Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan Risk modelling on liquidations with Lévy processes. (English) Zbl 07426988 Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022). MSC: 60G51 91B05 91G05 PDF BibTeX XML Cite \textit{A. Zhang} et al., Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022; Zbl 07426988) Full Text: DOI arXiv OpenURL
Zhang, Lili The Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 07532232 Commun. Stat., Theory Methods 50, No. 24, 5899-5917 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Zhang}, Commun. Stat., Theory Methods 50, No. 24, 5899--5917 (2021; Zbl 07532232) Full Text: DOI OpenURL
Xie, Jiayi; Zhang, Zhimin Finite-time dividend problems in a Lévy risk model under periodic observation. (English) Zbl 07422832 Appl. Math. Comput. 398, Article ID 125981, 23 p. (2021). MSC: 91Bxx 60Kxx PDF BibTeX XML Cite \textit{J. Xie} and \textit{Z. Zhang}, Appl. Math. Comput. 398, Article ID 125981, 23 p. (2021; Zbl 07422832) Full Text: DOI OpenURL
Zhang, Lili The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 1461.91085 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 91B05 60K25 60G40 62P05 60J74 45J05 PDF BibTeX XML Cite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 1461.91085) Full Text: DOI OpenURL
Jiang, Wuyuan; Huang, Jun The expected discounted penalty function in the dual insurance risk model with randomized observation periods. (Chinese. English summary) Zbl 1474.62365 Appl. Math., Ser. A (Chin. Ed.) 35, No. 4, 405-413 (2020). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{J. Huang}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 4, 405--413 (2020; Zbl 1474.62365) Full Text: DOI OpenURL
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 OpenURL
Huang, Ya; Liu, Juan; Zhou, Jieming; Deng, Yingchun Gerber-Shiu analysis for a discrete risk model with delayed claims and random incomes. (English) Zbl 1449.62236 Chin. J. Eng. Math. 37, No. 1, 89-106 (2020). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Chin. J. Eng. Math. 37, No. 1, 89--106 (2020; Zbl 1449.62236) Full Text: DOI OpenURL
Wang, Wenyuan; Chen, Ping; Li, Shuanming Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English) Zbl 1435.91162 Insur. Math. Econ. 91, 12-25 (2020). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{W. Wang} et al., Insur. Math. Econ. 91, 12--25 (2020; Zbl 1435.91162) Full Text: DOI arXiv OpenURL
Luo, Kui; Liu, Juan; Zhao, Yihui; Xiao, Liqun Optimal dividend strategies for the compound Poisson model with debit interest. (English) Zbl 1449.91106 J. Math., Wuhan Univ. 39, No. 6, 801-810 (2019). MSC: 91G05 91G30 60J74 PDF BibTeX XML Cite \textit{K. Luo} et al., J. Math., Wuhan Univ. 39, No. 6, 801--810 (2019; Zbl 1449.91106) Full Text: DOI OpenURL
Chen, Jie; Yu, Yong; Shen, Ying; Liu, Jianmei The expected discounted penalty function of a risk model with linear dividend barrier. (Chinese. English summary) Zbl 1449.91096 J. Qufu Norm. Univ., Nat. Sci. 45, No. 3, 23-26 (2019). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{J. Chen} et al., J. Qufu Norm. Univ., Nat. Sci. 45, No. 3, 23--26 (2019; Zbl 1449.91096) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi; Sendova, Kristina P. The expected discounted penalty function: from infinite time to finite time. (English) Zbl 1411.91303 Scand. Actuar. J. 2019, No. 4, 336-354 (2019). MSC: 91B30 35Q91 45K05 PDF BibTeX XML Cite \textit{S. Li} et al., Scand. Actuar. J. 2019, No. 4, 336--354 (2019; Zbl 1411.91303) Full Text: DOI OpenURL
Zhao, Yihui; Luo, Kui; Xiao, Liqun; Ming, Ruixing; Hu, Yijun Erlang\((n)\) surplus process with debit interest and a threshold dividend strategy. (English) Zbl 1424.91072 Math. Appl. 31, No. 3, 714-722 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Math. Appl. 31, No. 3, 714--722 (2018; Zbl 1424.91072) OpenURL
Shao, Jingjing; Wang, Xiulian; Zou, Hua A class of expected discounted penalty function for claim size of mixed exponential distribution. (Chinese. English summary) Zbl 1424.91060 J. Tianjin Norm. Univ., Nat. Sci. Ed. 38, No. 3, 5-7 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Shao} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 38, No. 3, 5--7 (2018; Zbl 1424.91060) Full Text: DOI OpenURL
Jiang, Wuyuan The expected discounted penalty function in a renewal risk model with stochastic income. (Chinese. English summary) Zbl 1413.62183 Appl. Math., Ser. A (Chin. Ed.) 33, No. 1, 45-51 (2018). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Jiang}, Appl. Math., Ser. A (Chin. Ed.) 33, No. 1, 45--51 (2018; Zbl 1413.62183) OpenURL
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 Link OpenURL
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 OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang Lévy insurance risk process with Poissonian taxation. (English) Zbl 1401.91216 Scand. Actuar. J. 2017, No. 1, 51-87 (2017). MSC: 91B30 91B64 60G51 62P05 60J75 60K10 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2017, No. 1, 51--87 (2017; Zbl 1401.91216) Full Text: DOI Link OpenURL
Jiang, Wuyuan; Ma, Chaoqun The dual risk model perturbed by diffusion with stochastic expense and a barrier strategy. (Chinese. English summary) Zbl 1389.91042 Math. Pract. Theory 47, No. 2, 7-13 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{C. Ma}, Math. Pract. Theory 47, No. 2, 7--13 (2017; Zbl 1389.91042) OpenURL
Xie, Jie-Hua; Zou, Wei Dividend barrier and ruin problems for a risk model with delayed claims. (English) Zbl 1371.60121 Commun. Stat., Theory Methods 46, No. 14, 7063-7084 (2017). MSC: 60H30 60H10 91G80 62P05 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, Commun. Stat., Theory Methods 46, No. 14, 7063--7084 (2017; Zbl 1371.60121) Full Text: DOI OpenURL
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 OpenURL
Gao, Jiahui; Wang, Xiulian Ruin probability with Gamma claim in classical risk model. (Chinese. English summary) Zbl 1363.91031 J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 3, 13-15, 58 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Gao} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 3, 13--15, 58 (2016; Zbl 1363.91031) OpenURL
Wang, Wenyuan; Liu, Zhang The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy. (English) Zbl 1363.91044 J. Univ. Sci. Technol. China 46, No. 2, 87-94 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Wang} and \textit{Z. Liu}, J. Univ. Sci. Technol. China 46, No. 2, 87--94 (2016; Zbl 1363.91044) Full Text: DOI OpenURL
Dong, Hua; Zhao, Xianghua Asymptotics for a perturbed renewal risk model under heavy-tailed claims. (Chinese. English summary) Zbl 1349.91134 Math. Pract. Theory 45, No. 6, 24-29 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X. Zhao}, Math. Pract. Theory 45, No. 6, 24--29 (2015; Zbl 1349.91134) OpenURL
Zhao, Jin’e; Li, Ming; He, Shuhong The expected discounted penalty function for a thinning risk model with constant interest and dividends. (Chinese. English summary) Zbl 1349.91171 J. Zhengzhou Univ., Nat. Sci. Ed. 47, No. 3, 37-41 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Zhao} et al., J. Zhengzhou Univ., Nat. Sci. Ed. 47, No. 3, 37--41 (2015; Zbl 1349.91171) Full Text: DOI OpenURL
Chen, Jie; Lu, Yuhua Discounted penalty function for a thinning risk model with dividend. (Chinese. English summary) Zbl 1349.91130 J. Shandong Univ., Nat. Sci. 50, No. 9, 78-83 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Chen} and \textit{Y. Lu}, J. Shandong Univ., Nat. Sci. 50, No. 9, 78--83 (2015; Zbl 1349.91130) OpenURL
Jiang, Wuyuan; Ma, Chaoqun Analysis of ruin measures for two classes of risk processes with stochastic income. (English) Zbl 1333.91030 Hacet. J. Math. Stat. 44, No. 4, 909-921 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{C. Ma}, Hacet. J. Math. Stat. 44, No. 4, 909--921 (2015; Zbl 1333.91030) OpenURL
Bao, Zhenhua; Liu, Ye A class of discrete time risk models with general premium income. (Chinese. English summary) Zbl 1340.91042 J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150-155 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{Y. Liu}, J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150--155 (2015; Zbl 1340.91042) OpenURL
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) OpenURL
Xue, Ying; Liu, Peng The G-S function of the dependent dual risk model with a constant dividend barrier. (Chinese. English summary) Zbl 1324.91020 Acta Sci. Nat. Univ. Nankaiensis 47, No. 5, 1-10 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Xue} and \textit{P. Liu}, Acta Sci. Nat. Univ. Nankaiensis 47, No. 5, 1--10 (2014; Zbl 1324.91020) OpenURL
Xu, Lin; Yang, Hailiang; Wang, Rongming Cox risk model with variable premium rate and stochastic return on investment. (English) Zbl 1314.91147 J. Comput. Appl. Math. 256, 52-64 (2014). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{L. Xu} et al., J. Comput. Appl. Math. 256, 52--64 (2014; Zbl 1314.91147) Full Text: DOI OpenURL
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 OpenURL
Zou, Wei; Gao, Jian-wei; Xie, Jie-hua On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes. (English) Zbl 1291.91139 J. Comput. Appl. Math. 255, 270-281 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Zou} et al., J. Comput. Appl. Math. 255, 270--281 (2014; Zbl 1291.91139) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
Zhao, Yongxia The Sparre Andersen risk process with investment and debit interest. (English) Zbl 1299.91087 Chin. J. Appl. Probab. Stat. 29, No. 5, 495-514 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{Y. Zhao}, Chin. J. Appl. Probab. Stat. 29, No. 5, 495--514 (2013; Zbl 1299.91087) OpenURL
Bao, Zhenhua; Fu, Yongyi; Liu, Zhipeng On the expected discounted penalty function in the discrete time delayed renewal process with special claims. (Chinese. English summary) Zbl 1299.91053 J. Liaoning Norm. Univ., Nat. Sci. 36, No. 2, 150-154 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{Z. Bao} et al., J. Liaoning Norm. Univ., Nat. Sci. 36, No. 2, 150--154 (2013; Zbl 1299.91053) OpenURL
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 OpenURL
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 OpenURL
Tan, Ji Yang; Xiao, Lin; Liu, Shao Yue; Yang, Xiang Qun Dividend-reinsurance strategy in the Sparre Andersen model. (English) Zbl 1268.91084 Acta Math. Sin., Engl. Ser. 29, No. 2, 405-416 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{J. Y. Tan} et al., Acta Math. Sin., Engl. Ser. 29, No. 2, 405--416 (2013; Zbl 1268.91084) Full Text: DOI OpenURL
Shimizu, Yasutaka Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model. (English) Zbl 1277.62096 Scand. Actuar. J. 2012, No. 1, 56-69 (2012). MSC: 62G05 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Shimizu}, Scand. Actuar. J. 2012, No. 1, 56--69 (2012; Zbl 1277.62096) Full Text: DOI OpenURL
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) OpenURL
Chen, Jinyuan; Kong, Xinbing; Li, Zehui The Gerber-Shiu function for a risk model perturbed by stable Lévy motion. (Chinese. English summary) Zbl 1265.60092 Acta Math. Sin., Chin. Ser. 55, No. 2, 259-272 (2012). MSC: 60G52 60F15 91B30 PDF BibTeX XML Cite \textit{J. Chen} et al., Acta Math. Sin., Chin. Ser. 55, No. 2, 259--272 (2012; Zbl 1265.60092) OpenURL
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 OpenURL
Griffin, Philip S.; Maller, Ross A. Path decomposition of ruinous behavior for a general Lévy insurance risk process. (English) Zbl 1259.60051 Ann. Appl. Probab. 22, No. 4, 1411-1449 (2012). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 60F17 91B30 62P05 PDF BibTeX XML Cite \textit{P. S. Griffin} and \textit{R. A. Maller}, Ann. Appl. Probab. 22, No. 4, 1411--1449 (2012; Zbl 1259.60051) Full Text: DOI arXiv Euclid OpenURL
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 Link OpenURL
Shimizu, Y. Estimation of the expected discounted penalty function for Lévy insurance risks. (English) Zbl 1308.62199 Math. Methods Stat. 20, No. 2, 125-149 (2011). MSC: 62P05 91B30 60G51 62G20 62M05 PDF BibTeX XML Cite \textit{Y. Shimizu}, Math. Methods Stat. 20, No. 2, 125--149 (2011; Zbl 1308.62199) Full Text: DOI OpenURL
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) OpenURL
Yu, Wenguang; Huang, Yujuan Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy. (English) Zbl 1242.91098 Far East J. Appl. Math. 57, No. 2, 125-137 (2011). MSC: 91B30 60K05 91B70 PDF BibTeX XML Cite \textit{W. Yu} and \textit{Y. Huang}, Far East J. Appl. Math. 57, No. 2, 125--137 (2011; Zbl 1242.91098) Full Text: Link OpenURL
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 OpenURL
Dong, Hua; Liu, Zaiming; Zhao, Xianghua Ruin problem for a class of risk models with random income. (Chinese. English summary) Zbl 1249.91039 Acta Math. Appl. Sin. 34, No. 4, 683-695 (2011). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{H. Dong} et al., Acta Math. Appl. Sin. 34, No. 4, 683--695 (2011; Zbl 1249.91039) OpenURL
Yang, Hu; Huang, Wenting The time value of absolute ruin for a general risk model. (English) Zbl 1249.91059 Chin. J. Appl. Probab. Stat. 27, No. 4, 380-390 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yang} and \textit{W. Huang}, Chin. J. Appl. Probab. Stat. 27, No. 4, 380--390 (2011; Zbl 1249.91059) OpenURL
Chi, Yichun; Lin, X. Sheldon On the threshold dividend strategy for a generalized jump-diffusion risk model. (English) Zbl 1218.91072 Insur. Math. Econ. 48, No. 3, 326-337 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{X. S. Lin}, Insur. Math. Econ. 48, No. 3, 326--337 (2011; Zbl 1218.91072) Full Text: DOI OpenURL
Wang, Wenyuan; Ming, Ruixing; Hu, Yijun On the expected discounted penalty function for risk process with tax. (English) Zbl 1207.62192 Stat. Probab. Lett. 81, No. 4, 489-501 (2011). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{W. Wang} et al., Stat. Probab. Lett. 81, No. 4, 489--501 (2011; Zbl 1207.62192) Full Text: DOI OpenURL
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 OpenURL
Yang, Hu; Zhang, Zhimin When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (English) Zbl 1294.91081 J. Korean Stat. Soc. 39, No. 2, 207-219 (2010). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Korean Stat. Soc. 39, No. 2, 207--219 (2010; Zbl 1294.91081) Full Text: DOI OpenURL
Ming, Rui-Xing; Wang, Wen-Yuan; Xiao, Li-Qun On the time value of absolute ruin with tax. (English) Zbl 1231.91218 Insur. Math. Econ. 46, No. 1, 67-84 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{R.-X. Ming} et al., Insur. Math. Econ. 46, No. 1, 67--84 (2010; Zbl 1231.91218) Full Text: DOI OpenURL
Schmidli, Hanspeter On the Gerber-Shiu function and change of measure. (English) Zbl 1231.91232 Insur. Math. Econ. 46, No. 1, 3-11 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 46, No. 1, 3--11 (2010; Zbl 1231.91232) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing The Erlang (2) risk model with interclaim-dependent claim sizes and constant dividend barrier. (Chinese. English summary) Zbl 1240.91042 Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 656-665 (2010). MSC: 91B30 60G40 60G55 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 656--665 (2010; Zbl 1240.91042) OpenURL
Li, Lili; Feng, Jinghai; Song, Lixin On the expected discounted penalty function for a risk process with stochastic return on investments. (English) Zbl 1240.91047 J. Math. Res. Expo. 30, No. 2, 309-318 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Li} et al., J. Math. Res. Expo. 30, No. 2, 309--318 (2010; Zbl 1240.91047) Full Text: DOI OpenURL
Wang, Chunwei; Yin, Chuancun On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier. (Chinese. English summary) Zbl 1224.91089 Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 1, 31-41 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Wang} and \textit{C. Yin}, Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 1, 31--41 (2010; Zbl 1224.91089) OpenURL
Yang, Hu; Hao, Yuan-Yuan A ruin model with random income and dependence between claim sizes and claim intervals. (English) Zbl 1197.91118 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625-632 (2010). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Y.-Y. Hao}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 625--632 (2010; Zbl 1197.91118) Full Text: DOI OpenURL
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 OpenURL
Yin, Chuancun; Wang, Chunwei The perturbed compound Poisson risk process with investment and debit interest. (English) Zbl 1231.91255 Methodol. Comput. Appl. Probab. 12, No. 3, 391-413 (2010). MSC: 91B30 60K05 91B70 PDF BibTeX XML Cite \textit{C. Yin} and \textit{C. Wang}, Methodol. Comput. Appl. Probab. 12, No. 3, 391--413 (2010; Zbl 1231.91255) Full Text: DOI OpenURL
Wen, Yuzhen On a risk model with a constant dividend and debit interest. (English) Zbl 1193.91071 J. Pure Appl. Math., Adv. Appl. 3, No. 1, 87-104 (2010). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{Y. Wen}, J. Pure Appl. Math., Adv. Appl. 3, No. 1, 87--104 (2010; Zbl 1193.91071) OpenURL
Pan, Jie; Wang, Guojing Expected discounted penalty function for a thinning risk model. (English) Zbl 1212.91044 Chin. J. Appl. Probab. Stat. 25, No. 5, 544-552 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Pan} and \textit{G. Wang}, Chin. J. Appl. Probab. Stat. 25, No. 5, 544--552 (2009; Zbl 1212.91044) OpenURL
Jiang, Wuyuan; Liu, Zaiming The expected discounted penalty function on a class of the claim inter-arrival times with mixing distributions. (Chinese. English summary) Zbl 1212.91035 Acta Math. Appl. Sin. 32, No. 4, 757-765 (2009). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Liu}, Acta Math. Appl. Sin. 32, No. 4, 757--765 (2009; Zbl 1212.91035) OpenURL
Jiang, Wuyuan; Liu, Zaiming On a class of renewal risk models with a threshold dividend strategy. (Chinese. English summary) Zbl 1212.91034 Acta Math. Appl. Sin. 32, No. 3, 454-466 (2009). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Liu}, Acta Math. Appl. Sin. 32, No. 3, 454--466 (2009; Zbl 1212.91034) OpenURL
Fan, Qingzhu; Yin, Chuancun On the Gerber-Shiu function for a risk model with dividends involving two classes of insurance risks. (Chinese. English summary) Zbl 1199.62037 Chin. J. Eng. Math. 26, No. 1, 51-59 (2009). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Q. Fan} and \textit{C. Yin}, Chin. J. Eng. Math. 26, No. 1, 51--59 (2009; Zbl 1199.62037) OpenURL
Zhang, Yan; Tian, Zheng; Liu, Xiangzeng Expected discounted penalty functions for a two correlated aggregate claims model. (Chinese. English summary) Zbl 1199.91121 Appl. Math., Ser. A (Chin. Ed.) 24, No. 2, 137-145 (2009). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Appl. Math., Ser. A (Chin. Ed.) 24, No. 2, 137--145 (2009; Zbl 1199.91121) OpenURL
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 OpenURL
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. On the renewal risk model under a threshold strategy. (English) Zbl 1170.91014 J. Comput. Appl. Math. 230, No. 1, 22-33 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Comput. Appl. Math. 230, No. 1, 22--33 (2009; Zbl 1170.91014) Full Text: DOI OpenURL
Ladriault, David On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English) Zbl 1199.91084 Appl. Stoch. Models Bus. Ind. 24, No. 6, 525-539 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{D. Ladriault}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 525--539 (2008; Zbl 1199.91084) Full Text: DOI OpenURL
He, Jingmin; Wu, Rong On the expected discounted penalty function for the risk process described by PDMPs. (English) Zbl 1199.91080 Acta Sci. Nat. Univ. Nankaiensis 41, No. 5, 107-112 (2008). MSC: 91B30 60J20 62P05 PDF BibTeX XML Cite \textit{J. He} and \textit{R. Wu}, Acta Sci. Nat. Univ. Nankaiensis 41, No. 5, 107--112 (2008; Zbl 1199.91080) OpenURL
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) OpenURL
Li, Shuanming; Lu, Yi The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English) Zbl 1169.91390 Astin Bull. 38, No. 1, 53-71 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, ASTIN Bull. 38, No. 1, 53--71 (2008; Zbl 1169.91390) Full Text: DOI OpenURL
Liu, Zaiming; Zhang, Wei On the dividend problem for a discrete time risk model with random income. (Chinese. English summary) Zbl 1174.91012 Acta Math. Appl. Sin. 31, No. 4, 642-647 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Liu} and \textit{W. Zhang}, Acta Math. Appl. Sin. 31, No. 4, 642--647 (2008; Zbl 1174.91012) OpenURL
Landriault, David Randomized dividends in the compound binomial model with a general premium rate. (English) Zbl 1164.91032 Scand. Actuar. J. 2008, No. 1, 1-15 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault}, Scand. Actuar. J. 2008, No. 1, 1--15 (2008; Zbl 1164.91032) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
Wang, Guojing; Wu, Rong The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. (English) Zbl 1141.91551 Insur. Math. Econ. 42, No. 1, 59-64 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Wang} and \textit{R. Wu}, Insur. Math. Econ. 42, No. 1, 59--64 (2008; Zbl 1141.91551) Full Text: DOI OpenURL
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 OpenURL
Liu, Guoxin; Zhang, Yi Expected discounted penalty function for a continuous-time compound binomial model:PDMP approach. (Chinese. English summary) Zbl 1164.60058 Acta Math. Appl. Sin. 30, No. 6, 1047-1055 (2007). MSC: 60J25 91B30 62P05 PDF BibTeX XML Cite \textit{G. Liu} and \textit{Y. Zhang}, Acta Math. Appl. Sin. 30, No. 6, 1047--1055 (2007; Zbl 1164.60058) OpenURL
Wang, Rongming; Xu, Lin; Yao, Dingjun Ruin problems with stochastic premium stochastic return on investments. (English) Zbl 1148.60067 Front. Math. China 2, No. 3, 467-490 (2007). MSC: 60K10 60G44 60J65 60K05 91B28 91B30 PDF BibTeX XML Cite \textit{R. Wang} et al., Front. Math. China 2, No. 3, 467--490 (2007; Zbl 1148.60067) Full Text: DOI OpenURL
Liu, Juan; Hu, Yijun The Gerber-Shiu discounted penalty function of Markov-dependent risk model with a constant dividend barrier. (English) Zbl 1150.60414 J. Math., Wuhan Univ. 27, No. 5, 489-492 (2007). MSC: 60J25 PDF BibTeX XML Cite \textit{J. Liu} and \textit{Y. Hu}, J. Math., Wuhan Univ. 27, No. 5, 489--492 (2007; Zbl 1150.60414) OpenURL
Wu, Xuquan; Yuan, Haili; Hu, Yijun On a class of stationary renewal risk model with constant dividend barrier. (English) Zbl 1174.91516 J. Math., Wuhan Univ. 27, No. 4, 419-424 (2007). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{X. Wu} et al., J. Math., Wuhan Univ. 27, No. 4, 419--424 (2007; Zbl 1174.91516) OpenURL
Yuen, Kam C.; Wang, Guojing; Li, Wai K. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English) Zbl 1273.91456 Insur. Math. Econ. 40, No. 1, 104-112 (2007). MSC: 91G50 91B30 45J05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 40, No. 1, 104--112 (2007; Zbl 1273.91456) Full Text: DOI OpenURL
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 OpenURL
Yuen, Kam C.; Wang, Guojing; Wu, Rong On the renewal risk process with stochastic interest. (English) Zbl 1109.60071 Stochastic Processes Appl. 116, No. 10, 1496-1510 (2006). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Stochastic Processes Appl. 116, No. 10, 1496--1510 (2006; Zbl 1109.60071) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
Sarkar, Joykrishna; Sen, Arusharka Weak convergence approach to compound Poisson risk processes perturbed by diffusion. (English) Zbl 1242.91097 Insur. Math. Econ. 36, No. 3, 421-432 (2005). MSC: 91B30 60F05 60J60 60J70 PDF BibTeX XML Cite \textit{J. Sarkar} and \textit{A. Sen}, Insur. Math. Econ. 36, No. 3, 421--432 (2005; Zbl 1242.91097) Full Text: DOI Link OpenURL