Zhang, Aili; Liu, Zhang On occupation times for compound Poisson risk model with two-step premium rate. (English) Zbl 07295019 Chin. J. Appl. Probab. Stat. 36, No. 3, 261-276 (2020). MSC: 60G40 91B30 PDF BibTeX XML Cite \textit{A. Zhang} and \textit{Z. Liu}, Chin. J. Appl. Probab. Stat. 36, No. 3, 261--276 (2020; Zbl 07295019) Full Text: DOI
Xie, Jiayi; Zhang, Zhimin Statistical estimation for some dividend problems under the compound Poisson risk model. (English) Zbl 1452.91284 Insur. Math. Econ. 95, 101-115 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Xie} and \textit{Z. Zhang}, Insur. Math. Econ. 95, 101--115 (2020; Zbl 1452.91284) Full Text: DOI
Lu, Y. H.; Li, Y. F. Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest. (English) Zbl 1435.91159 Ukr. Math. J. 71, No. 5, 718-734 (2019) and Ukr. Mat. Zh. 71, No. 5, 631-644 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. H. Lu} and \textit{Y. F. Li}, Ukr. Math. J. 71, No. 5, 718--734 (2019; Zbl 1435.91159) Full Text: DOI
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew Valuation of contingent convertible catastrophe bonds – the case for equity conversion. (English) Zbl 1425.91215 Insur. Math. Econ. 88, 238-254 (2019). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{K. Burnecki} et al., Insur. Math. Econ. 88, 238--254 (2019; Zbl 1425.91215) Full Text: DOI
Bi, Junna; Chen, Kailing Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles. (English) Zbl 1418.62373 RAIRO, Oper. Res. 53, No. 1, 179-206 (2019). MSC: 62P05 91B30 93E20 62P20 60J70 PDF BibTeX XML Cite \textit{J. Bi} and \textit{K. Chen}, RAIRO, Oper. Res. 53, No. 1, 179--206 (2019; Zbl 1418.62373) Full Text: DOI
Cheung, Eric C. K.; Zhang, Zhimin Periodic threshold-type dividend strategy in the compound Poisson risk model. (English) Zbl 1418.91232 Scand. Actuar. J. 2019, No. 1, 1-31 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 1, 1--31 (2019; Zbl 1418.91232) 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
Hess, Markus Cliquet option pricing in a jump-diffusion Lévy model. (English) Zbl 1412.60055 Mod. Stoch., Theory Appl. 5, No. 3, 317-336 (2018). MSC: 60G10 60G51 60H10 91B30 91B70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 3, 317--336 (2018; Zbl 1412.60055) Full Text: DOI
Meng, Shengwang; Gao, Guangyuan Compound Poisson claims reserving models: extensions and inference. (English) Zbl 1404.91144 ASTIN Bull. 48, No. 3, 1137-1156 (2018). MSC: 91B30 62P05 62J12 PDF BibTeX XML Cite \textit{S. Meng} and \textit{G. Gao}, ASTIN Bull. 48, No. 3, 1137--1156 (2018; Zbl 1404.91144) Full Text: DOI
Wei, Wei; Liang, Zhibin; Yuen, Kam Chuen Optimal reinsurance in a compound Poisson risk model with dependence. (English) Zbl 1397.91294 J. Appl. Math. Comput. 58, No. 1-2, 389-412 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Wei} et al., J. Appl. Math. Comput. 58, No. 1--2, 389--412 (2018; Zbl 1397.91294) 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
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano A mixture model for payments and payment numbers in claims reserving. (English) Zbl 1390.91184 ASTIN Bull. 48, No. 1, 25-53 (2018). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., ASTIN Bull. 48, No. 1, 25--53 (2018; Zbl 1390.91184) 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
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
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui A class of nonzero-sum investment and reinsurance games subject to systematic risks. (English) Zbl 1402.91215 Scand. Actuar. J. 2017, No. 8, 670-707 (2017). MSC: 91B30 91A15 91A23 49L20 PDF BibTeX XML Cite \textit{C. C. Siu} et al., Scand. Actuar. J. 2017, No. 8, 670--707 (2017; Zbl 1402.91215) 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
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
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy. (English) Zbl 1360.62505 Commun. Stat., Theory Methods 46, No. 4, 1898-1915 (2017). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 4, 1898--1915 (2017; Zbl 1360.62505) Full Text: DOI
He, Xiaoli; Yu, Guosheng Duration of negative surplus for the multi-compound Poisson-geometric risk model of multi-type-insurance with a constant interest rate. (Chinese. English summary) Zbl 1363.91034 J. Hubei Univ., Nat. Sci. 38, No. 1, 18-24 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{X. He} and \textit{G. Yu}, J. Hubei Univ., Nat. Sci. 38, No. 1, 18--24 (2016; Zbl 1363.91034) Full Text: DOI
Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. (English) Zbl 1355.60117 J. Comput. Appl. Math. 296, 499-511 (2016). MSC: 60K10 62E17 91B30 PDF BibTeX XML Cite \textit{P.-O. Goffard} et al., J. Comput. Appl. Math. 296, 499--511 (2016; Zbl 1355.60117) Full Text: DOI
Feng, Runhuan; Volkmer, Hans W.; Zhang, Shuaiqi; Zhu, Chao Optimal dividend policies for piecewise-deterministic compound Poisson risk models. (English) Zbl 1401.91136 Scand. Actuar. J. 2015, No. 5, 423-454 (2015). MSC: 91B30 93E20 60J75 PDF BibTeX XML Cite \textit{R. Feng} et al., Scand. Actuar. J. 2015, No. 5, 423--454 (2015; Zbl 1401.91136) 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
Peng, Xingchun; Wang, Wenyuan; Hu, Yijun On the Markov-dependent risk model with tax. (English) Zbl 1340.91052 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187-196 (2015). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{X. Peng} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187--196 (2015; Zbl 1340.91052) Full Text: DOI
Li, Yemo; Wang, Xiulian The discounted penalty function of compound Poisson risk model with observation interval being mixed exponential distribution. (Chinese. English summary) Zbl 1340.91050 J. Tianjin Norm. Univ., Nat. Sci. Ed. 35, No. 2, 17-20 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Li} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 35, No. 2, 17--20 (2015; Zbl 1340.91050)
Coen, Arrigo; Mena, Ramsés H. Ruin probabilities for Bayesian exchangeable claims processes. (English) Zbl 1394.62139 J. Stat. Plann. Inference 166, 102-115 (2015). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{A. Coen} and \textit{R. H. Mena}, J. Stat. Plann. Inference 166, 102--115 (2015; Zbl 1394.62139) Full Text: DOI
Xie, Jie-hua; Zou, Wei On the expected discounted penalty function for a risk model with two classes of claims and random incomes. (English) Zbl 1322.60061 Hacet. J. Math. Stat. 44, No. 2, 485-501 (2015). MSC: 60G55 60K05 91B30 62P05 PDF BibTeX XML Cite \textit{J.-h. Xie} and \textit{W. Zou}, Hacet. J. Math. Stat. 44, No. 2, 485--501 (2015; Zbl 1322.60061)
Liu, Xiao; Chen, Zhenlong; Ming, Ruixing The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time. (English) Zbl 1349.91148 J. Syst. Sci. Complex. 28, No. 2, 451-470 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Liu} et al., J. Syst. Sci. Complex. 28, No. 2, 451--470 (2015; Zbl 1349.91148) Full Text: DOI
Schmidli, Hanspeter A note on Gerber-Shiu functions with an application. (English) Zbl 1411.91315 Silvestrov, Dmitrii (ed.) et al., Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11–14, 2013. Cham: Springer. EAA Series, 21-36 (2014). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{H. Schmidli}, in: Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013. Cham: Springer. 21--36 (2014; Zbl 1411.91315) Full Text: DOI
Wang, Zhifu; Tian, Feng; Jin, Shu; Pan, Xu; Wang, Yan The probability of ruin in double-type insurance generalized compound Poisson risk models. (Chinese. English summary) Zbl 1313.91085 J. Bohai Univ., Nat. Sci. 35, No. 1, 1-4, 60 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Wang} et al., J. Bohai Univ., Nat. Sci. 35, No. 1, 1--4, 60 (2014; Zbl 1313.91085)
Zhang, Huiming; Liu, Yunxiao; Li, Bo Notes on discrete compound Poisson model with applications to risk theory. (English) Zbl 1306.60050 Insur. Math. Econ. 59, 325-336 (2014). MSC: 60G51 60J75 91G40 62P05 PDF BibTeX XML Cite \textit{H. Zhang} et al., Insur. Math. Econ. 59, 325--336 (2014; Zbl 1306.60050) Full Text: DOI
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
Choi, Michael C. H.; Cheung, Eric C. K. On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. (English) Zbl 1306.91072 Insur. Math. Econ. 59, 121-132 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 59, 121--132 (2014; Zbl 1306.91072) Full Text: DOI
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen An insurance risk model with Parisian implementation delays. (English) Zbl 1319.60098 Methodol. Comput. Appl. Probab. 16, No. 3, 583-607 (2014). Reviewer: Tamás Mátrai (Budapest) MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 583--607 (2014; Zbl 1319.60098) Full Text: DOI
Zhu, Jinxia Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest. (English) Zbl 1291.91138 J. Comput. Appl. Math. 257, 212-239 (2014). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{J. Zhu}, J. Comput. Appl. Math. 257, 212--239 (2014; Zbl 1291.91138) Full Text: DOI
Yang, Chen; Sendova, Kristina P. The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English) Zbl 1293.91101 Stoch. Models 30, No. 1, 99-124 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Stoch. Models 30, No. 1, 99--124 (2014; Zbl 1293.91101) 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
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. (English) Zbl 1337.60034 Lith. Math. J. 53, No. 4, 448-470 (2013). MSC: 60F10 60G55 91B30 PDF BibTeX XML Cite \textit{Y. Yang} et al., Lith. Math. J. 53, No. 4, 448--470 (2013; Zbl 1337.60034) Full Text: DOI
Zhang, Jiesong; Xiao, Qingxian Optimal reinsurance with risks positively dependent through the stochastic ordering. (Chinese. English summary) Zbl 1313.91097 Chin. J. Appl. Probab. Stat. 29, No. 6, 642-654 (2013). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Q. Xiao}, Chin. J. Appl. Probab. Stat. 29, No. 6, 642--654 (2013; Zbl 1313.91097)
Xie, Jie-Hua; Zou, Wei; Gao, Jian-Wei On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English) Zbl 1307.60065 Arab. J. Math. 2, No. 1, 115-127 (2013). Reviewer: Nikolaos Halidias (Athens) MSC: 60G55 60J65 91B30 45J05 PDF BibTeX XML Cite \textit{J.-H. Xie} et al., Arab. J. Math. 2, No. 1, 115--127 (2013; Zbl 1307.60065) 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)
Bai, Lihua; Cai, Jun; Zhou, Ming Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. (English) Zbl 1290.91075 Insur. Math. Econ. 53, No. 3, 664-670 (2013). MSC: 91B30 60F05 60G60 PDF BibTeX XML Cite \textit{L. Bai} et al., Insur. Math. Econ. 53, No. 3, 664--670 (2013; Zbl 1290.91075) 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
Xie, Jie-hua; Zou, Wei On a risk model with random incomes and dependence between claim sizes and claim intervals. (English) Zbl 1287.91097 Indag. Math., New Ser. 24, No. 3, 557-580 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60J75 PDF BibTeX XML Cite \textit{J.-h. Xie} and \textit{W. Zou}, Indag. Math., New Ser. 24, No. 3, 557--580 (2013; Zbl 1287.91097) 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
Wang, Wenyuan; Xiao, Liqun; Ming, Ruixing; Hu, Yijun On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy. (English) Zbl 1289.91089 Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 27-39 (2013). MSC: 91B30 60K05 60K15 PDF BibTeX XML Cite \textit{W. Wang} et al., Appl. Math., Ser. B (Engl. Ed.) 28, No. 1, 27--39 (2013; Zbl 1289.91089) Full Text: DOI
Ishitani, Kensuke; Sato, Kenichi An analytical evaluation method of the operational risk using fast wavelet expansion techniques. (English) Zbl 1273.91458 Asia-Pac. Financ. Mark. 20, No. 3, 283-309 (2013). MSC: 91G60 91G50 PDF BibTeX XML Cite \textit{K. Ishitani} and \textit{K. Sato}, Asia-Pac. Financ. Mark. 20, No. 3, 283--309 (2013; Zbl 1273.91458) 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)
Bondarev, B. V.; Boldyreva, V. O. On the non-ruin probability for the model of insurance company with the cost of advertising. I. (Russian. English summary) Zbl 1289.91070 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 47-65 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{V. O. Boldyreva}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 47--65 (2012; Zbl 1289.91070)
Zhang, Shuaiqi; Liu, Guoxin Optimal dividend payments of a two-dimensional compound Poisson risk model with capital injection. (English) Zbl 1274.93290 Oper. Res. Trans. 16, No. 3, 119-131 (2012). MSC: 93E20 91B30 49L20 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{G. Liu}, Oper. Res. Trans. 16, No. 3, 119--131 (2012; Zbl 1274.93290)
Wu, Yong; Hu, Xiang Ruin probability in compound Poisson process with investment. (English) Zbl 1246.91065 J. Appl. Math. 2012, Article ID 286792, 7 p. (2012). MSC: 91B30 60K10 60G51 PDF BibTeX XML Cite \textit{Y. Wu} and \textit{X. Hu}, J. Appl. Math. 2012, Article ID 286792, 7 p. (2012; Zbl 1246.91065) Full Text: DOI
Voina, A. A. Asymptotic optimization for stochastic models based on a compound Poisson process. (English. Russian original) Zbl 1329.60130 Cybern. Syst. Anal. 47, No. 4, 649-658 (2011); translation from Kibern. Sist. Anal. 2011, No. 4, 165-175 (2011). MSC: 60G55 60J27 60F05 93E20 90C40 PDF BibTeX XML Cite \textit{A. A. Voina}, Cybern. Syst. Anal. 47, No. 4, 649--658 (2011; Zbl 1329.60130); translation from Kibern. Sist. Anal. 2011, No. 4, 165--175 (2011) Full Text: DOI
Mitric, Ilie-Radu; Sendova, Kristina P. On a multi-threshold compound Poisson surplus process with interest. (English) Zbl 1277.91093 Scand. Actuar. J. 2011, No. 2, 75-95 (2011). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{I.-R. Mitric} and \textit{K. P. Sendova}, Scand. Actuar. J. 2011, No. 2, 75--95 (2011; Zbl 1277.91093) Full Text: DOI
Bondarev, B. V.; Orfinyak, Ye. Yu. Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. II. (Russian. English summary) Zbl 1248.62199 Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1-2, 168-183 (2011). MSC: 62P05 91B30 65C05 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{Ye. Yu. Orfinyak}, Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1--2, 168--183 (2011; Zbl 1248.62199)
Dermitzakis, Vaios; Politis, Konstadinos Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. (English) Zbl 1242.91090 Methodol. Comput. Appl. Probab. 13, No. 4, 749-761 (2011). MSC: 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{V. Dermitzakis} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 13, No. 4, 749--761 (2011; Zbl 1242.91090) Full Text: DOI
Yuan, Haili; Hu, Yijun; Qin, Qianqing Absolute ruin problems for the risk processes with interest and a constant dividend barrier. (English) Zbl 1249.91062 Wuhan Univ. J. Nat. Sci. 16, No. 3, 199-205 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yuan} et al., Wuhan Univ. J. Nat. Sci. 16, No. 3, 199--205 (2011; Zbl 1249.91062) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI
Lin, Xiang; Yang, Peng Optimal investment and reinsurance in a jump diffusion risk model. (English) Zbl 1230.91077 ANZIAM J. 52, No. 3, 250-262 (2011). MSC: 91B30 91G10 93E20 60J70 PDF BibTeX XML Cite \textit{X. Lin} and \textit{P. Yang}, ANZIAM J. 52, No. 3, 250--262 (2011; Zbl 1230.91077) Full Text: DOI
Wen, Yuzhen On a class of dual model with diffusion. (English) Zbl 1227.91024 Int. J. Contemp. Math. Sci. 6, No. 13-16, 793-799 (2011). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y. Wen}, Int. J. Contemp. Math. Sci. 6, No. 13--16, 793--799 (2011; Zbl 1227.91024) Full Text: Link
Yin, Chuancun; Yuen, Kam Chuen Optimality of the threshold dividend strategy for the compound Poisson model. (English) Zbl 1225.91030 Stat. Probab. Lett. 81, No. 12, 1841-1846 (2011). MSC: 91B30 60G51 93E20 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, Stat. Probab. Lett. 81, No. 12, 1841--1846 (2011; Zbl 1225.91030) Full Text: DOI
Hao, Yuanyuan; Yang, Hu On a compound Poisson risk model with delayed claims and random incomes. (English) Zbl 1217.91089 Appl. Math. Comput. 217, No. 24, 10195-10204 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Hao} and \textit{H. Yang}, Appl. Math. Comput. 217, No. 24, 10195--10204 (2011; Zbl 1217.91089) Full Text: DOI
Paulsen, Jostein; Stubø, Knut On maximum likelihood and pseudo-maximum likelihood estimation in compound insurance models with deductibles. (English) Zbl 1214.91057 Astin Bull. 41, No. 1, 1-28 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Paulsen} and \textit{K. Stubø}, ASTIN Bull. 41, No. 1, 1--28 (2011; Zbl 1214.91057) Full Text: DOI
Xie, Jie-Hua; Zou, Wei On the expected discounted penalty function for the compound Poisson risk model with delayed claims. (English) Zbl 1350.91013 J. Comput. Appl. Math. 235, No. 8, 2392-2404 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, J. Comput. Appl. Math. 235, No. 8, 2392--2404 (2011; Zbl 1350.91013) Full Text: DOI
Hürlimann, Werner Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. (English) Zbl 1360.91152 J. Numer. Math. Stoch. 2, No. 1, 64-75 (2010). MSC: 91G60 62P05 60E10 62H05 65C20 91G20 91G40 PDF BibTeX XML Cite \textit{W. Hürlimann}, J. Numer. Math. Stoch. 2, No. 1, 64--75 (2010; Zbl 1360.91152) Full Text: Link
Bondarev, B. V.; Orfinyak, Ye. Yu. Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. I. (Russian. English summary) Zbl 1248.62198 Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1-2, 161-173 (2010). MSC: 62P05 91B30 65C05 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{Ye. Yu. Orfinyak}, Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1--2, 161--173 (2010; Zbl 1248.62198)
Mena, Ramsés H.; Nieto-Barajas, Luis E. Exchangeable claim sizes in a compound Poisson-type process. (English) Zbl 1226.62093 Appl. Stoch. Models Bus. Ind. 26, No. 6, 737-757 (2010). MSC: 62M99 60G09 62F15 PDF BibTeX XML Cite \textit{R. H. Mena} and \textit{L. E. Nieto-Barajas}, Appl. Stoch. Models Bus. Ind. 26, No. 6, 737--757 (2010; Zbl 1226.62093) Full Text: DOI
Ma, Xuemin; Yuan, Haili; Hu, Yijun Duration of negative surplus for a two state Markov-modulated risk model. (English) Zbl 1240.91055 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1167-1173 (2010). MSC: 91B30 60J75 62P05 PDF BibTeX XML Cite \textit{X. Ma} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1167--1173 (2010; Zbl 1240.91055) Full Text: DOI
Asimit, Alexandru V.; Badescu, Andrei L. Extremes on the discounted aggregate claims in a time dependent risk model. (English) Zbl 1224.91041 Scand. Actuar. J. 2010, No. 2, 93-104 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. V. Asimit} and \textit{A. L. Badescu}, Scand. Actuar. J. 2010, No. 2, 93--104 (2010; Zbl 1224.91041) Full Text: DOI
Yu, Jinyou; Hu, Yijun; Wei, Xiao Duration of negative surplus for compound Poisson risk model with constant interest force. (Chinese. English summary) Zbl 1224.91099 Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 1, 1-17 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Yu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 1, 1--17 (2010; Zbl 1224.91099)
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model. (English) Zbl 1219.93148 Stochastic Anal. Appl. 28, No. 6, 1078-1105 (2010). MSC: 93E20 91B70 60H30 91B30 49L20 49L25 PDF BibTeX XML Cite \textit{J. Wei} et al., Stochastic Anal. Appl. 28, No. 6, 1078--1105 (2010; Zbl 1219.93148) Full Text: DOI
Zhao, Xiang-Hua; Yin, Chuan-Cun The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. (English) Zbl 1206.91048 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 575-586 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{X.-H. Zhao} and \textit{C.-C. Yin}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 575--586 (2010; Zbl 1206.91048) Full Text: DOI
Yin, G.; Jin, Zhuo; Yang, Hailiang Asymptotically optimal dividend policy for regime-switching compound Poisson models. (English) Zbl 1204.91061 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529-542 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G50 91B70 PDF BibTeX XML Cite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 529--542 (2010; Zbl 1204.91061) Full Text: DOI
Asmussen, Søren; Albrecher, Hansjörg Ruin probabilities. 2nd ed. (English) Zbl 1247.91080 Advanced Series on Statistical Science & Applied Probability 14. Hackensack, NJ: World Scientific (ISBN 978-981-4282-52-9/hbk; 978-981-4282-53-6/ebook). xvii, 602 p. (2010). Reviewer: Uwe Küchler (Berlin) MSC: 91B30 60-02 60J75 60K05 60K15 60G44 60G50 60J60 60F10 60K37 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{H. Albrecher}, Ruin probabilities. 2nd ed. Hackensack, NJ: World Scientific (2010; Zbl 1247.91080) Full Text: Link
Wang, Chunwei; Yin, Chuancun; Li, Erqiang On the classical risk model with credit and debit interests under absolute ruin. (English) Zbl 1183.91078 Stat. Probab. Lett. 80, No. 5-6, 427-436 (2010). MSC: 91B30 91G30 62P05 PDF BibTeX XML Cite \textit{C. Wang} et al., Stat. Probab. Lett. 80, No. 5--6, 427--436 (2010; Zbl 1183.91078) Full Text: DOI
Zhang, Zhimin; Yang, Hu; Li, Shuanming The perturbed compound Poisson risk model with two-sided jumps. (English) Zbl 1185.91198 J. Comput. Appl. Math. 233, No. 8, 1773-1784 (2010). Reviewer: Giovanni Puccetti (Firenze) MSC: 91G80 91B30 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Comput. Appl. Math. 233, No. 8, 1773--1784 (2010; Zbl 1185.91198) Full Text: DOI
Minkova, L. D. Compound compound Poisson risk model. (English) Zbl 1224.91078 Serdica Math. J. 35, No. 3, 301-310 (2009). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{L. D. Minkova}, Serdica Math. J. 35, No. 3, 301--310 (2009; Zbl 1224.91078)
Li, Yang; Zhang, Chunsheng Threshold dividend strategy for the compound Poisson model perturbed by diffusion. (Chinese. English summary) Zbl 1212.91037 J. Tianjin Norm. Univ., Nat. Sci. Ed. 29, No. 2, 5-9 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Li} and \textit{C. Zhang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 29, No. 2, 5--9 (2009; Zbl 1212.91037)
Bao, Zhenhua A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion. (English) Zbl 1212.91029 Southeast Asian Bull. Math. 33, No. 2, 221-228 (2009). MSC: 91B30 62P05 62E20 62G32 PDF BibTeX XML Cite \textit{Z. Bao}, Southeast Asian Bull. Math. 33, No. 2, 221--228 (2009; Zbl 1212.91029)
Zhang, Shuna; Chen, Hongyan; Hu, Yijun The ruin probability for a generalized compound Poisson-geometric risk model. (Chinese. English summary) Zbl 1212.91058 J. Math., Wuhan Univ. 29, No. 4, 567-572 (2009). MSC: 91B30 60G46 PDF BibTeX XML Cite \textit{S. Zhang} et al., J. Math., Wuhan Univ. 29, No. 4, 567--572 (2009; Zbl 1212.91058)
Wei, Guanghua; Gao, Qibing Upper bounds for ruin probability in the double compound Poisson risk model under constant interest force. (Chinese. English summary) Zbl 1212.91049 J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 1, 30-34 (2009). MSC: 91B30 60G46 PDF BibTeX XML Cite \textit{G. Wei} and \textit{Q. Gao}, J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 1, 30--34 (2009; Zbl 1212.91049)
Li, Xuekun; Zhang, Chunsheng Effects from batches of claims on ruin probability. (English) Zbl 1212.91036 Acta Sci. Nat. Univ. Nankaiensis 42, No. 2, 17-19 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Li} and \textit{C. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 42, No. 2, 17--19 (2009; Zbl 1212.91036)
Neuenschwander, Daniel On sufficient statistics for combined models with stochastic volatility and jumps: Some complements. (English) Zbl 1191.62177 Far East J. Theor. Stat. 28, No. 2, 117-131 (2009). MSC: 62P05 62B05 60J70 91G70 PDF BibTeX XML Cite \textit{D. Neuenschwander}, Far East J. Theor. Stat. 28, No. 2, 117--131 (2009; Zbl 1191.62177) Full Text: Link
Yuan, Haili; Hu, Yijun The compound Poisson risk model with interest and a threshold strategy. (English) Zbl 1181.91108 Stoch. Models 25, No. 2, 197-220 (2009). Reviewer: V. S. Borkar (Mumbai) MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Stoch. Models 25, No. 2, 197--220 (2009; Zbl 1181.91108) Full Text: DOI
Albrecher, Hansjörg; Borst, Sem; Boxma, Onno; Resing, Jacques The tax identity in risk theory - a simple proof and an extension. (English) Zbl 1163.91430 Insur. Math. Econ. 44, No. 2, 304-306 (2009). MSC: 91B30 91B64 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 44, No. 2, 304--306 (2009; Zbl 1163.91430) Full Text: DOI
Song, Min; Wu, Rong; Zhang, Xin Total duration of negative surplus for the dual model. (English) Zbl 1199.91099 Appl. Stoch. Models Bus. Ind. 24, No. 6, 591-600 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Stoch. Models Bus. Ind. 24, No. 6, 591--600 (2008; Zbl 1199.91099) Full Text: DOI
Hu, Fengqing; Li, Xuekun; Zhang, Chunsheng The Gerber-Shiu discounted penalty function of the compound Poisson risk model with multiple thresholds. (Chinese. English summary) Zbl 1199.91081 J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 4, 44-48 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{F. Hu} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 4, 44--48 (2008; Zbl 1199.91081)
Wang, Lingzhi; Zhang, Chunsheng; Zhan, Xuebao; Gao, Qingwu The Poisson risk model with constant interest rate under a threshold dividend strategy — Gerber-Shiu discounted penalty function. (Chinese. English summary) Zbl 1199.91105 J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 3, 41-45 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Wang} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 3, 41--45 (2008; Zbl 1199.91105)
Lefèvre, Claude; Stéphane, Loisel On finite-time ruin probabilities for classical risk models. (English) Zbl 1164.91033 Scand. Actuar. J. 2008, No. 1, 41-60 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{L. Stéphane}, Scand. Actuar. J. 2008, No. 1, 41--60 (2008; Zbl 1164.91033) Full Text: DOI
Pitts, Susan M.; Politis, Konstadinos Approximations for the moments of ruin time in the compound Poisson model. (English) Zbl 1152.91597 Insur. Math. Econ. 42, No. 2, 668-679 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 2, 668--679 (2008; Zbl 1152.91597) Full Text: DOI
Lin, X. Sheldon; Sendova, Kristina P. The compound Poisson risk model with multiple thresholds. (English) Zbl 1152.91592 Insur. Math. Econ. 42, No. 2, 617-627 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Sendova}, Insur. Math. Econ. 42, No. 2, 617--627 (2008; Zbl 1152.91592) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI
Zhu, Jinxia; Yang, Hailiang Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest. (English) Zbl 1149.60063 J. Appl. Probab. 45, No. 3, 818-830 (2008). MSC: 60K10 91B30 60K20 60F99 PDF BibTeX XML Cite \textit{J. Zhu} and \textit{H. Yang}, J. Appl. Probab. 45, No. 3, 818--830 (2008; Zbl 1149.60063) Full Text: DOI
Jiang, Tao Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities. (English) Zbl 1149.91037 Sci. China, Ser. A 51, No. 7, 1257-1265 (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{T. Jiang}, Sci. China, Ser. A 51, No. 7, 1257--1265 (2008; Zbl 1149.91037) Full Text: DOI
Zhang, Xin On the ruin problem in a Markov-modulated risk model. (English) Zbl 1153.91608 Methodol. Comput. Appl. Probab. 10, No. 2, 225-238 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. Zhang}, Methodol. Comput. Appl. Probab. 10, No. 2, 225--238 (2008; Zbl 1153.91608) Full Text: DOI
Coulibaly, Ibrahim; Lefèvre, Claude On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities. (English) Zbl 1141.91497 Insur. Math. Econ. 42, No. 3, 935-942 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{I. Coulibaly} and \textit{C. Lefèvre}, Insur. Math. Econ. 42, No. 3, 935--942 (2008; Zbl 1141.91497) Full Text: DOI
Liao, Jiding; Gong, Rizhao; Liu, Zaiming; Zou, Jiezhong The Geber-Shiu discounted penalty function in with Poisson-Geometric risk model. (Chinese. English summary) Zbl 1164.91034 Acta Math. Appl. Sin. 30, No. 6, 1076-1085 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Liao} et al., Acta Math. Appl. Sin. 30, No. 6, 1076--1085 (2007; Zbl 1164.91034)
Gschlößl, Susanne; Czado, Claudia Spatial modelling of claim frequency and claim size in non-life insurance. (English) Zbl 1150.91026 Scand. Actuar. J. 2007, No. 3, 202-225 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Gschlöß{l}} and \textit{C. Czado}, Scand. Actuar. J. 2007, No. 3, 202--225 (2007; Zbl 1150.91026) Full Text: DOI
Yang, Li; Sun, Hao; Tian, Xinghu On the discounted penalty function in a two-step premium rate model with linear dividend barrier. (Chinese. English summary) Zbl 1174.91522 Math. Pract. Theory 37, No. 11, 58-67 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Yang} et al., Math. Pract. Theory 37, No. 11, 58--67 (2007; Zbl 1174.91522)
Fang, Ying; Wu, Rong Optimal dividend strategy in the compound Poisson model with constant interest. (English) Zbl 1291.91105 Stoch. Models 23, No. 1, 149-166 (2007). MSC: 91B30 60K10 60J75 PDF BibTeX XML Cite \textit{Y. Fang} and \textit{R. Wu}, Stoch. Models 23, No. 1, 149--166 (2007; Zbl 1291.91105) Full Text: DOI
Wan, Ning Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion. (English) Zbl 1183.91077 Insur. Math. Econ. 40, No. 3, 509-523 (2007). MSC: 91B30 45J05 60K05 60K10 PDF BibTeX XML Cite \textit{N. Wan}, Insur. Math. Econ. 40, No. 3, 509--523 (2007; Zbl 1183.91077) Full Text: DOI
Roos, Bero On variational bounds in the compound Poisson approximation of the individual risk model. (English) Zbl 1183.91075 Insur. Math. Econ. 40, No. 3, 403-414 (2007). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{B. Roos}, Insur. Math. Econ. 40, No. 3, 403--414 (2007; Zbl 1183.91075) Full Text: DOI