No. 1, 75-83 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Hald} and \textit{H. Schmidli}, ASTIN Bull. 34, No. 1, 75--83 (2004; Zbl 1095.91033) Full Text: DOI
Dickson, David C. M.; Drekic, Steve The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English) Zbl 1043.60036 Insur. Math. Econ. 34, No. 1, 97-107 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G50 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Drekic}, Insur. Math. Econ. 34, No. 1, 97--107 (2004; Zbl 1043.60036) Full Text: DOI
Willmot, Gordon E.; Dickson, David C. M. The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English) Zbl 1072.91027 Insur. Math. Econ. 32, No. 3, 403-411 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 91B30 60K05 91B28 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 3, 403--411 (2003; Zbl 1072.91027) Full Text: DOI
Cai, Jun; Dickson, David C. M. Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (English) Zbl 1074.91028 Insur. Math. Econ. 32, No. 1, 61-71 (2003). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B28 91B70 PDF BibTeX XML Cite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 1, 61--71 (2003; Zbl 1074.91028) Full Text: DOI
Wang, Rongming; Liu, Haifeng On the ruin probability under a class of risk processes. (English) Zbl 1098.60515 Astin Bull. 32, No. 1, 81-90 (2002). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI
de Lourdes Centeno, Maria Excess of loss reinsurance and Gerber’s inequality in the Sparre Andersen model. (Excess of loss reinsurance and Gerber’s inequality in the Sparre Anderson model.) (English) Zbl 1074.91567 Insur. Math. Econ. 31, No. 3, 415-427 (2002). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. de Lourdes Centeno}, Insur. Math. Econ. 31, No. 3, 415--427 (2002; Zbl 1074.91567) Full Text: DOI
Centeno, Maria de Lourdes Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model. (Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model.) (English) Zbl 1037.62106 Insur. Math. Econ. 30, No. 1, 37-49 (2002). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. de L. Centeno}, Insur. Math. Econ. 30, No. 1, 37--49 (2002; Zbl 1037.62106) Full Text: DOI
Dickson, David C. M.; Hipp, Christian Ruin problems for phase-type(2) risk processes. (English) Zbl 0971.91036 Scand. Actuar. J. 2000, No. 2, 147-167 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Scand. Actuar. J. 2000, No. 2, 147--167 (2000; Zbl 0971.91036) Full Text: DOI
Baltrūnas, A. The probability of ruin in finite time. (English) Zbl 0983.91029 Lith. Math. J. 39, No. 3, 240-244 (1999); and Liet. Mat. Rink. 39, No. 3, 304-309 (1999). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Lith. Math. J. 39, No. 3, 240--244 (1999); and Liet. Mat. Rink. 39, No. 3, 304--309 (1999; Zbl 0983.91029) Full Text: DOI
Pitts, Susan M.; Grübel, Rudolf; Embrechts, Paul Confidence bounds for the adjustment coefficient. (English) Zbl 0856.62094 Adv. Appl. Probab. 28, No. 3, 802-827 (1996). MSC: 62P05 62G20 60G50 62G15 PDF BibTeX XML Cite \textit{S. M. Pitts} et al., Adv. Appl. Probab. 28, No. 3, 802--827 (1996; Zbl 0856.62094) Full Text: DOI
Embrechts, P.; Grübel, R.; Pitts, S. M. Some applications of the fast Fourier transform algorithm in insurance mathematics. (English) Zbl 0764.62089 Stat. Neerl. 47, No. 1, 59-75 (1993). MSC: 62P05 65T50 65C99 91B30 PDF BibTeX XML Cite \textit{P. Embrechts} et al., Stat. Neerl. 47, No. 1, 59--75 (1993; Zbl 0764.62089) Full Text: DOI
Wikstad, Nils A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases. (English) Zbl 0507.62091 Scand. Actuarial J. 1983, 47-48 (1983). MSC: 62P05 65C99 PDF BibTeX XML Cite \textit{N. Wikstad}, Scand. Actuarial J. 1983, 47--48 (1983; Zbl 0507.62091) Full Text: DOI