Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 07286467 Scand. Actuar. J. 2020, No. 8, 736-753 (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 07286467) Full Text: DOI
Yang, Long; Deng, Guohe; Yang, Li; Huang, Yuanmin A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1449.62243 Chin. J. Appl. Probab. Stat. 35, No. 4, 373-396 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{L. Yang} et al., Chin. J. Appl. Probab. Stat. 35, No. 4, 373--396 (2019; Zbl 1449.62243) Full Text: DOI
Landriault, David; Willmot, Gordon E.; Xu, Di Analysis of IBNR claims in renewal insurance models. (English) Zbl 1402.91205 Scand. Actuar. J. 2017, No. 7, 628-650 (2017). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 7, 628--650 (2017; Zbl 1402.91205) Full Text: DOI
Yang, Long; Deng, Guohe The Erlang(2) risk process with dependence under a multi-layer dividend strategy. (English) Zbl 1389.91052 Chin. J. Appl. Probab. Stat. 33, No. 1, 1-20 (2017). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{L. Yang} and \textit{G. Deng}, Chin. J. Appl. Probab. Stat. 33, No. 1, 1--20 (2017; Zbl 1389.91052) Full Text: DOI
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, Gordon E.; Xu, Di A note on the convexity of ruin probabilities. (English) Zbl 1394.91221 Insur. Math. Econ. 74, 1-6 (2017). MSC: 91B30 60K10 93E20 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 74, 1--6 (2017; Zbl 1394.91221) Full Text: DOI
Bao, Zhenhua; Liu, Ye A discrete-time ruin model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1419.62293 Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{Y. Liu}, Adv. Difference Equ. 2016, Paper No. 188, 14 p. (2016; Zbl 1419.62293) Full Text: DOI
Yang, Long The risk process with dependence based on FGM copula under a multi-layer dividend strategy. (Chinese. English summary) Zbl 1349.91164 Acta Math. Sci., Ser. A, Chin. Ed. 35, No. 5, 1004-1017 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{L. Yang}, Acta Math. Sci., Ser. A, Chin. Ed. 35, No. 5, 1004--1017 (2015; Zbl 1349.91164)
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. On a risk model with claim investigation. (English) Zbl 1348.91151 Insur. Math. Econ. 65, 37-45 (2015). MSC: 91B30 62P05 60K25 PDF BibTeX XML Cite \textit{M. Huynh} et al., Insur. Math. Econ. 65, 37--45 (2015; Zbl 1348.91151) Full Text: DOI
Psarrakos, Georgios On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 497-513 (2015). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos}, Methodol. Comput. Appl. Probab. 17, No. 2, 497--513 (2015; Zbl 1319.60171) Full Text: DOI
Li, Shu; Landriault, David; Lemieux, Christiane A risk model with varying premiums: its risk management implications. (English) Zbl 1308.91089 Insur. Math. Econ. 60, 38-46 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} et al., Insur. Math. Econ. 60, 38--46 (2015; Zbl 1308.91089) Full Text: DOI
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI
Lee, Wing Yan; Willmot, Gordon E. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. (English) Zbl 1306.91079 Insur. Math. Econ. 59, 1-10 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Insur. Math. Econ. 59, 1--10 (2014; Zbl 1306.91079) Full Text: DOI
Liu, He; Bao, Zhenhua On a discrete-time risk model with general income and time-dependent claims. (English) Zbl 1293.91099 J. Comput. Appl. Math. 260, 470-481 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Liu} and \textit{Z. Bao}, J. Comput. Appl. Math. 260, 470--481 (2014; Zbl 1293.91099) Full Text: DOI
Cai, Jun; Yang, Hailiang On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. (English) Zbl 1291.91096 Ann. Oper. Res. 212, 61-77 (2014). MSC: 91B30 60J70 60K05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{H. Yang}, Ann. Oper. Res. 212, 61--77 (2014; Zbl 1291.91096) Full Text: DOI
Gao, Qingwu; Liu, Yu; Psarrakos, Georgios; Wang, Yuebao On asymptotic equivalence among the solutions of some defective renewal equations. (English) Zbl 1337.60222 Lith. Math. J. 53, No. 4, 391-405 (2013). MSC: 60K05 60F05 PDF BibTeX XML Cite \textit{Q. Gao} et al., Lith. Math. J. 53, No. 4, 391--405 (2013; Zbl 1337.60222) Full Text: DOI
Dong, Hua; Liu, Zaiming The ruin problem in a renewal risk model with two-sided jumps. (English) Zbl 1305.91165 Math. Comput. Modelling 57, No. 3-4, 800-811 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Math. Comput. Modelling 57, No. 3--4, 800--811 (2013; Zbl 1305.91165) Full Text: DOI
Feng, Runhuan; Shimizu, Yasutaka On a generalization from ruin to default in a Lévy insurance risk model. (English) Zbl 1307.91096 Methodol. Comput. Appl. Probab. 15, No. 4, 773-802 (2013). MSC: 91B30 60G51 60J45 PDF BibTeX XML Cite \textit{R. Feng} and \textit{Y. Shimizu}, Methodol. Comput. Appl. Probab. 15, No. 4, 773--802 (2013; Zbl 1307.91096) 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
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy. (English) Zbl 1294.91073 J. Comput. Appl. Math. 253, 26-50 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J25 60J65 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{A. D. Papaioannou}, J. Comput. Appl. Math. 253, 26--50 (2013; Zbl 1294.91073) 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
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI
Bao, Zhenhua; Wang, Jing On the compound binomial risk model with stochastic income. (English) Zbl 1297.62215 Int. J. Pure Appl. Math. 82, No. 3, 377-390 (2013). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{J. Wang}, Int. J. Pure Appl. Math. 82, No. 3, 377--390 (2013; Zbl 1297.62215) Full Text: Link
Zou, Wei; Xie, Jie-hua On the Gerber-Shiu discounted penalty function in a risk model with delayed claims. (English) Zbl 1296.91172 J. Korean Stat. Soc. 41, No. 3, 387-397 (2012). MSC: 91B30 60J65 60K10 62P05 PDF BibTeX XML Cite \textit{W. Zou} and \textit{J.-h. Xie}, J. Korean Stat. Soc. 41, No. 3, 387--397 (2012; Zbl 1296.91172) Full Text: DOI
Landriault, David; Lemieux, Christiane; Willmot, Gordon E. An adaptive premium policy with a Bayesian motivation in the classical risk model. (English) Zbl 1284.91246 Insur. Math. Econ. 51, No. 2, 370-378 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 51, No. 2, 370--378 (2012; Zbl 1284.91246) Full Text: DOI
Cheung, Eric C. K. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. (English) Zbl 1253.91090 Methodol. Comput. Appl. Probab. 14, No. 4, 973-995 (2012). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 973--995 (2012; Zbl 1253.91090) Full Text: DOI
Bao, Zhenhua; Liu, He On the discounted factorial moments of the deficit in the discrete time renewal risk model. (English) Zbl 1446.62263 Int. J. Pure Appl. Math. 79, No. 2, 329-342 (2012). MSC: 62P05 60K10 91B05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{H. Liu}, Int. J. Pure Appl. Math. 79, No. 2, 329--342 (2012; Zbl 1446.62263) Full Text: Link
Zhao, Yongxia; Yin, Chuancun The expected discounted penalty function under a renewal risk model with stochastic income. (English) Zbl 1242.60089 Appl. Math. Comput. 218, No. 10, 6144-6154 (2012). MSC: 60K15 60K25 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{C. Yin}, Appl. Math. Comput. 218, No. 10, 6144--6154 (2012; Zbl 1242.60089) Full Text: DOI
Kočetova, Jelena; Šiaulys, Jonas Asymptotic behavior of the Gerber-Shiu discounted penalty function in the Erlang(2) risk process with subexponential claims. (English) Zbl 1272.91064 Nonlinear Anal., Model. Control 16, No. 3, 315-331 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. Kočetova} and \textit{J. Šiaulys}, Nonlinear Anal., Model. Control 16, No. 3, 315--331 (2011; Zbl 1272.91064)
Labbé, Chantal; Sendov, Hristo S.; Sendova, Kristina P. The Gerber-Shiu function and the generalized Cramér-Lundberg model. (English) Zbl 1239.91081 Appl. Math. Comput. 218, No. 7, 3035-3056 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Labbé} et al., Appl. Math. Comput. 218, No. 7, 3035--3056 (2011; Zbl 1239.91081) Full Text: DOI
Cheung, Eric C. K. On a class of stochastic models with two-sided jumps. (English) Zbl 1235.60126 Queueing Syst. 69, No. 1, 1-28 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60K15 90B22 91B30 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Queueing Syst. 69, No. 1, 1--28 (2011; Zbl 1235.60126) Full Text: DOI
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English) Zbl 1229.91161 Insur. Math. Econ. 49, No. 3, 371-379 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI
Sangüesa, C. On the approximation of functions satisfying defective renewal equations. (English) Zbl 1234.65021 J. Comput. Appl. Math. 236, No. 6, 1042-1054 (2011). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C50 60K05 60E10 91B30 60K20 PDF BibTeX XML Cite \textit{C. Sangüesa}, J. Comput. Appl. Math. 236, No. 6, 1042--1054 (2011; Zbl 1234.65021) Full Text: DOI arXiv
Woo, Jae-Kyung Refinements of two-sided bounds for renewal equations. (English) Zbl 1235.60123 Insur. Math. Econ. 48, No. 2, 189-196 (2011). MSC: 60K10 90B25 PDF BibTeX XML Cite \textit{J.-K. Woo}, Insur. Math. Econ. 48, No. 2, 189--196 (2011; Zbl 1235.60123) 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
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) 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
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
Wang, Kai-Yong; Wang, Yue-Bao Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications. (English) Zbl 1200.60073 Acta Math. Appl. Sin., Engl. Ser. 26, No. 3, 503-512 (2010). MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{K.-Y. Wang} and \textit{Y.-B. Wang}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 3, 503--512 (2010; Zbl 1200.60073) Full Text: DOI
Bao, Zhen-Hua; Wang, Jing On the discounted penalty function in the discrete time stationary renewal risk model. (English) Zbl 1186.91115 J. Comput. Appl. Math. 234, No. 2, 557-562 (2010). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{Z.-H. Bao} and \textit{J. Wang}, J. Comput. Appl. Math. 234, No. 2, 557--562 (2010; Zbl 1186.91115) Full Text: DOI
Zhang, Zhimin; Yang, Hu On a risk model with stochastic premiums income and dependence between income and loss. (English) Zbl 1188.91094 J. Comput. Appl. Math. 234, No. 1, 44-57 (2010). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{H. Yang}, J. Comput. Appl. Math. 234, No. 1, 44--57 (2010; Zbl 1188.91094) 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
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI
Labbé, Chantal; Sendova, Kristina P. The expected discounted penalty function under a risk model with stochastic income. (English) Zbl 1181.91100 Appl. Math. Comput. 215, No. 5, 1852-1867 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{C. Labbé} and \textit{K. P. Sendova}, Appl. Math. Comput. 215, No. 5, 1852--1867 (2009; Zbl 1181.91100) Full Text: DOI
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
Landriault, David; Willmot, Gordon On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. (English) Zbl 1152.91591 Insur. Math. Econ. 42, No. 2, 600-608 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. Willmot}, Insur. Math. Econ. 42, No. 2, 600--608 (2008; Zbl 1152.91591) Full Text: DOI
Yin, Chuancun; Zhao, Xianghua Asymptotics for solutions of a defective renewal equation with applications. (English) Zbl 1156.60071 Front. Math. China 3, No. 3, 443-459 (2008). MSC: 60K05 60K30 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. Zhao}, Front. Math. China 3, No. 3, 443--459 (2008; Zbl 1156.60071) Full Text: DOI
Bao, Zhen-Hua; Ye, Zhong-Xing Ruin probabilities in the risk process with random income. (English) Zbl 1151.91562 Acta Math. Appl. Sin., Engl. Ser. 24, No. 2, 195-202 (2008). Reviewer: George Stoica (Saint John) MSC: 91B30 PDF BibTeX XML Cite \textit{Z.-H. Bao} and \textit{Z.-X. Ye}, Acta Math. Appl. Sin., Engl. Ser. 24, No. 2, 195--202 (2008; Zbl 1151.91562) Full Text: DOI
Landriault, David Constant dividend barrier in a risk model with interclaim-dependent claim sizes. (English) Zbl 1141.91523 Insur. Math. Econ. 42, No. 1, 31-38 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault}, Insur. Math. Econ. 42, No. 1, 31--38 (2008; Zbl 1141.91523) Full Text: DOI
Bao, Zhen-Hua A note on the compound binomial model with randomized dividend strategy. (English) Zbl 1193.91062 Appl. Math. Comput. 194, No. 1, 276-286 (2007). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{Z.-H. Bao}, Appl. Math. Comput. 194, No. 1, 276--286 (2007; Zbl 1193.91062) Full Text: DOI
Pitts, Susan M.; Politis, Konstadinos Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model. (English) Zbl 1122.60076 Adv. Appl. Probab. 39, No. 2, 385-406 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, Adv. Appl. Probab. 39, No. 2, 385--406 (2007; Zbl 1122.60076) Full Text: DOI Euclid
Cai, Jun On the time value of absolute ruin with debit interest. (English) Zbl 1141.91023 Adv. Appl. Probab. 39, No. 2, 343-359 (2007). Reviewer: Bero Roos (Leicester) MSC: 91B30 60K05 91B70 PDF BibTeX XML Cite \textit{J. Cai}, Adv. Appl. Probab. 39, No. 2, 343--359 (2007; Zbl 1141.91023) Full Text: DOI Euclid
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
Yin, Chuancun; Zhao, Junsheng Nonexponential asymptotics for the solutions of renewal equations, with applications. (English) Zbl 1125.60090 J. Appl. Probab. 43, No. 3, 815-824 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{J. Zhao}, J. Appl. Probab. 43, No. 3, 815--824 (2006; Zbl 1125.60090) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDF BibTeX XML Cite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
Nie, Gaoqin; Liu, Cihua; Xu, Lixia Expected discounted penalty function of Erlang(2) risk model with constant interest. (English) Zbl 1102.60075 Appl. Math., Ser. B (Engl. Ed.) 21, No. 3, 243-251 (2006). MSC: 60K05 62P05 91B30 PDF BibTeX XML Cite \textit{G. Nie} et al., Appl. Math., Ser. B (Engl. Ed.) 21, No. 3, 243--251 (2006; Zbl 1102.60075) Full Text: DOI
Bao, Zhen-Hua The expected discounted penalty at ruin in the risk process with random income. (English) Zbl 1158.60374 Appl. Math. Comput. 179, No. 2, 559-566 (2006). MSC: 60K20 60G40 PDF BibTeX XML Cite \textit{Z.-H. Bao}, Appl. Math. Comput. 179, No. 2, 559--566 (2006; Zbl 1158.60374) 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
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)
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
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
Tsai, Cary Chi-Liang; Sun, Li-juan On the discounted distribution functions for the Erlang(2) risk process. (English) Zbl 1215.62114 Insur. Math. Econ. 35, No. 1, 5-19 (2004). MSC: 62P05 91B30 60K05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{L.-j. Sun}, Insur. Math. Econ. 35, No. 1, 5--19 (2004; Zbl 1215.62114) Full Text: DOI
Drekic, Steve; Stafford, James E.; Willmot, Gordon E. Symbolic calculation of the moments of the time of ruin. (English) Zbl 1087.91028 Insur. Math. Econ. 34, No. 1, 109-120 (2004). MSC: 91B30 91-04 PDF BibTeX XML Cite \textit{S. Drekic} et al., Insur. Math. Econ. 34, No. 1, 109--120 (2004; Zbl 1087.91028) 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
Tsai, Cary Chi-Liang; Willmot, Gordon E. On the moments of the surplus process perturbed by diffusion. (English) Zbl 1063.91051 Insur. Math. Econ. 31, No. 3, 327-350 (2002). Reviewer: Giacomo Bonanno (Davis) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 31, No. 3, 327--350 (2002; Zbl 1063.91051) 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
Tsai, Cary Chi-Liang; Willmot, Gordon E. A generalized defective renewal equation for the surplus process perturbed by diffusion. (English) Zbl 1074.91563 Insur. Math. Econ. 30, No. 1, 51-66 (2002). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 30, No. 1, 51--66 (2002; Zbl 1074.91563) Full Text: DOI
Willmot, Gordon E. On higher-order properties of compound geometric distributions. (English) Zbl 1013.62008 J. Appl. Probab. 39, No. 2, 324-340 (2002). Reviewer: Helmut Wegmann (Darmstadt) MSC: 62E10 62N05 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{G. E. Willmot}, J. Appl. Probab. 39, No. 2, 324--340 (2002; Zbl 1013.62008) Full Text: DOI
Tsai, Cary Chi-Liang On the discounted distribution functions of the surplus process perturbed by diffusion. (English) Zbl 1074.91562 Insur. Math. Econ. 28, No. 3, 401-419 (2001). MSC: 91B30 PDF BibTeX XML Cite \textit{C. C. L. Tsai}, Insur. Math. Econ. 28, No. 3, 401--419 (2001; Zbl 1074.91562) Full Text: DOI
Goovaerts, M. J.; de Vylder, F. Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. (English) Zbl 0527.62093 J. Econom. 23, 77-90 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{M. J. Goovaerts} and \textit{F. de Vylder}, J. Econom. 23, 77--90 (1983; Zbl 0527.62093) Full Text: DOI
van Hoorn, M. H.; Tijms, H. C. Approximations for the waiting time distribution of the M/G/c queue. (English) Zbl 0481.68039 Performance Eval. 2, 22-28 (1982). MSC: 68M20 60K25 90B22 PDF BibTeX XML Cite \textit{M. H. van Hoorn} and \textit{H. C. Tijms}, Perform. Eval. 2, 22--28 (1982; Zbl 0481.68039) Full Text: DOI
van Hoorn, M. H.; Tijms, H. C. Approximations for the waiting time distribution of the M/G/c queue. (English) Zbl 0463.60081 Math. Cent., Amst., Afd. Math. Beslisk. BW 144/81, 11 p. (1981). MSC: 60K25 60K05 90B22 PDF BibTeX XML