Sendova, Kristina P.; Zhang, Ruixi Maximum surplus and \(R_n\) class of distributions with an application to dividends. (English) Zbl 1433.91145 J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 45K05 PDF BibTeX XML Cite \textit{K. P. Sendova} and \textit{R. Zhang}, J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020; Zbl 1433.91145) Full Text: DOI
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English) Zbl 1418.91230 Scand. Actuar. J. 2019, No. 1, 32-61 (2019). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Scand. Actuar. J. 2019, No. 1, 32--61 (2019; Zbl 1418.91230) Full Text: DOI
Woo, Jae-Kyung; Liu, Haibo Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English) Zbl 1411.91324 Methodol. Comput. Appl. Probab. 20, No. 4, 1285-1318 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{H. Liu}, Methodol. Comput. Appl. Probab. 20, No. 4, 1285--1318 (2018; Zbl 1411.91324) 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
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi Dividend barrier strategy: proceed with caution. (English) Zbl 1419.91382 Stat. Probab. Lett. 137, 157-164 (2018). MSC: 91B30 60G51 62P05 60K10 PDF BibTeX XML Cite \textit{K. P. Sendova} et al., Stat. Probab. Lett. 137, 157--164 (2018; Zbl 1419.91382) Full Text: DOI
Avram, Florin; Minca, Andreea On the central management of risk networks. (English) Zbl 1427.91076 Adv. Appl. Probab. 49, No. 1, 221-237 (2017). MSC: 91B05 60G51 60K30 60J74 PDF BibTeX XML Cite \textit{F. Avram} and \textit{A. Minca}, Adv. Appl. Probab. 49, No. 1, 221--237 (2017; Zbl 1427.91076) Full Text: DOI 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
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
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
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)
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
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
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs The tax identity for Markov additive risk processes. (English) Zbl 1286.91062 Methodol. Comput. Appl. Probab. 16, No. 1, 245-258 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60G51 60J75 60K37 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Methodol. Comput. Appl. Probab. 16, No. 1, 245--258 (2014; Zbl 1286.91062) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
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
Woo, Jae-Kyung A generalized penalty function for a class of discrete renewal processes. (English) Zbl 1277.60146 Scand. Actuar. J. 2012, No. 2, 130-152 (2012). MSC: 60K10 60K15 62P05 91B30 PDF BibTeX XML Cite \textit{J.-K. Woo}, Scand. Actuar. J. 2012, No. 2, 130--152 (2012; Zbl 1277.60146) 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
Mihálykó, Éva Orbán; Mihálykó, Csaba Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size. (English) Zbl 1218.91090 Insur. Math. Econ. 48, No. 3, 378-383 (2011). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{É. O. Mihálykó} and \textit{C. Mihálykó}, Insur. Math. Econ. 48, No. 3, 378--383 (2011; Zbl 1218.91090) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English) Zbl 1231.91250 Insur. Math. Econ. 46, No. 1, 32-41 (2010). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 46, No. 1, 32--41 (2010; Zbl 1231.91250) 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)
Dong, Hua; Liu, Zaiming A class of Sparre Andersen risk process. (English) Zbl 1210.91057 Front. Math. China 5, No. 3, 517-530 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Front. Math. China 5, No. 3, 517--530 (2010; Zbl 1210.91057) Full Text: DOI
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)
Wu, Xueyuan; Li, Shuanming On the discounted penalty function in a discrete time renewal risk model with general interclaim times. (English) Zbl 1224.91094 Scand. Actuar. J. 2009, No. 4, 281-294 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Wu} and \textit{S. Li}, Scand. Actuar. J. 2009, No. 4, 281--294 (2009; Zbl 1224.91094) Full Text: DOI
Wang, Shanshan; Zhang, Chunsheng The maximum surplus before ruin in the generalized Erlang (\(n\)) risk model perturbed by diffusion. (English) Zbl 1212.91047 Chin. J. Eng. Math. 26, No. 5, 786-796 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Wang} and \textit{C. Zhang}, Chin. J. Eng. Math. 26, No. 5, 786--796 (2009; Zbl 1212.91047)
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
Wang, Qiumei; Zuo, Songmao; Gao, Qingwu; Zhang, Chunsheng On the number of claims occurring up to ruin in Sparre Andersen model. (English) Zbl 1174.91513 J. Tianjin Norm. Univ., Nat. Sci. Ed. 27, No. 3, 51-54 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Q. Wang} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 27, No. 3, 51--54 (2007; Zbl 1174.91513)
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
Meng, Hui; Zhang, Chunsheng; Wu, Rong The expectation of aggregate discounted dividends for a Sparre Andersen risk process perturbed by diffusion. (The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion.) (English) Zbl 1150.91437 Appl. Stoch. Models Bus. Ind. 23, No. 4, 273-291 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Meng} et al., Appl. Stoch. Models Bus. Ind. 23, No. 4, 273--291 (2007; Zbl 1150.91437) Full Text: DOI
Willmot, Gordon E. On the discounted penalty function in the renewal risk model with general interclaim times. (English) Zbl 1119.91058 Insur. Math. Econ. 41, No. 1, 17-31 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 41, No. 1, 17--31 (2007; Zbl 1119.91058) Full Text: DOI
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
Li, Shuanming Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. (English) Zbl 1143.91033 Scand. Actuar. J. 2005, No. 4, 271-284 (2005). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 60G40 60K15 PDF BibTeX XML Cite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 271--284 (2005; Zbl 1143.91033) Full Text: DOI
Li, Shuanming On a class of discrete time renewal risk models. (English) Zbl 1142.91043 Scand. Actuar. J. 2005, No. 4, 241-260 (2005). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 241--260 (2005; Zbl 1142.91043) Full Text: DOI
Li, Shuanming; Garrido, José The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. (English) Zbl 1092.91049 Scand. Actuar. J. 2005, No. 3, 161-186 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Scand. Actuar. J. 2005, No. 3, 161--186 (2005; Zbl 1092.91049) Full Text: DOI
Li, Shuanming; Garrido, José On a general class of renewal risk process: analysis of the Gerber-Shiu function. (English) Zbl 1077.60063 Adv. Appl. Probab. 37, No. 3, 836-856 (2005). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Adv. Appl. Probab. 37, No. 3, 836--856 (2005; Zbl 1077.60063) Full Text: DOI
Li, Shuanming; Garrido, José On a class of renewal risk models with a constant dividend barrier. (English) Zbl 1122.91345 Insur. Math. Econ. 35, No. 3, 691-701 (2004). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Insur. Math. Econ. 35, No. 3, 691--701 (2004; Zbl 1122.91345) Full Text: DOI
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) 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
Willmot, Gordon E. Compound geometric residual lifetime distributions and the deficit at ruin. (English) Zbl 1039.62097 Insur. Math. Econ. 30, No. 3, 421-438 (2002). MSC: 62N05 91B28 62E15 60K10 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 30, No. 3, 421--438 (2002; Zbl 1039.62097) 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
Asmussen, Søren; Rolski, Tomasz Computational methods in risk theory: a matrix-algorithmic approach. (English) Zbl 0748.62058 Insur. Math. Econ. 10, No. 4, 259-274 (1992). Reviewer: G.Lord (Princeton) MSC: 62P05 65C99 91B30 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{T. Rolski}, Insur. Math. Econ. 10, No. 4, 259--274 (1992; Zbl 0748.62058) Full Text: DOI