Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English) Zbl 1418.91230 Scand. Actuar. J. 2019, No. 1, 32-61 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{M. Bladt} et al., Scand. Actuar. J. 2019, No. 1, 32--61 (2019; Zbl 1418.91230) Full Text: DOI Link
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae An IBNR-RBNS insurance risk model with marked Poisson arrivals. (English) Zbl 1400.91238 Insur. Math. Econ. 79, 26-42 (2018). MSC: 91B30 62P05 60J25 60K10 PDFBibTeX XMLCite \textit{S. Ahn} et al., Insur. Math. Econ. 79, 26--42 (2018; Zbl 1400.91238) Full Text: DOI
Govorun, Maria; Latouche, Guy; Loisel, Stéphane Phase-type aging modeling for health dependent costs. (English) Zbl 1318.91114 Insur. Math. Econ. 62, 173-183 (2015). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Govorun} et al., Insur. Math. Econ. 62, 173--183 (2015; Zbl 1318.91114) Full Text: DOI HAL
Tran, Dong Xuan Padé approximants for finite time ruin probabilities. (English) Zbl 1301.91020 J. Comput. Appl. Math. 278, 130-137 (2015). MSC: 91B30 41A21 65C99 PDFBibTeX XMLCite \textit{D. X. Tran}, J. Comput. Appl. Math. 278, 130--137 (2015; Zbl 1301.91020) Full Text: DOI
Zadeh, Amin Hassan; Jones, Bruce L.; Stanford, David A. The use of phase-type models for disability insurance calculations. (English) Zbl 1401.91209 Scand. Actuar. J. 2014, No. 8, 714-728 (2014). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{A. H. Zadeh} et al., Scand. Actuar. J. 2014, No. 8, 714--728 (2014; Zbl 1401.91209) Full Text: DOI
Govorun, Maria; Latouche, Guy Modeling the effect of health: phase-type approach. (English) Zbl 1304.91105 Eur. Actuar. J. 4, No. 1, 197-218 (2014). MSC: 91B30 91D20 PDFBibTeX XMLCite \textit{M. Govorun} and \textit{G. Latouche}, Eur. Actuar. J. 4, No. 1, 197--218 (2014; Zbl 1304.91105) Full Text: DOI
Jeon, Yongho; Kim, Joseph H. T. A gamma kernel density estimation for insurance loss data. (English) Zbl 1290.62099 Insur. Math. Econ. 53, No. 3, 569-579 (2013). MSC: 62P05 62G07 91B30 PDFBibTeX XMLCite \textit{Y. Jeon} and \textit{J. H. T. Kim}, Insur. Math. Econ. 53, No. 3, 569--579 (2013; Zbl 1290.62099) Full Text: DOI
Ahn, Soohan; Kim, Joseph H. T.; Ramaswami, Vaidyanathan A new class of models for heavy tailed distributions in finance and insurance risk. (English) Zbl 1284.60024 Insur. Math. Econ. 51, No. 1, 43-52 (2012). MSC: 60E05 60G70 91B30 91G80 62G32 62P05 PDFBibTeX XMLCite \textit{S. Ahn} et al., Insur. Math. Econ. 51, No. 1, 43--52 (2012; Zbl 1284.60024) Full Text: DOI
Avram, F.; Chedom, D. F.; Horváth, A. On moments based Padé approximations of ruin probabilities. (English) Zbl 1209.91076 J. Comput. Appl. Math. 235, No. 10, 3215-3228 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{F. Avram} et al., J. Comput. Appl. Math. 235, No. 10, 3215--3228 (2011; Zbl 1209.91076) Full Text: DOI
Ng, Andrew C. Y. On a dual model with a dividend threshold. (English) Zbl 1163.91441 Insur. Math. Econ. 44, No. 2, 315-324 (2009). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{A. C. Y. Ng}, Insur. Math. Econ. 44, No. 2, 315--324 (2009; Zbl 1163.91441) Full Text: DOI