Albrecher, Hansjörg; Chen, Bohan; Vatamidou, Eleni; Zwart, Bert Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. (English) Zbl 1444.91188 J. Appl. Probab. 57, No. 2, 513-530 (2020). MSC: 91G05 60F10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 57, No. 2, 513--530 (2020; Zbl 1444.91188) Full Text: DOI
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. (English) Zbl 1437.62381 Japan J. Ind. Appl. Math. 37, No. 2, 507-525 (2020). MSC: 62P05 62E10 91B05 60G65 62G32 PDF BibTeX XML Cite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.; Tan, Senren On double-boundary non-crossing probability for a class of compound processes with applications. (English) Zbl 1430.90013 Eur. J. Oper. Res. 282, No. 2, 602-613 (2020). MSC: 90B05 60G17 65T50 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 282, No. 2, 602--613 (2020; Zbl 1430.90013) Full Text: DOI
Mao, Yanzhu; Wang, Kaiyong Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English) Zbl 1449.91036 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487-490 (2019). MSC: 91B05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Mao} and \textit{K. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487--490 (2019; Zbl 1449.91036) Full Text: DOI
Goffard, Pierre-Olivier Two-sided exit problems in the ordered risk model. (English) Zbl 1427.60067 Methodol. Comput. Appl. Probab. 21, No. 2, 539-549 (2019). MSC: 60G40 60G55 91B05 62G30 62P05 PDF BibTeX XML Cite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI
Zhang, Ting; Li, Feng; Yang, Yang; Lin, Jinguan Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables. (Chinese. English summary) Zbl 1438.62021 Chin. J. Appl. Probab. Stat. 35, No. 1, 39-50 (2019). MSC: 62E20 62P05 91B05 62G32 PDF BibTeX XML Cite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 15, No. 2, 481--505 (2019; Zbl 1438.91119) Full Text: DOI
Chen, Yang; Yang, Yang; Jiang, Tao Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English) Zbl 1416.91164 J. Math. Anal. Appl. 469, No. 2, 525-536 (2019). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Math. Anal. Appl. 469, No. 2, 525--536 (2019; Zbl 1416.91164) Full Text: DOI
Wen, Yuzhuo; Tang, Shengda; Deng, Guohe Analysis on the ruin time of risk models with phase-type claims under a threshold dividend strategy. (Chinese. English summary) Zbl 1438.91181 J. Nat. Sci. Hunan Norm. Univ. 41, No. 5, 69-74, 81 (2018). MSC: 91G50 91G05 44A10 PDF BibTeX XML Cite \textit{Y. Wen} et al., J. Nat. Sci. Hunan Norm. Univ. 41, No. 5, 69--74, 81 (2018; Zbl 1438.91181) Full Text: DOI
Chen, Lamei; Gao, Miaomiao; Wang, Kaiyong; Chen, Shurong Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary) Zbl 1424.62174 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12-17 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI
Cui, Zhaolei; Yu, Changjun The asymptotics for the ruin probabilities of a risk model with delayed heavy-tailed claims. (Chinese. English summary) Zbl 1424.91053 Chin. J. Appl. Probab. Stat. 34, No. 4, 416-426 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{C. Yu}, Chin. J. Appl. Probab. Stat. 34, No. 4, 416--426 (2018; Zbl 1424.91053) Full Text: DOI
Wen, Yuzhuo; Tang, Shengda; Deng, Guohe Analysis of the ruin time of threshold dividend strategy risk model under stochastic environment. (Chinese. English summary) Zbl 1424.91067 J. Guangxi Norm. Univ., Nat. Sci. 36, No. 3, 56-62 (2018). MSC: 91B30 44A10 PDF BibTeX XML Cite \textit{Y. Wen} et al., J. Guangxi Norm. Univ., Nat. Sci. 36, No. 3, 56--62 (2018; Zbl 1424.91067) Full Text: DOI
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. (English) Zbl 1412.91059 J. Ind. Manag. Optim. 14, No. 1, 231-247 (2018). MSC: 91B30 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 14, No. 1, 231--247 (2018; Zbl 1412.91059) Full Text: DOI
Wang, Kaiyong; Chen, Lamei; Yang, Yang; Gao, Miaomiao The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English) Zbl 1403.62194 Japan J. Ind. Appl. Math. 35, No. 3, 1173-1189 (2018). MSC: 62P05 62E10 91B30 PDF BibTeX XML Cite \textit{K. Wang} et al., Japan J. Ind. Appl. Math. 35, No. 3, 1173--1189 (2018; Zbl 1403.62194) Full Text: DOI
Wang, Shi-jie; Zhang, Chuan-wei; Wang, Xue-jun; Wang, Wen-sheng The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks. (English) Zbl 1401.62217 Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553-565 (2018). MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{S.-j. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553--565 (2018; Zbl 1401.62217) Full Text: DOI
Wang, Kaiyong; Gao, Miaomiao; Yang, Yang; Chen, Yang Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1458.62255 Lith. Math. J. 58, No. 1, 113-125 (2018). MSC: 62P05 62E10 62H12 91B05 91G05 PDF BibTeX XML Cite \textit{K. Wang} et al., Lith. Math. J. 58, No. 1, 113--125 (2018; Zbl 1458.62255) Full Text: DOI
Li, Shuanming; Lu, Yi Distributional study of finite-time ruin related problems for the classical risk model. (English) Zbl 1427.91079 Appl. Math. Comput. 315, 319-330 (2017). MSC: 91B05 62P05 60K05 91G05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI
Xiao, Hongmin; Liu, Ailing; He, Yan Limit property of the delayed risk model under dependent claims and investment. (Chinese. English summary) Zbl 1399.91046 J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696-700 (2017). MSC: 91B30 60F15 91G10 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696--700 (2017; Zbl 1399.91046) Full Text: DOI
Zhang, Zhimin Nonparametric estimation of the finite time ruin probability in the classical risk model. (English) Zbl 1401.91215 Scand. Actuar. J. 2017, No. 5, 452-469 (2017). MSC: 91B30 60B15 62G05 62G20 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 5, 452--469 (2017; Zbl 1401.91215) Full Text: DOI
Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D.; Guerreiro, Gracinda Rita Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance. (English) Zbl 1390.62201 ASTIN Bull. 47, No. 2, 417-435 (2017). MSC: 62P05 60J75 91B30 PDF BibTeX XML Cite \textit{L. B. Afonso} et al., ASTIN Bull. 47, No. 2, 417--435 (2017; Zbl 1390.62201) Full Text: DOI
Gao, Miaomiao; Wang, Kaiyong; Chen, Lamei; Qian, Haojun Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate. (English) Zbl 1389.91041 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22-27 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Gao} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22--27 (2017; Zbl 1389.91041)
Guérin, Hélène; Renaud, Jean-François On the distribution of cumulative Parisian ruin. (English) Zbl 1397.91285 Insur. Math. Econ. 73, 116-123 (2017). MSC: 91B30 60G51 60K10 60G44 60J65 PDF BibTeX XML Cite \textit{H. Guérin} and \textit{J.-F. Renaud}, Insur. Math. Econ. 73, 116--123 (2017; Zbl 1397.91285) Full Text: DOI arXiv
Mao, Yanzhu; Wang, Kaiyong; Zhu, Ling; Ren, Yue Asymptotics for the finite-time ruin probability of a risk model with a general counting process. (English) Zbl 1369.62281 Japan J. Ind. Appl. Math. 34, No. 1, 243-252 (2017). MSC: 62P05 62E10 60F05 91B30 PDF BibTeX XML Cite \textit{Y. Mao} et al., Japan J. Ind. Appl. Math. 34, No. 1, 243--252 (2017; Zbl 1369.62281) Full Text: DOI
Bernackaitė, Emilija; Šiaulys, Jonas The finite-time ruin probability for an inhomogeneous renewal risk model. (English) Zbl 1369.91078 J. Ind. Manag. Optim. 13, No. 1, 207-222 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, J. Ind. Manag. Optim. 13, No. 1, 207--222 (2017; Zbl 1369.91078) Full Text: DOI
Zhang, Ting; Fang, Xi-Nian; Liu, Jie; Yang, Yang Asymptotics for the partial sum and its maximum of dependent random variables. (English) Zbl 1381.60073 Lith. Math. J. 57, No. 1, 142-153 (2017). MSC: 60F05 60E05 60G70 62E20 PDF BibTeX XML Cite \textit{T. Zhang} et al., Lith. Math. J. 57, No. 1, 142--153 (2017; Zbl 1381.60073) Full Text: DOI
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On the evaluation of finite-time ruin probabilities in a dependent risk model. (English) Zbl 1410.60044 Appl. Math. Comput. 275, 268-286 (2016). MSC: 60G40 91B30 91G70 91G60 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Appl. Math. Comput. 275, 268--286 (2016; Zbl 1410.60044) Full Text: DOI
Yang, Yang; Yuen, Kam C. Asymptotics for a discrete-time risk model with gamma-like insurance risks. (English) Zbl 1401.91206 Scand. Actuar. J. 2016, No. 6, 565-579 (2016). MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 6, 565--579 (2016; Zbl 1401.91206) Full Text: DOI
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI
Yu, Shihang Finite-time ruin probability for risk model based on NGINAR(1). (Chinese. English summary) Zbl 1374.91062 Math. Pract. Theory 46, No. 17, 257-260 (2016). MSC: 91B30 62M10 62P05 60F10 PDF BibTeX XML Cite \textit{S. Yu}, Math. Pract. Theory 46, No. 17, 257--260 (2016; Zbl 1374.91062)
Yang, Yang; Yuen, Kam C. Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English) Zbl 1382.91048 J. Math. Anal. Appl. 442, No. 2, 600-626 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. C. Yuen}, J. Math. Anal. Appl. 442, No. 2, 600--626 (2016; Zbl 1382.91048) Full Text: DOI
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong The uniform local asymptotics for a Lévy process and its overshoot and undershoot. (English) Zbl 1381.60087 Commun. Stat., Theory Methods 45, No. 4, 1156-1181 (2016). MSC: 60G51 60E07 62P05 PDF BibTeX XML Cite \textit{Z. Cui} et al., Commun. Stat., Theory Methods 45, No. 4, 1156--1181 (2016; Zbl 1381.60087) Full Text: DOI
Fu, Ke-Ang On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims. (English) Zbl 1336.91047 J. Math. Anal. Appl. 442, No. 1, 17-30 (2016). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{K.-A. Fu}, J. Math. Anal. Appl. 442, No. 1, 17--30 (2016; Zbl 1336.91047) Full Text: DOI
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDF BibTeX XML Cite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI
Yang, Yang; Konstantinides, Dimitrios G. Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English) Zbl 1401.91205 Scand. Actuar. J. 2015, No. 8, 641-659 (2015). MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{D. G. Konstantinides}, Scand. Actuar. J. 2015, No. 8, 641--659 (2015; Zbl 1401.91205) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Gaussian risk models with financial constraints. (English) Zbl 1401.91130 Scand. Actuar. J. 2015, No. 6, 469-481 (2015). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2015, No. 6, 469--481 (2015; Zbl 1401.91130) Full Text: DOI
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming The finite time ruin probability in a risk model with capital injections. (English) Zbl 1398.91350 Scand. Actuar. J. 2015, No. 4, 301-318 (2015). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Scand. Actuar. J. 2015, No. 4, 301--318 (2015; Zbl 1398.91350) Full Text: DOI
Yang, Yang; Tan, Zhongquan; Zhong, Yunyun Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model. (English) Zbl 1406.91475 Stat. Interface 8, No. 1, 3-8 (2015). MSC: 91G40 62E10 62P05 60F05 62G32 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Interface 8, No. 1, 3--8 (2015; Zbl 1406.91475) Full Text: DOI
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas Ruin probability in the three-seasonal discrete-time risk model. (English) Zbl 1349.91137 Mod. Stoch., Theory Appl. 2, No. 4, 421-441 (2015). MSC: 91B30 60G50 PDF BibTeX XML Cite \textit{A. Grigutis} et al., Mod. Stoch., Theory Appl. 2, No. 4, 421--441 (2015; Zbl 1349.91137) Full Text: DOI arXiv
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On finite-time ruin probabilities in a generalized dual risk model with dependence. (English) Zbl 1341.91090 Eur. J. Oper. Res. 242, No. 1, 134-148 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 242, No. 1, 134--148 (2015; Zbl 1341.91090) Full Text: DOI
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Some ruin problems for the MAP risk model. (English) Zbl 1348.91163 Insur. Math. Econ. 65, 1-8 (2015). MSC: 91B30 60K25 62P05 PDF BibTeX XML Cite \textit{J. Li} et al., Insur. Math. Econ. 65, 1--8 (2015; Zbl 1348.91163) Full Text: DOI
Xiao, Hongmin; Zhao, Jie; Song, Guolong The limit properties for a risk model with heavy-tailed potential claims. (Chinese. English summary) Zbl 1340.91060 J. Northwest Norm. Univ., Nat. Sci. 51, No. 2, 9-11, 23 (2015). MSC: 91B30 60F05 60K05 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Northwest Norm. Univ., Nat. Sci. 51, No. 2, 9--11, 23 (2015; Zbl 1340.91060)
Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model. (English) Zbl 1348.91155 Insur. Math. Econ. 64, 45-53 (2015). MSC: 91B30 60K10 62P05 62H20 62E20 PDF BibTeX XML Cite \textit{T. Jiang} et al., Insur. Math. Econ. 64, 45--53 (2015; Zbl 1348.91155) Full Text: DOI
Cheng, Fengyang Tail probability of a random sum with a heavy-tailed random number and dependent summands. (English) Zbl 06479719 J. Math. Anal. Appl. 432, No. 1, 504-516 (2015). MSC: 62 60 PDF BibTeX XML Cite \textit{F. Cheng}, J. Math. Anal. Appl. 432, No. 1, 504--516 (2015; Zbl 06479719) Full Text: DOI
Chen, Yiqing; Liu, Jiajun; Liu, Fei Ruin with insurance and financial risks following the least risky FGM dependence structure. (English) Zbl 1318.91108 Insur. Math. Econ. 62, 98-106 (2015). MSC: 91B30 62P05 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Insur. Math. Econ. 62, 98--106 (2015; Zbl 1318.91108) 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
Thampi, K. K. Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails. (English) Zbl 1359.62469 Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62P05 60K10 62E10 91B30 PDF BibTeX XML Cite \textit{K. K. Thampi}, Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015; Zbl 1359.62469) Full Text: DOI
Kuznetsov, Alexey; Morales, Manuel Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. (English) Zbl 1401.91156 Scand. Actuar. J. 2014, No. 1, 1-31 (2014). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{A. Kuznetsov} and \textit{M. Morales}, Scand. Actuar. J. 2014, No. 1, 1--31 (2014; Zbl 1401.91156) Full Text: DOI
Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{P. Picard}, Stochastics 86, No. 4, 676--695 (2014; Zbl 1337.60227) Full Text: DOI
Yang, Yang; Lin, Jinguan; Tan, Zhongquan The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. (English) Zbl 1313.91093 Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194-204 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194--204 (2014; Zbl 1313.91093) Full Text: DOI
Sun, Ying; Wei, Li The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks. (English) Zbl 1306.91086 Insur. Math. Econ. 59, 178-183 (2014). MSC: 91B30 62P05 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Sun} and \textit{L. Wei}, Insur. Math. Econ. 59, 178--183 (2014; Zbl 1306.91086) Full Text: DOI
Gao, Qingwu; Jin, Na; Shen, Houcai Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force. (English) Zbl 1309.91075 Rocky Mt. J. Math. 44, No. 5, 1505-1528 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 62P05 PDF BibTeX XML Cite \textit{Q. Gao} et al., Rocky Mt. J. Math. 44, No. 5, 1505--1528 (2014; Zbl 1309.91075) Full Text: DOI Euclid
Yang, Yang; Liu, Wei; Lin, Jinguan; Zhang, Yulin Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate. (English) Zbl 1313.91094 J. Southeast Univ., Engl. Ed. 30, No. 1, 118-121 (2014). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Southeast Univ., Engl. Ed. 30, No. 1, 118--121 (2014; Zbl 1313.91094) Full Text: DOI
Robert, C. Y. On the De Vylder and Goovaerts conjecture about ruin for equalized claims. (English) Zbl 1329.60119 J. Appl. Probab. 51, No. 3, 874-879 (2014). MSC: 60G50 60G09 91B30 PDF BibTeX XML Cite \textit{C. Y. Robert}, J. Appl. Probab. 51, No. 3, 874--879 (2014; Zbl 1329.60119) Full Text: DOI Euclid
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI
Yang, Yang Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks. (English) Zbl 1458.62258 Commun. Stat., Theory Methods 43, No. 10-12, 2094-2104 (2014). MSC: 62P05 60G70 PDF BibTeX XML Cite \textit{Y. Yang}, Commun. Stat., Theory Methods 43, No. 10--12, 2094--2104 (2014; Zbl 1458.62258) Full Text: DOI
Gao, Qingwu; Yang, Xiuzhu Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest. (English) Zbl 1291.91109 J. Math. Anal. Appl. 419, No. 2, 1193-1213 (2014). MSC: 91B30 60J60 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Yang}, J. Math. Anal. Appl. 419, No. 2, 1193--1213 (2014; Zbl 1291.91109) Full Text: DOI
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Bayesian dividend optimization and finite time ruin probabilities. (English) Zbl 1292.91182 Stoch. Models 30, No. 2, 216-249 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G50 91B30 60J70 49L20 93E11 93E20 91G60 PDF BibTeX XML Cite \textit{G. Leobacher} et al., Stoch. Models 30, No. 2, 216--249 (2014; Zbl 1292.91182) Full Text: DOI
Yang, Yang; Wang, Yuebao Tail behavior of the product of two dependent random variables with applications to risk theory. (English) Zbl 1329.62085 Extremes 16, No. 1, 55-74 (2013). MSC: 62E20 62H20 62G32 62P05 91B30 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Y. Wang}, Extremes 16, No. 1, 55--74 (2013; Zbl 1329.62085) Full Text: DOI
Zhang, Yuanyuan; Wang, Wensheng Ruin probabilities of a bidimensional risk model with a constant interest rate. (English) Zbl 1313.91098 J. East China Norm. Univ., Nat. Sci. Ed. 2013, No. 6, 22-31 (2013). MSC: 91B30 62P05 60H30 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{W. Wang}, J. East China Norm. Univ., Nat. Sci. Ed. 2013, No. 6, 22--31 (2013; Zbl 1313.91098) Full Text: DOI
Kortschak, Dominik; Asmussen, Søren Second order corrections for the limits of normalized ruin times in the presence of heavy tails. (English) Zbl 1300.60108 Stoch. Syst. 3, No. 2, 591-633 (2013). MSC: 60K30 60K25 91B30 PDF BibTeX XML Cite \textit{D. Kortschak} and \textit{S. Asmussen}, Stoch. Syst. 3, No. 2, 591--633 (2013; Zbl 1300.60108) Full Text: DOI
Wang, Kaiyong; Lin, Jinguan Finite-time ruin probability of a compound dependent discrete-time risk model. (Chinese. English summary) Zbl 1299.91071 Math. Appl. 26, No. 4, 750-755 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. Wang} and \textit{J. Lin}, Math. Appl. 26, No. 4, 750--755 (2013; Zbl 1299.91071)
Xiao, Hongmin; Song, Guolong; Wang, Ying The finite-time ruin probability for risk models with upper-tailed independent heavily-tailed prospective claims. (Chinese. English summary) Zbl 1299.91076 J. Henan Norm. Univ., Nat. Sci. 41, No. 5, 5-8 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Henan Norm. Univ., Nat. Sci. 41, No. 5, 5--8 (2013; Zbl 1299.91076)
Castañer, A.; Claramunt, M. M.; Lefèvre, C. Survival probabilities in bivariate risk models, with application to reinsurance. (English) Zbl 1290.91077 Insur. Math. Econ. 53, No. 3, 632-642 (2013). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{A. Castañer} et al., Insur. Math. Econ. 53, No. 3, 632--642 (2013; Zbl 1290.91077) Full Text: DOI
Malinovskii, Vsevolod K. Level premium rates as a function of initial capital. (English) Zbl 1284.91254 Insur. Math. Econ. 52, No. 2, 370-380 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 52, No. 2, 370--380 (2013; Zbl 1284.91254) Full Text: DOI
Shi, Tianxiang; Landriault, David Distribution of the time to ruin in some Sparre Andersen risk models. (English) Zbl 1284.91270 Astin Bull. 43, No. 1, 39-59 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K25 PDF BibTeX XML Cite \textit{T. Shi} and \textit{D. Landriault}, ASTIN Bull. 43, No. 1, 39--59 (2013; Zbl 1284.91270) Full Text: DOI
Li, Shuanming; Huang, Fengjing; Jin, Can Joint distributions of some ruin related quantities in the compound binomial risk model. (English) Zbl 1282.91158 Stoch. Models 29, No. 4, 518-539 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 60K05 PDF BibTeX XML Cite \textit{S. Li} et al., Stoch. Models 29, No. 4, 518--539 (2013; Zbl 1282.91158) Full Text: DOI
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDF BibTeX XML Cite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI
Castañer, Anna; Claramunt, M. Mercè; Gathy, Maude; Lefèvre, Claude; Mármol, Maite Ruin problems for a discrete time risk model with non-homogeneous conditions. (English) Zbl 1280.91091 Scand. Actuar. J. 2013, No. 2, 84-103 (2013). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Castañer} et al., Scand. Actuar. J. 2013, No. 2, 84--103 (2013; Zbl 1280.91091) Full Text: DOI
Yang, Yang; Wang, Kaiyong Precise large deviations for dependent random variables with applications to the compound renewal risk model. (English) Zbl 1276.60030 Rocky Mt. J. Math. 43, No. 4, 1395-1414 (2013). MSC: 60F10 62E20 90B30 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. Wang}, Rocky Mt. J. Math. 43, No. 4, 1395--1414 (2013; Zbl 1276.60030) Full Text: DOI Euclid
Li, Shuanming; Sendova, Kristina P. The finite-time ruin probability under the compound binomial risk model. (English) Zbl 1277.91090 Eur. Actuar. J. 3, No. 1, 249-271 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{S. Li} and \textit{K. P. Sendova}, Eur. Actuar. J. 3, No. 1, 249--271 (2013; Zbl 1277.91090) Full Text: DOI
Chen, Yang; Wang, Yuebao; Wang, Kaiyong Asymptotic results for ruin probability of a two-dimensional renewal risk model. (English) Zbl 1271.62244 Stochastic Anal. Appl. 31, No. 1, 80-91 (2013). MSC: 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stochastic Anal. Appl. 31, No. 1, 80--91 (2013; Zbl 1271.62244) Full Text: DOI
Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. (English) Zbl 1263.91027 Methodol. Comput. Appl. Probab. 15, No. 1, 109-124 (2013). MSC: 91B30 60F05 PDF BibTeX XML Cite \textit{K. Wang} et al., Methodol. Comput. Appl. Probab. 15, No. 1, 109--124 (2013; Zbl 1263.91027) Full Text: DOI
Chen, Yang; Wang, Le; Wang, Yuebao Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. (English) Zbl 1266.91032 J. Math. Anal. Appl. 401, No. 1, 114-129 (2013). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B74 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Math. Anal. Appl. 401, No. 1, 114--129 (2013; Zbl 1266.91032) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jie Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model. (English) Zbl 1261.91023 J. Math. Anal. Appl. 398, No. 1, 352-361 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Math. Anal. Appl. 398, No. 1, 352--361 (2013; Zbl 1261.91023) Full Text: DOI
Yang, Yang; Lin, Jinguan; Huang, Chao; Ma, Xin The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English) Zbl 1296.91171 J. Korean Stat. Soc. 41, No. 2, 213-224 (2012). MSC: 91B30 60K10 62E20 62P05 60F10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Korean Stat. Soc. 41, No. 2, 213--224 (2012; Zbl 1296.91171) Full Text: DOI
Feng, Runhuan; Volkmer, Hans W. Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (English) Zbl 1284.91561 Insur. Math. Econ. 51, No. 2, 409-421 (2012). MSC: 91G40 91B30 91G60 PDF BibTeX XML Cite \textit{R. Feng} and \textit{H. W. Volkmer}, Insur. Math. Econ. 51, No. 2, 409--421 (2012; Zbl 1284.91561) Full Text: DOI
Yang, Yang; Wang, Kaiyong Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims. (English) Zbl 1292.91098 Lith. Math. J. 52, No. 1, 111-121 (2012). MSC: 91B30 60K10 60F05 60G70 62E10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. Wang}, Lith. Math. J. 52, No. 1, 111--121 (2012; Zbl 1292.91098) Full Text: DOI
Xiao, Hongmin; Cui, Yanjun; Li, Hong Ruin probability for a risk model based on the policy entrance process under negatively dependent claims. (Chinese. English summary) Zbl 1289.91094 Math. Pract. Theory 42, No. 23, 25-31 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Xiao} et al., Math. Pract. Theory 42, No. 23, 25--31 (2012; Zbl 1289.91094)
Wang, Kaiyong; Lin, Jinguan Finite-time ruin probability of a dependent risk model with a constant interest rate. (Chinese. English summary) Zbl 1289.91088 J. Southeast Univ., Nat. Sci. 42, No. 6, 1243-1248 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. Wang} and \textit{J. Lin}, J. Southeast Univ., Nat. Sci. 42, No. 6, 1243--1248 (2012; Zbl 1289.91088) Full Text: DOI
Yang, Yang; Lin, Jinguan Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model. (Chinese. English summary) Zbl 1274.91260 Chin. J. Appl. Probab. Stat. 28, No. 4, 439-448 (2012). MSC: 91B30 62P05 65C60 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{J. Lin}, Chin. J. Appl. Probab. Stat. 28, No. 4, 439--448 (2012; Zbl 1274.91260)
Hao, Xuemiao; Tang, Qihe Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. (English) Zbl 1255.91180 J. Appl. Probab. 49, No. 4, 939-953 (2012). MSC: 91B30 60G51 39A50 91G70 PDF BibTeX XML Cite \textit{X. Hao} and \textit{Q. Tang}, J. Appl. Probab. 49, No. 4, 939--953 (2012; Zbl 1255.91180) Full Text: DOI Euclid
Qin, Li; Pitts, Susan M. Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model. (English) Zbl 1416.62590 Methodol. Comput. Appl. Probab. 14, No. 4, 919-936 (2012). MSC: 62P05 60K10 62G05 62G20 91B30 PDF BibTeX XML Cite \textit{L. Qin} and \textit{S. M. Pitts}, Methodol. Comput. Appl. Probab. 14, No. 4, 919--936 (2012; Zbl 1416.62590) Full Text: DOI
Ignatov, Zvetan G.; Kaishev, Vladimir K. Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English) Zbl 1262.91094 Stochastics 84, No. 4, 461-485 (2012). MSC: 91B30 60K30 60K99 PDF BibTeX XML Cite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 84, No. 4, 461--485 (2012; Zbl 1262.91094) Full Text: DOI
Zhou, Min; Wang, Kai-yong; Wang, Yue-bao Estimates for the finite-time ruin probability with insurance and financial risks. (English) Zbl 1252.62107 Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 795-806 (2012). MSC: 62P05 91B30 62E15 PDF BibTeX XML Cite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 795--806 (2012; Zbl 1252.62107) Full Text: DOI
Liu, Xijun; Gao, Qingwu; Wang, Yuebao A note on a dependent risk model with constant interest rate. (English) Zbl 1242.91094 Stat. Probab. Lett. 82, No. 4, 707-712 (2012). MSC: 91B30 62P05 62E10 60F05 PDF BibTeX XML Cite \textit{X. Liu} et al., Stat. Probab. Lett. 82, No. 4, 707--712 (2012; Zbl 1242.91094) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas On the ruin probability in a dependent discrete time risk model with insurance and financial risks. (English) Zbl 1237.91142 J. Comput. Appl. Math. 236, No. 13, 3286-3295 (2012). MSC: 91B30 62P05 62E20 60F10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 236, No. 13, 3286--3295 (2012; Zbl 1237.91142) Full Text: DOI
Wang, Yuebao; Cui, Zhaolei; Wang, Kaiyong; Ma, Xiuli Uniform asymptotics of the finite-time ruin probability for all times. (English) Zbl 1237.91139 J. Math. Anal. Appl. 390, No. 1, 208-223 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Math. Anal. Appl. 390, No. 1, 208--223 (2012; Zbl 1237.91139) Full Text: DOI
Zhang, Yuanyuan; Wang, Wensheng Ruin probabilities of a bidimensional risk model with investment. (English) Zbl 1233.91158 Stat. Probab. Lett. 82, No. 1, 130-138 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{W. Wang}, Stat. Probab. Lett. 82, No. 1, 130--138 (2012; Zbl 1233.91158) Full Text: DOI
Stanford, David A.; Yu, Kaiqi; Ren, Jiandong Erlangian approximation to finite time ruin probabilities in perturbed risk models. (English) Zbl 1277.60128 Scand. Actuar. J. 2011, No. 1, 38-58 (2011). MSC: 60J28 60J70 60K05 PDF BibTeX XML Cite \textit{D. A. Stanford} et al., Scand. Actuar. J. 2011, No. 1, 38--58 (2011; Zbl 1277.60128) Full Text: DOI
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. (English) Zbl 1275.91075 Appl. Stoch. Models Bus. Ind. 27, No. 3, 290-300 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Chen} et al., Appl. Stoch. Models Bus. Ind. 27, No. 3, 290--300 (2011; Zbl 1275.91075) Full Text: DOI
Xiao, Hongmin; Liu, Jianxia Finite-time ruin probability for a risk model with negatively dependent heavily-tailed potential claims. (Chinese. English summary) Zbl 1249.91056 J. Shandong Univ., Nat. Sci. 46, No. 9, 117-121 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Xiao} and \textit{J. Liu}, J. Shandong Univ., Nat. Sci. 46, No. 9, 117--121 (2011; Zbl 1249.91056)
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) Full Text: DOI
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) Full Text: DOI
Leipus, Remigijus; Šiaulys, Jonas Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. (English) Zbl 1227.91022 Lith. Math. J. 51, No. 2, 207-219 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 51, No. 2, 207--219 (2011; Zbl 1227.91022) Full Text: DOI
Li, Jinzhu; Wu, Rong Upper bound for finite-time ruin probability in a Markov-modulated market. (English) Zbl 1237.91132 J. Syst. Sci. Complex. 24, No. 2, 308-316 (2011). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{J. Li} and \textit{R. Wu}, J. Syst. Sci. Complex. 24, No. 2, 308--316 (2011; Zbl 1237.91132) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English) Zbl 1229.91169 J. Math. Anal. Appl. 383, No. 1, 215-225 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Math. Anal. Appl. 383, No. 1, 215--225 (2011; Zbl 1229.91169) Full Text: DOI
Albrecher, Hansjörg; Haas, Sandra Ruin theory with excess of loss reinsurance and reinstatements. (English) Zbl 1231.91136 Appl. Math. Comput. 217, No. 20, 8031-8043 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Haas}, Appl. Math. Comput. 217, No. 20, 8031--8043 (2011; Zbl 1231.91136) Full Text: DOI
Ma, Xue-Min Precise large deviations for a customer-based individual risk model. (English) Zbl 1216.91015 Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 209-222 (2011). MSC: 91B30 60F10 PDF BibTeX XML Cite \textit{X.-M. Ma}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 209--222 (2011; Zbl 1216.91015) Full Text: DOI