Yuen, Fei Lung; Lee, Wing Yan; Fung, Derrick W. H. A cyclic approach on classical ruin model. (English) Zbl 1435.91166 Insur. Math. Econ. 91, 104-110 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. L. Yuen} et al., Insur. Math. Econ. 91, 104--110 (2020; Zbl 1435.91166) Full Text: DOI
Su, Bihao; Li, Jingchao The joint distribution of ruin related quantities in the classical risk model. (Chinese. English summary) Zbl 1449.91037 J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419-423 (2019). MSC: 91B05 60E05 PDF BibTeX XML Cite \textit{B. Su} and \textit{J. Li}, J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419--423 (2019; Zbl 1449.91037) Full Text: DOI
Yang, Liping; Zhou, Wenxin Study on the influence of time to ruin and deficit at ruin on insurance company based on Erlang risk model. (Chinese. English summary) Zbl 1449.91112 J. Chongqing Norm. Univ., Nat. Sci. 36, No. 3, 91-97 (2019). MSC: 91G05 60E05 PDF BibTeX XML Cite \textit{L. Yang} and \textit{W. Zhou}, J. Chongqing Norm. Univ., Nat. Sci. 36, No. 3, 91--97 (2019; Zbl 1449.91112) Full Text: DOI
Yang, Yang; Su, Wen; Zhang, Zhimin Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (English) Zbl 1450.62133 Stat. Probab. Lett. 146, 147-155 (2019). MSC: 62P05 62G07 91G70 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 146, 147--155 (2019; Zbl 1450.62133) Full Text: DOI
Panda, Gopinath; Banik, A. D.; Chaudhry, M. L. Computational analysis of the \(GI/G/1\) risk process using roots. (English) Zbl 1418.91253 Kar, Samarjit (ed.) et al., Operations research and optimization. FOTA 2016, Kolkata, India, November 24–26, 2016. Singapore: Springer. Springer Proc. Math. Stat. 225, 75-90 (2018). MSC: 91B30 90B22 PDF BibTeX XML Cite \textit{G. Panda} et al., Springer Proc. Math. Stat. 225, 75--90 (2018; Zbl 1418.91253) Full Text: DOI
Kim, So-Yeun; Ko, Bangwon On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model. (English) Zbl 1406.91199 Lobachevskii J. Math. 39, No. 3, 348-354 (2018). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{B. Ko}, Lobachevskii J. Math. 39, No. 3, 348--354 (2018; Zbl 1406.91199) Full Text: DOI
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
Boxma, Onno; Frostig, Esther; Perry, David; Yosef, Rami A state dependent reinsurance model. (English) Zbl 1394.91193 Insur. Math. Econ. 74, 170-181 (2017). MSC: 91B30 60K25 62P05 PDF BibTeX XML Cite \textit{O. Boxma} et al., Insur. Math. Econ. 74, 170--181 (2017; Zbl 1394.91193) Full Text: DOI
Zhang, Min; Zhang, Zhimin On the distribution of the surplus before ruin in a Markov-modulated risk model. (Chinese. English summary) Zbl 1389.91056 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 40, No. 6, 608-612 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Zhang} and \textit{Z. Zhang}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 40, No. 6, 608--612 (2016; Zbl 1389.91056) Full Text: DOI
Bao, Zhenhua; Wei, Longfei The deficit at ruin in a class of discrete time risk model with dependent structure. (Chinese. English summary) Zbl 1363.91029 Math. Pract. Theory 46, No. 11, 83-90 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{L. Wei}, Math. Pract. Theory 46, No. 11, 83--90 (2016; Zbl 1363.91029)
Dickson, David C. M. A note on some joint distribution functions involving the time of ruin. (English) Zbl 1348.91141 Insur. Math. Econ. 67, 120-124 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 67, 120--124 (2016; Zbl 1348.91141) Full Text: DOI
Kim, So-Yeun; Willmot, Gordon E. On the analysis of ruin-related quantities in the delayed renewal risk model. (English) Zbl 1348.91158 Insur. Math. Econ. 66, 77-85 (2016). MSC: 91B30 60K10 60K05 62P05 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Insur. Math. Econ. 66, 77--85 (2016; Zbl 1348.91158) Full Text: DOI
Wang, Shanshan; An, Chuangji; Zhang, Chunsheng Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English) Zbl 1345.60081 Front. Math. China 10, No. 2, 377-393 (2015). MSC: 60J20 60J05 91B30 PDF BibTeX XML Cite \textit{S. Wang} et al., Front. Math. China 10, No. 2, 377--393 (2015; Zbl 1345.60081) Full Text: DOI
Willmot, Gordon E. On a partial integrodifferential equation of Seal’s type. (English) Zbl 1318.91124 Insur. Math. Econ. 62, 54-61 (2015). MSC: 91B30 35Q91 35R09 45K05 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven Portfolio optimization under solvency constraints: a dynamical approach. (English) Zbl 1414.91328 N. Am. Actuar. J. 18, No. 3, 394-416 (2014). MSC: 91G10 91B30 91G70 PDF BibTeX XML Cite \textit{S. Asanga} et al., N. Am. Actuar. J. 18, No. 3, 394--416 (2014; Zbl 1414.91328) 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
Ivanovs, Jevgenijs A note on killing with applications in risk theory. (English) Zbl 1291.91114 Insur. Math. Econ. 52, No. 1, 29-34 (2013). MSC: 91B30 60J25 60G51 60K10 PDF BibTeX XML Cite \textit{J. Ivanovs}, Insur. Math. Econ. 52, No. 1, 29--34 (2013; Zbl 1291.91114) Full Text: DOI
Xu, Huai; Tang, Ling The joint density of the time to ruin and the deficit at ruin for a Sparre Andersen risk model. (Chinese. English summary) Zbl 1299.91078 J. Zhejiang Univ., Sci. Ed. 40, No. 4, 401-405 (2013). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, J. Zhejiang Univ., Sci. Ed. 40, No. 4, 401--405 (2013; Zbl 1299.91078) Full Text: DOI
Yi, Yali; Hu, Yuanyan; Ou, Shide Several ruin problems of a discrete time risk model with diffusion and by-claims. (Chinese. English summary) Zbl 1289.91099 J. Math., Wuhan Univ. 33, No. 4, 709-716 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Yi} et al., J. Math., Wuhan Univ. 33, No. 4, 709--716 (2013; Zbl 1289.91099)
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
Xu, Huai; Tang, Ling A joint density function in the renewal risk model. (English) Zbl 1289.62128 Commun. Math. Res. 29, No. 1, 88-96 (2013). MSC: 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Commun. Math. Res. 29, No. 1, 88--96 (2013; Zbl 1289.62128)
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong On a discrete-time risk model with delayed claims and dividends. (English) Zbl 1263.91054 Risk Decis. Anal. 4, No. 1, 3-16 (2013). MSC: 91G70 91G40 62P05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Risk Decis. Anal. 4, No. 1, 3--16 (2013; Zbl 1263.91054) Full Text: DOI
Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos The time to ruin and the number of claims until ruin for phase-type claims. (English) Zbl 1284.91232 Insur. Math. Econ. 51, No. 1, 19-25 (2012). MSC: 91B30 60K10 60K30 PDF BibTeX XML Cite \textit{E. Frostig} et al., Insur. Math. Econ. 51, No. 1, 19--25 (2012; Zbl 1284.91232) Full Text: DOI
Dickson, David C. M.; Li, Shuanming Erlang risk models and finite time ruin problems. (English) Zbl 1277.91081 Scand. Actuar. J. 2012, No. 3, 183-202 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Scand. Actuar. J. 2012, No. 3, 183--202 (2012; Zbl 1277.91081) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos The covariance between the surplus prior to and ruin in the classical risk model. (English) Zbl 1277.91095 Astin Bull. 42, No. 2, 631-653 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, ASTIN Bull. 42, No. 2, 631--653 (2012; Zbl 1277.91095) Full Text: DOI
Xu, Huai; Tang, Ling A joint density function in phase-type (2) risk models. (English) Zbl 1274.62699 Commun. Math. Res. 28, No. 4, 349-358 (2012). MSC: 62P05 91B30 65C60 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Commun. Math. Res. 28, No. 4, 349--358 (2012; Zbl 1274.62699)
Jacobsen, Martin The time to ruin in some additive risk models with random premium rates. (English) Zbl 1264.60067 J. Appl. Probab. 49, No. 4, 915-938 (2012). Reviewer: Klaus Schürger (Bonn) MSC: 60K20 60G40 60G44 60J35 91B30 PDF BibTeX XML Cite \textit{M. Jacobsen}, J. Appl. Probab. 49, No. 4, 915--938 (2012; Zbl 1264.60067) Full Text: DOI Euclid
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI
Kim, So-Yeun; Willmot, Gordon E. The proper distribution function of the deficit in the delayed renewal risk model. (English) Zbl 1277.60142 Scand. Actuar. J. 2011, No. 2, 118-137 (2011). MSC: 60K05 60K10 62P05 91B30 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Scand. Actuar. J. 2011, No. 2, 118--137 (2011; Zbl 1277.60142) Full Text: DOI
He, Feiyue; Liu, Xiangzeng; He, Xingshi; Zhao, Wenzhi; Li, Zhihua The compound Poisson risk model with a threshold strategy under constant interest. (Chinese. English summary) Zbl 1265.91164 Basic Sci. J. Text. Univ. 24, No. 4, 530-535 (2011). MSC: 91G80 91B30 62P05 PDF BibTeX XML Cite \textit{F. He} et al., Basic Sci. J. Text. Univ. 24, No. 4, 530--535 (2011; Zbl 1265.91164)
Lü, Tongling; Guo, Junyi; Zhang, Xin Some results on a bivariate compound Poisson risk model. (English) Zbl 1265.91093 Chin. J. Appl. Probab. Stat. 27, No. 5, 449-459 (2011). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{T. Lü} et al., Chin. J. Appl. Probab. Stat. 27, No. 5, 449--459 (2011; Zbl 1265.91093)
Ding, Fangqing; Yao, Dingjun Dividend payments in a jump-diffusion risk model with interest and constant dividend barrier. (English) Zbl 1240.91041 Chin. J. Appl. Probab. Stat. 27, No. 2, 210-223 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{F. Ding} and \textit{D. Yao}, Chin. J. Appl. Probab. Stat. 27, No. 2, 210--223 (2011; Zbl 1240.91041)
Brill, Percy H.; Yu, Kaiqi Analysis of risk models using a level crossing technique. (English) Zbl 1284.91210 Insur. Math. Econ. 49, No. 3, 298-309 (2011). MSC: 91B30 91G10 60K10 PDF BibTeX XML Cite \textit{P. H. Brill} and \textit{K. Yu}, Insur. Math. Econ. 49, No. 3, 298--309 (2011; Zbl 1284.91210) Full Text: DOI
Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy A two-dimensional risk model with proportional reinsurance. (English) Zbl 1239.91073 J. Appl. Probab. 48, No. 3, 749-765 (2011). MSC: 91B30 60G51 60K30 60J75 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., J. Appl. Probab. 48, No. 3, 749--765 (2011; Zbl 1239.91073) Full Text: DOI
Loeffen, Ronnie L.; Renaud, Jean-François De Finetti’s optimal dividends problem with an affine penalty function at ruin. (English) Zbl 1231.91212 Insur. Math. Econ. 46, No. 1, 98-108 (2010). MSC: 91B30 60H30 60G51 PDF BibTeX XML Cite \textit{R. L. Loeffen} and \textit{J.-F. Renaud}, Insur. Math. Econ. 46, No. 1, 98--108 (2010; Zbl 1231.91212) Full Text: DOI
Psarrakos, Georgios Some results on the joint distribution prior to and at the time of ruin in the classical model. (English) Zbl 1226.91029 Scand. Actuar. J. 2010, No. 4, 268-283 (2010). MSC: 91B30 60K10 60E05 PDF BibTeX XML Cite \textit{G. Psarrakos}, Scand. Actuar. J. 2010, No. 4, 268--283 (2010; Zbl 1226.91029) Full Text: DOI
Song, Min; Wu, Rong; Wang, Guojing On the joint distribution for a kind of Cox risk process. (English) Zbl 1240.91062 Chin. J. Appl. Probab. Stat. 26, No. 6, 597-604 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Song} et al., Chin. J. Appl. Probab. Stat. 26, No. 6, 597--604 (2010; Zbl 1240.91062)
He, Jingmin; Wu, Rong Some distributions for the classical risk process perturbed by Brownian motion. (Chinese. English summary) Zbl 1237.62149 Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 818-827 (2010). MSC: 62P05 91B30 60J70 PDF BibTeX XML Cite \textit{J. He} and \textit{R. Wu}, Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 818--827 (2010; Zbl 1237.62149)
Aleškevičienė, A. On asymptotics of deficit distribution and its moments at the time of ruin. (English) Zbl 1203.91109 Lith. Math. J. 50, No. 1, 1-12 (2010). MSC: 91B30 60G50 60F10 PDF BibTeX XML Cite \textit{A. Aleškevičienė}, Lith. Math. J. 50, No. 1, 1--12 (2010; Zbl 1203.91109) Full Text: DOI
Löpker, Andreas; Perry, David The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory. (English) Zbl 1201.60087 Queueing Syst. 64, No. 4, 395-407 (2010). Reviewer: Andreas Brandt (Berlin) MSC: 60K25 91B30 90B22 68M20 PDF BibTeX XML Cite \textit{A. Löpker} and \textit{D. Perry}, Queueing Syst. 64, No. 4, 395--407 (2010; Zbl 1201.60087) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Monotonicity properties and the deficit at ruin in the Sparre Andersen model. (English) Zbl 1224.91082 Scand. Actuar. J. 2009, No. 2, 104-118 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, Scand. Actuar. J. 2009, No. 2, 104--118 (2009; Zbl 1224.91082) Full Text: DOI
Wang, Chunwei; Gao, Xingping On the discounted penalty function in a Cox risk model. (English) Zbl 1212.91046 J. Qufu Norm. Univ., Nat. Sci. 35, No. 2, 31-35 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Wang} and \textit{X. Gao}, J. Qufu Norm. Univ., Nat. Sci. 35, No. 2, 31--35 (2009; Zbl 1212.91046)
Borovkov, A. A. Insurance with borrowing: first- and second-order approximations. (English) Zbl 1208.91062 Adv. Appl. Probab. 41, No. 4, 1141-1160 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K20 60B12 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Adv. Appl. Probab. 41, No. 4, 1141--1160 (2009; Zbl 1208.91062) Full Text: DOI
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
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos A generalization of the Lundberg condition in the Sparre Andersen model and some applications. (English) Zbl 1159.91412 Stoch. Models 25, No. 1, 90-109 (2009). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, Stoch. Models 25, No. 1, 90--109 (2009; Zbl 1159.91412) Full Text: DOI
Psarrakos, Georgios Tail bounds for the distribution of the deficit in the renewal risk model. (English) Zbl 1189.91080 Insur. Math. Econ. 43, No. 2, 197-202 (2008). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{G. Psarrakos}, Insur. Math. Econ. 43, No. 2, 197--202 (2008; Zbl 1189.91080) Full Text: DOI
Zhang, Wei; Wu, Rong; Liu, Zaiming The joint distribution of a risk model with random income. (English) Zbl 1199.91119 Acta Sci. Nat. Univ. Nankaiensis 41, No. 6, 92-94 (2008). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{W. Zhang} et al., Acta Sci. Nat. Univ. Nankaiensis 41, No. 6, 92--94 (2008; Zbl 1199.91119)
Guo, Hai; Wu, Lijun A renewal risk model with constant interest rate. (Chinese. English summary) Zbl 1174.60431 J. Hubei Inst. Nationalities, Nat. Sci. 26, No. 1, 17-20 (2008). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{H. Guo} and \textit{L. Wu}, J. Hubei Inst. Nationalities, Nat. Sci. 26, No. 1, 17--20 (2008; Zbl 1174.60431)
Zhao, Xia Some distributions for risk process perturbed by diffusion under interest force. (Chinese. English summary) Zbl 1174.91532 Chin. J. Appl. Probab. Stat. 24, No. 1, 43-51 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Zhao}, Chin. J. Appl. Probab. Stat. 24, No. 1, 43--51 (2008; Zbl 1174.91532)
Zhu, Jinxia; Yang, Hailiang Ruin theory for a Markov regime-switching model under a threshold dividend strategy. (English) Zbl 1141.91558 Insur. Math. Econ. 42, No. 1, 311-318 (2008). MSC: 91B30 91B28 60G40 PDF BibTeX XML Cite \textit{J. Zhu} and \textit{H. Yang}, Insur. Math. Econ. 42, No. 1, 311--318 (2008; Zbl 1141.91558) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Tail bounds for the joint distribution of the surplus prior to and at ruin. (English) Zbl 1141.91544 Insur. Math. Econ. 42, No. 1, 163-176 (2008). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 1, 163--176 (2008; Zbl 1141.91544) Full Text: DOI
Alfa, Attahiru Sule; Drekic, Steve Algorithmic analysis of the Sparre Andersen model in discrete time. (English) Zbl 1154.62076 Astin Bull. 37, No. 2, 293-317 (2007). MSC: 62P05 60J20 65C60 91B30 PDF BibTeX XML Cite \textit{A. S. Alfa} and \textit{S. Drekic}, ASTIN Bull. 37, No. 2, 293--317 (2007; Zbl 1154.62076) Full Text: DOI
Pu, Bingyuan; Tang, Yinghui; Liu, Yan Further analysis of ruin in a discrete risk model. (Chinese. English summary) Zbl 1174.62559 J. Univ. Electron. Sci. Technol. China 36, No. 2, 382-383, 391 (2007). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. Pu} et al., J. Univ. Electron. Sci. Technol. China 36, No. 2, 382--383, 391 (2007; Zbl 1174.62559)
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
Sendova, Kristina Discrete Lundberg-type bounds with actuarial applications. (English) Zbl 1187.91107 ESAIM, Probab. Stat. 11, 217-235 (2007). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{K. Sendova}, ESAIM, Probab. Stat. 11, 217--235 (2007; Zbl 1187.91107) Full Text: DOI Numdam EuDML
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
Pitts, Susan M.; Politis, Kostas Some notes on approximations for the deficit at ruin in the compound Poisson risk model. (English) Zbl 1243.91065 HERMIS-\(\mu\pi\) 7, 95-107 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, HERMIS-\(\mu\pi\) 7, 95--107 (2006; Zbl 1243.91065)
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDF BibTeX XML Cite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI
Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI
Liu, Li; Mao, Shisong The risk model of the expected discounted penalty function with constant interest force. (English) Zbl 1152.60335 Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 3, 509-518 (2006). MSC: 60H30 91B30 PDF BibTeX XML Cite \textit{L. Liu} and \textit{S. Mao}, Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 3, 509--518 (2006; Zbl 1152.60335) Full Text: DOI
Zhang, H. Y.; Zhou, M.; Guo, J. Y. The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. (English) Zbl 1161.60334 Stat. Probab. Lett. 76, No. 12, 1211-1218 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{H. Y. Zhang} et al., Stat. Probab. Lett. 76, No. 12, 1211--1218 (2006; Zbl 1161.60334) 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
Wu, Rong; Wang, Guojing; Zhang, Chunsheng On a joint distribution for the risk process with constant interest force. (English) Zbl 1110.62149 Insur. Math. Econ. 36, No. 3, 365-374 (2005). MSC: 62P05 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{R. Wu} et al., Insur. Math. Econ. 36, No. 3, 365--374 (2005; Zbl 1110.62149) Full Text: DOI
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
Ren, Jiandong The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process. (English) Zbl 1129.91027 Insur. Math. Econ. 37, No. 3, 505-521 (2005). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{J. Ren}, Insur. Math. Econ. 37, No. 3, 505--521 (2005; Zbl 1129.91027) 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
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
Zhou, Xiaowen When does surplus reach a certain level before ruin? (English) Zbl 1117.91387 Insur. Math. Econ. 35, No. 3, 553-561 (2004). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{X. Zhou}, Insur. Math. Econ. 35, No. 3, 553--561 (2004; Zbl 1117.91387) Full Text: DOI
Sun, Lijuan; Yang, Hailiang On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English) Zbl 1054.60017 Insur. Math. Econ. 34, No. 1, 121-125 (2004). MSC: 60E05 91B30 PDF BibTeX XML Cite \textit{L. Sun} and \textit{H. Yang}, Insur. Math. Econ. 34, No. 1, 121--125 (2004; Zbl 1054.60017) 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
Avram, Florin; Usabel, Miguel Finite time ruin probabilities with one Laplace inversion. (English) Zbl 1074.91026 Insur. Math. Econ. 32, No. 3, 371-377 (2003). MSC: 91B30 PDF BibTeX XML Cite \textit{F. Avram} and \textit{M. Usabel}, Insur. Math. Econ. 32, No. 3, 371--377 (2003; Zbl 1074.91026) Full Text: DOI
Chiu, S. N.; Yin, C. C. The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English) Zbl 1055.91042 Insur. Math. Econ. 33, No. 1, 59-66 (2003). MSC: 91B30 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. C. Yin}, Insur. Math. Econ. 33, No. 1, 59--66 (2003; Zbl 1055.91042) Full Text: DOI
Cai, Jun; Dickson, David C. M. On the expected discounted penalty function at ruin of a surplus process with interest. (English) Zbl 1074.91027 Insur. Math. Econ. 30, No. 3, 389-404 (2002). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 44A10 45D05 91B70 PDF BibTeX XML Cite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 30, No. 3, 389--404 (2002; Zbl 1074.91027) Full Text: DOI
Cheng, Shixue; Zhu, Rendong The asymptotic formulas and Lundberg upper bound in fully discrete risk model. (Chinese. English summary) Zbl 0992.91052 Appl. Math., Ser. A (Chin. Ed.) 16, No. 3, 348-358 (2001). MSC: 91B30 60K30 62P05 60K99 PDF BibTeX XML Cite \textit{S. Cheng} and \textit{R. Zhu}, Appl. Math., Ser. A (Chin. Ed.) 16, No. 3, 348--358 (2001; Zbl 0992.91052)
Lin, X. Sheldon; Willmot, Gordon E. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (English) Zbl 0971.91031 Insur. Math. Econ. 27, No. 1, 19-44 (2000). Reviewer: Elias Shiu (Iowa City) MSC: 91B30 62P05 60K05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 27, No. 1, 19--44 (2000; Zbl 0971.91031) Full Text: DOI