Gusak, Dmytro On some characteristics of the claim surplus process. (English) Zbl 1194.91093 Theory Stoch. Process. 14(30), No. 1, 49-59 (2008). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{D. Gusak}, Theory Stoch. Process. 14(30), No. 1, 49--59 (2008; Zbl 1194.91093)
Zimbidis, Alexandros A. Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion. (English) Zbl 1164.91038 Scand. Actuar. J. 2008, No. 1, 16-33 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{A. A. Zimbidis}, Scand. Actuar. J. 2008, No. 1, 16--33 (2008; Zbl 1164.91038) Full Text: DOI
Bäuerle, Nicole; Grübel, Rudolf Multivariate risk processes with interacting intensities. (English) Zbl 1152.60058 Adv. Appl. Probab. 40, No. 2, 578-601 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J20 91B30 60G55 60K99 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{R. Grübel}, Adv. Appl. Probab. 40, No. 2, 578--601 (2008; Zbl 1152.60058) Full Text: DOI