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 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Insur. Math. Econ. 67, 120--124 (2016; Zbl 1348.91141) Full Text: DOI Link
Nolde, Natalia; Parker, Gary Stochastic analysis of life insurance surplus. (English) Zbl 1304.91124 Insur. Math. Econ. 56, 1-13 (2014). MSC: 91B30 62P05 91G10 PDFBibTeX XMLCite \textit{N. Nolde} and \textit{G. Parker}, Insur. Math. Econ. 56, 1--13 (2014; Zbl 1304.91124) 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 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) 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 PDFBibTeX XMLCite \textit{G. E. Willmot}, Insur. Math. Econ. 41, No. 1, 17--31 (2007; Zbl 1119.91058) Full Text: DOI
Tsai, Cary Chi-Liang On the stop-loss transform and order for the surplus process perturbed by diffusion. (English) Zbl 1147.91350 Insur. Math. Econ. 39, No. 1, 151-170 (2006). MSC: 91B30 60K05 60K10 PDFBibTeX XMLCite \textit{C. C. L. Tsai}, Insur. Math. Econ. 39, No. 1, 151--170 (2006; Zbl 1147.91350) 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 PDFBibTeX XMLCite \textit{S. Li} and \textit{J. Garrido}, Insur. Math. Econ. 35, No. 3, 691--701 (2004; Zbl 1122.91345) 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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI
Tsai, Cary Chi-Liang On the expectations of the present values of the time of ruin perturbed by diffusion. (English) Zbl 1066.91062 Insur. Math. Econ. 32, No. 3, 413-429 (2003). Reviewer: Neculai Curteanu (Iaşi) MSC: 91B30 60J70 62E17 62E20 PDFBibTeX XMLCite \textit{C. C. L. Tsai}, Insur. Math. Econ. 32, No. 3, 413--429 (2003; Zbl 1066.91062) 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 PDFBibTeX XMLCite \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.; Lin, X. Sheldon Exact and approximate properties of the distribution of surplus before and after ruin. (English) Zbl 0914.90074 Insur. Math. Econ. 23, No. 1, 91-100 (1998). MSC: 91B30 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{X. S. Lin}, Insur. Math. Econ. 23, No. 1, 91--100 (1998; Zbl 0914.90074) Full Text: DOI
Dickson, David C. M. On the distribution of the claim causing ruin. (English) Zbl 0783.62083 Insur. Math. Econ. 12, No. 2, 143-154 (1993). MSC: 62P05 62E15 62E20 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Insur. Math. Econ. 12, No. 2, 143--154 (1993; Zbl 0783.62083) Full Text: DOI
Dos Reis, Alfredo Egídio How long is the surplus below zero? (English) Zbl 0777.62096 Insur. Math. Econ. 12, No. 1, 23-38 (1993). Reviewer: L.S.Ioffe (Haifa) MSC: 62P05 PDFBibTeX XMLCite \textit{A. E. Dos Reis}, Insur. Math. Econ. 12, No. 1, 23--38 (1993; Zbl 0777.62096) Full Text: DOI
Gerber, Hans U. When does the surplus reach a given target? (English) Zbl 0731.62153 Insur. Math. Econ. 9, No. 2-3, 115-119 (1990). MSC: 62P05 60G99 PDFBibTeX XMLCite \textit{H. U. Gerber}, Insur. Math. Econ. 9, No. 2--3, 115--119 (1990; Zbl 0731.62153) Full Text: DOI
Hürlimann, Werner Simple risk forecasts using credibility. (English) Zbl 0687.62088 Insur. Math. Econ. 7, No. 4, 251-259 (1988). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{W. Hürlimann}, Insur. Math. Econ. 7, No. 4, 251--259 (1988; Zbl 0687.62088) Full Text: DOI
Dufresne, François; Gerber, Hans U. The surpluses immediately before and at ruin, and the amount of the claim causing ruin. (English) Zbl 0674.62072 Insur. Math. Econ. 7, No. 3, 193-199 (1988). MSC: 62P05 PDFBibTeX XMLCite \textit{F. Dufresne} and \textit{H. U. Gerber}, Insur. Math. Econ. 7, No. 3, 193--199 (1988; Zbl 0674.62072) Full Text: DOI