Liu, Xijun; Gao, Qingwu; Dong, Zimai Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims. (English) Zbl 07803299 Stoch. Models 40, No. 1, 97-122 (2024). MSC: 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{X. Liu} et al., Stoch. Models 40, No. 1, 97--122 (2024; Zbl 07803299) Full Text: DOI
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 1465.91034 Stoch. Models 36, No. 4, 661-680 (2020). MSC: 91B05 60K10 PDFBibTeX XMLCite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv
Behme, Anita; Klüppelberg, Claudia; Reinert, Gesine Ruin probabilities for risk processes in a bipartite network. (English) Zbl 1468.60058 Stoch. Models 36, No. 4, 548-573 (2020). MSC: 60G51 05C80 91B05 PDFBibTeX XMLCite \textit{A. Behme} et al., Stoch. Models 36, No. 4, 548--573 (2020; Zbl 1468.60058) Full Text: DOI arXiv
Gatto, Riccardo The stability of the probability of ruin. (English) Zbl 1437.91460 Stoch. Models 36, No. 1, 112-133 (2020). MSC: 91G70 65C05 60K10 PDFBibTeX XMLCite \textit{R. Gatto}, Stoch. Models 36, No. 1, 112--133 (2020; Zbl 1437.91460) Full Text: DOI
Geček Tuđen, Ivana Distribution of suprema for generalized risk processes. (English) Zbl 1451.60048 Stoch. Models 35, No. 1, 33-50 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 60J25 91G05 PDFBibTeX XMLCite \textit{I. Geček Tuđen}, Stoch. Models 35, No. 1, 33--50 (2019; Zbl 1451.60048) Full Text: DOI arXiv
Zhao, Qian; Jin, Zhuo; Wei, Jiaqin Optimal debt ratio and dividend strategies for an insurer under a regime-switching model. (English) Zbl 1411.91328 Stoch. Models 34, No. 4, 435-463 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{Q. Zhao} et al., Stoch. Models 34, No. 4, 435--463 (2018; Zbl 1411.91328) Full Text: DOI
Ji, Lanpeng; Robert, Stephan Ruin problem of a two-dimensional fractional Brownian motion risk process. (English) Zbl 1386.60138 Stoch. Models 34, No. 1, 73-97 (2018). MSC: 60G15 60G70 91B30 PDFBibTeX XMLCite \textit{L. Ji} and \textit{S. Robert}, Stoch. Models 34, No. 1, 73--97 (2018; Zbl 1386.60138) Full Text: DOI
Perera, Ryle S. An optimal investment and risk control policy for a bank under exponential utility. (English) Zbl 1408.91241 Stoch. Models 33, No. 3, 343-375 (2017). MSC: 91G70 91G10 60H10 60J75 60G44 91B16 PDFBibTeX XMLCite \textit{R. S. Perera}, Stoch. Models 33, No. 3, 343--375 (2017; Zbl 1408.91241) Full Text: DOI
Zhu, Lingjiong A delayed dual risk model. (English) Zbl 1360.91098 Stoch. Models 33, No. 1, 149-170 (2017). MSC: 91B30 60G55 91B70 PDFBibTeX XMLCite \textit{L. Zhu}, Stoch. Models 33, No. 1, 149--170 (2017; Zbl 1360.91098) Full Text: DOI
Liu, Jiajun; Yang, Yang Infinite-time absolute ruin in dependent renewal risk models with constant force of interest. (English) Zbl 1359.62459 Stoch. Models 33, No. 1, 97-115 (2017). MSC: 62P05 60K10 62E10 91B30 PDFBibTeX XMLCite \textit{J. Liu} and \textit{Y. Yang}, Stoch. Models 33, No. 1, 97--115 (2017; Zbl 1359.62459) Full Text: DOI
Ramasubramanian, S. A multidimensional ruin problem and an associated notion of duality. (English) Zbl 1415.91161 Stoch. Models 32, No. 4, 539-574 (2016); correction ibid. 37, No. 2, 300-316 (2021). MSC: 91B30 60G50 60J75 90B15 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Stoch. Models 32, No. 4, 539--574 (2016; Zbl 1415.91161) Full Text: DOI
Matsui, Muneya; Rolski, Tomasz Prediction in a mixed Poisson cluster model. (English) Zbl 1344.60049 Stoch. Models 32, No. 3, 460-480 (2016). MSC: 60G55 60G25 60G51 62M20 91B30 PDFBibTeX XMLCite \textit{M. Matsui} and \textit{T. Rolski}, Stoch. Models 32, No. 3, 460--480 (2016; Zbl 1344.60049) Full Text: DOI
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Analysis of some ruin-related quantities in a Markov-modulated risk model. (English) Zbl 1344.60075 Stoch. Models 32, No. 3, 351-365 (2016). MSC: 60J28 60J27 60K37 91B30 44A10 PDFBibTeX XMLCite \textit{J. Li} et al., Stoch. Models 32, No. 3, 351--365 (2016; Zbl 1344.60075) Full Text: DOI Link
Basu, Ranojoy Diffusion approximations for insurance risk processes. (English) Zbl 1337.60184 Stoch. Models 32, No. 1, 52-76 (2016). MSC: 60J60 60F05 60F17 91B30 PDFBibTeX XMLCite \textit{R. Basu}, Stoch. Models 32, No. 1, 52--76 (2016; Zbl 1337.60184) Full Text: DOI
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin Dynamic limit growth indices in discrete time. (English) Zbl 1338.91158 Stoch. Models 31, No. 3, 494-523 (2015). MSC: 91G70 62P05 60G42 91B30 91B84 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stoch. Models 31, No. 3, 494--523 (2015; Zbl 1338.91158) Full Text: DOI arXiv
Karabash, Dmytro; Zhu, Lingjiong Limit theorems for marked Hawkes processes with application to a risk model. (English) Zbl 1325.60025 Stoch. Models 31, No. 3, 433-451 (2015). MSC: 60F10 60F05 60G55 91B30 PDFBibTeX XMLCite \textit{D. Karabash} and \textit{L. Zhu}, Stoch. Models 31, No. 3, 433--451 (2015; Zbl 1325.60025) Full Text: DOI arXiv
Kortschak, Dominik; Loisel, Stéphane; Ribereau, Pierre Ruin problems with worsening risks or with infinite mean claims. (English) Zbl 1309.91076 Stoch. Models 31, No. 1, 119-152 (2015). MSC: 91B30 60F10 60G51 PDFBibTeX XMLCite \textit{D. Kortschak} et al., Stoch. Models 31, No. 1, 119--152 (2015; Zbl 1309.91076) Full Text: DOI HAL
Hashorva, Enkelejd; Li, Jinzhu Tail behavior of weighted sums of order statistics of dependent risks. (English) Zbl 1309.62091 Stoch. Models 31, No. 1, 1-19 (2015). MSC: 62G32 62G30 62E10 62P05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Li}, Stoch. Models 31, No. 1, 1--19 (2015; Zbl 1309.62091) Full Text: DOI arXiv Link
Badila, E. S.; Boxma, O. J.; Resing, J. A. C. Queues and risk processes with dependencies. (English) Zbl 1306.60132 Stoch. Models 30, No. 3, 390-419 (2014). MSC: 60K25 60E15 91B30 PDFBibTeX XMLCite \textit{E. S. Badila} et al., Stoch. Models 30, No. 3, 390--419 (2014; Zbl 1306.60132) Full Text: DOI arXiv
Esquível, Manuel L.; Fernandes, José M.; Guerreiro, Gracinda R. On the evolution and asymptotic analysis of open Markov populations: application to consumption credit. (English) Zbl 1320.60128 Stoch. Models 30, No. 3, 365-389 (2014). MSC: 60J10 60J20 62F86 91B70 91G40 PDFBibTeX XMLCite \textit{M. L. Esquível} et al., Stoch. Models 30, No. 3, 365--389 (2014; Zbl 1320.60128) 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 PDFBibTeX XMLCite \textit{G. Leobacher} et al., Stoch. Models 30, No. 2, 216--249 (2014; Zbl 1292.91182) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{C. Yang} and \textit{K. P. Sendova}, Stoch. Models 30, No. 1, 99--124 (2014; Zbl 1293.91101) Full Text: DOI
Song, Rui; Sowers, Richard B.; Jones, Jonathan The topology of central counterparty clearing networks and network stability. (English) Zbl 1287.91150 Stoch. Models 30, No. 1, 16-47 (2014). MSC: 91G99 91G20 91G80 60F10 PDFBibTeX XMLCite \textit{R. Song} et al., Stoch. Models 30, No. 1, 16--47 (2014; Zbl 1287.91150) 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 PDFBibTeX XMLCite \textit{S. Li} et al., Stoch. Models 29, No. 4, 518--539 (2013; Zbl 1282.91158) Full Text: DOI
Ren, Jiandong A risk model based on Markov chains with marked transitions. (English) Zbl 1270.60081 Stoch. Models 29, No. 2, 258-272 (2013). MSC: 60J27 60G17 91B30 PDFBibTeX XMLCite \textit{J. Ren}, Stoch. Models 29, No. 2, 258--272 (2013; Zbl 1270.60081) Full Text: DOI
Hernandez-del-Valle, Gerardo On the first time that a 3-D Bessel bridge hits a boundary. (English) Zbl 1257.37015 Stoch. Models 28, No. 4, 649-662 (2012). Reviewer: Ulrich Krengel (Göttingen) MSC: 37A50 60G07 60H30 PDFBibTeX XMLCite \textit{G. Hernandez-del-Valle}, Stoch. Models 28, No. 4, 649--662 (2012; Zbl 1257.37015) Full Text: DOI
Thonhauser, Stefan; Albrecher, Hansjörg Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. (English) Zbl 1262.91096 Stoch. Models 27, No. 1, 120-140 (2011). MSC: 91B30 60K10 49N25 PDFBibTeX XMLCite \textit{S. Thonhauser} and \textit{H. Albrecher}, Stoch. Models 27, No. 1, 120--140 (2011; Zbl 1262.91096) Full Text: DOI Link
Mitra, Abhimanyu; Resnick, Sidney I. Hidden regular variation and detection of hidden risks. (English) Zbl 1230.91080 Stoch. Models 27, No. 4, 591-614 (2011). MSC: 91B30 91B70 62G32 PDFBibTeX XMLCite \textit{A. Mitra} and \textit{S. I. Resnick}, Stoch. Models 27, No. 4, 591--614 (2011; Zbl 1230.91080) Full Text: DOI arXiv
Elliott, Robert J.; Siu, Tak Kuen; Yang, Hailiang Ruin theory in a hidden Markov-modulated risk model. (English) Zbl 1237.91127 Stoch. Models 27, No. 3, 474-489 (2011). MSC: 91B30 93E11 60J20 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Stoch. Models 27, No. 3, 474--489 (2011; Zbl 1237.91127) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. On a generalization of the risk model with Markovian claim arrivals. (English) Zbl 1237.91124 Stoch. Models 27, No. 3, 407-430 (2011). MSC: 91B30 60K15 60J75 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Stoch. Models 27, No. 3, 407--430 (2011; Zbl 1237.91124) Full Text: DOI Link
Landriault, David; Sendova, Kristina P. A direct approach to a first-passage problem with applications in risk theory. (English) Zbl 1232.91350 Stoch. Models 27, No. 3, 388-406 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K15 60K20 60K37 60J75 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{K. P. Sendova}, Stoch. Models 27, No. 3, 388--406 (2011; Zbl 1232.91350) Full Text: DOI
Ramasubramanian, S. Multidimensional insurance model with risk-reducing treaty. (English) Zbl 1237.91137 Stoch. Models 27, No. 3, 363-387 (2011). MSC: 91B30 60H30 60J35 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Stoch. Models 27, No. 3, 363--387 (2011; Zbl 1237.91137) Full Text: DOI
Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv
Wang, Shanshan; Zhang, Chunsheng; Wang, Guojing A constant interest risk model with tax payments. (English) Zbl 1231.91246 Stoch. Models 26, No. 3, 384-398 (2010). MSC: 91B30 60J75 PDFBibTeX XMLCite \textit{S. Wang} et al., Stoch. Models 26, No. 3, 384--398 (2010; Zbl 1231.91246) Full Text: DOI
Zaphiropoulos, George; Zazanis, Michael A. Discrete-time risk processes with after-effects and association. (English) Zbl 1194.60048 Stoch. Models 26, No. 1, 27-45 (2010). MSC: 60J60 91B30 60F17 PDFBibTeX XMLCite \textit{G. Zaphiropoulos} and \textit{M. A. Zazanis}, Stoch. Models 26, No. 1, 27--45 (2010; Zbl 1194.60048) Full Text: DOI
Rabehasaina, Landy Risk processes with interest force in Markovian environment. (English) Zbl 1222.91025 Stoch. Models 25, No. 4, 580-613 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 91B30 60J25 60K30 60G55 60J27 PDFBibTeX XMLCite \textit{L. Rabehasaina}, Stoch. Models 25, No. 4, 580--613 (2009; Zbl 1222.91025) Full Text: DOI Link
Yuan, Haili; Hu, Yijun The compound Poisson risk model with interest and a threshold strategy. (English) Zbl 1181.91108 Stoch. Models 25, No. 2, 197-220 (2009). Reviewer: V. S. Borkar (Mumbai) MSC: 91B30 60J75 93E20 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{Y. Hu}, Stoch. Models 25, No. 2, 197--220 (2009; Zbl 1181.91108) Full Text: DOI
Ren, Jiandong; Breuer, Lothar; Stanford, David A.; Yu, Kaiqi Perturbed risk processes analyzed as fluid flows. (English) Zbl 1187.91106 Stoch. Models 25, No. 3, 522-544 (2009). MSC: 91B30 60J25 60J65 60J75 PDFBibTeX XMLCite \textit{J. Ren} et al., Stoch. Models 25, No. 3, 522--544 (2009; Zbl 1187.91106) Full Text: DOI
Gabih, Abdelali; Sass, Jörn; Wunderlich, Ralf Utility maximization under bounded expected loss. (English) Zbl 1187.91198 Stoch. Models 25, No. 3, 375-407 (2009). MSC: 91G10 60G44 60H07 91B30 PDFBibTeX XMLCite \textit{A. Gabih} et al., Stoch. Models 25, No. 3, 375--407 (2009; Zbl 1187.91198) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos A generalization of the Lundberg condition in the Sparre Andersen model and some applications. (English) Zbl 1159.91412 Stoch. Models 25, No. 1, 90-109 (2009). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Stoch. Models 25, No. 1, 90--109 (2009; Zbl 1159.91412) Full Text: DOI
Frostig, E. On ruin probability for a risk process perturbed by a Lévy process with no negative jumps. (English) Zbl 1151.91567 Stoch. Models 24, No. 2, 288-313 (2008). MSC: 91B30 60K37 PDFBibTeX XMLCite \textit{E. Frostig}, Stoch. Models 24, No. 2, 288--313 (2008; Zbl 1151.91567) Full Text: DOI
Wang, D. Finite-time ruin probability with heavy-tailed claims and constant interest rate. (English) Zbl 1132.91502 Stoch. Models 24, No. 1, 41-57 (2008). MSC: 91B30 62P05 62E20 60F10 PDFBibTeX XMLCite \textit{D. Wang}, Stoch. Models 24, No. 1, 41--57 (2008; Zbl 1132.91502) Full Text: DOI
Liang, Zhibin; Guo, Junyi Optimal proportional reinsurance and ruin probability. (English) Zbl 1253.60092 Stoch. Models 23, No. 2, 333-350 (2007). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{J. Guo}, Stoch. Models 23, No. 2, 333--350 (2007; Zbl 1253.60092) Full Text: DOI
Meng, Hui; Zhang, Chunsheng; Wu, Rong On a joint distribution for the classical risk process with a stochastic return on investments. (English) Zbl 1183.60034 Stoch. Models 23, No. 3, 513-522 (2007). MSC: 60K10 60K05 91B30 60J75 62P05 PDFBibTeX XMLCite \textit{H. Meng} et al., Stoch. Models 23, No. 3, 513--522 (2007; Zbl 1183.60034) Full Text: DOI
Fang, Ying; Wu, Rong Optimal dividend strategy in the compound Poisson model with constant interest. (English) Zbl 1291.91105 Stoch. Models 23, No. 1, 149-166 (2007). MSC: 91B30 60K10 60J75 PDFBibTeX XMLCite \textit{Y. Fang} and \textit{R. Wu}, Stoch. Models 23, No. 1, 149--166 (2007; Zbl 1291.91105) Full Text: DOI
Politis, Konstadinos A functional approach for ruin probabilities. (English) Zbl 1133.91034 Stoch. Models 22, No. 3, 509-536 (2006). MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{K. Politis}, Stoch. Models 22, No. 3, 509--536 (2006; Zbl 1133.91034) Full Text: DOI
Schied, Alexander Risk measures and robust optimization problems. (English) Zbl 1211.91151 Stoch. Models 22, No. 4, 753-831 (2006). MSC: 91B30 46N10 60G44 91B16 91B80 PDFBibTeX XMLCite \textit{A. Schied}, Stoch. Models 22, No. 4, 753--831 (2006; Zbl 1211.91151) Full Text: DOI
Schmidli, Hanspeter Optimisation in non-life insurance. (English) Zbl 1107.93036 Stoch. Models 22, No. 4, 689-722 (2006). MSC: 93E20 91B30 60G99 49L20 PDFBibTeX XMLCite \textit{H. Schmidli}, Stoch. Models 22, No. 4, 689--722 (2006; Zbl 1107.93036) Full Text: DOI
Kolev, Nikolai; Dos Anjos, Ulisses; Mendes, Beatriz Vaz de M. Copulas: a review and recent developments. (English) Zbl 1120.60006 Stoch. Models 22, No. 4, 617-660 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E05 62E20 62G30 62G32 62H12 62H25 62J05 PDFBibTeX XMLCite \textit{N. Kolev} et al., Stoch. Models 22, No. 4, 617--660 (2006; Zbl 1120.60006) Full Text: DOI
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI
Wang, Dingcheng; Tang, Qihe Tail probabilities of randomly weighted sums of random variables with dominated variation. (English) Zbl 1095.60008 Stoch. Models 22, No. 2, 253-272 (2006). Reviewer: Ryszard Doman (Poznan) MSC: 60E05 60G70 91B30 PDFBibTeX XMLCite \textit{D. Wang} and \textit{Q. Tang}, Stoch. Models 22, No. 2, 253--272 (2006; Zbl 1095.60008) Full Text: DOI
Perry, D.; Stadje, W.; Zacks, S. Hitting and ruin probabilities for compound Poisson processes and the cycle maximum of the M/G/1 queue. (English) Zbl 1013.60070 Stoch. Models 18, No. 4, 553-564 (2002). Reviewer: O.K.Zakusilo (Kyïv) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{D. Perry} et al., Stoch. Models 18, No. 4, 553--564 (2002; Zbl 1013.60070) Full Text: DOI
Chiu, S. N.; Yin, Chuancun On occupation times for a risk process with reserve-dependent premium. (English) Zbl 1019.91027 Stoch. Models 18, No. 2, 245-255 (2002). Reviewer: Josef Steinebach (Marburg) MSC: 91B30 60J25 60K30 PDFBibTeX XMLCite \textit{S. N. Chiu} and \textit{C. Yin}, Stoch. Models 18, No. 2, 245--255 (2002; Zbl 1019.91027) Full Text: DOI
Reinhard, J. M.; Snoussi, M. The severity of ruin in a discrete semi-Markov risk model. (English) Zbl 1011.91056 Stoch. Models 18, No. 1, 85-107 (2002). Reviewer: Horst Behncke (Osnabrück) MSC: 91B30 PDFBibTeX XMLCite \textit{J. M. Reinhard} and \textit{M. Snoussi}, Stoch. Models 18, No. 1, 85--107 (2002; Zbl 1011.91056) Full Text: DOI