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
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)
Wen, Eryuan; Wang, Xiulian The Gerber-Shiu discounted penalty function of absolute ruin for two rates with phase-type interclaim times. (Chinese. English summary) Zbl 1413.91044 J. Cent. China Norm. Univ., Nat. Sci. 52, No. 1, 14-18 (2018). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{E. Wen} and \textit{X. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 52, No. 1, 14--18 (2018; Zbl 1413.91044) Full Text: DOI
Chen, Shumin; Li, Zhongfei; Zeng, Yan Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. (English) Zbl 1408.91227 SIAM J. Financ. Math. 9, No. 1, 274-314 (2018). MSC: 91G50 60J70 PDF BibTeX XML Cite \textit{S. Chen} et al., SIAM J. Financ. Math. 9, No. 1, 274--314 (2018; Zbl 1408.91227) Full Text: DOI
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
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
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)
He, Lijuan; Wang, Chengyong; Zhang, Kai Gerber-Shiu discounted penalty function for compound Poisson-geometric risk model with variable premium rate. (Chinese. English summary) Zbl 1349.91140 Chin. J. Eng. Math. 33, No. 2, 121-130 (2016). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{L. He} et al., Chin. J. Eng. Math. 33, No. 2, 121--130 (2016; Zbl 1349.91140) 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
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
Chen, Xu; Ou, Hui On the expected discounted penalty function for the compound Poisson risk model with time-changing. (Chinese. English summary) Zbl 1340.91044 Acta Math. Appl. Sin. 38, No. 3, 559-567 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Chen} and \textit{H. Ou}, Acta Math. Appl. Sin. 38, No. 3, 559--567 (2015; Zbl 1340.91044)
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) Full Text: DOI
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI
Heilpern, Stanislaw Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English) Zbl 1306.91077 Insur. Math. Econ. 59, 251-257 (2014). MSC: 91B30 62H20 62P05 PDF BibTeX XML Cite \textit{S. Heilpern}, Insur. Math. Econ. 59, 251--257 (2014; Zbl 1306.91077) Full Text: DOI
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
Ivanovs, Jevgenijs A note on killing with applications in risk theory. (English) Zbl 1291.91114 Insur. Math. Econ. 52, No. 1, 29-34 (2013). MSC: 91B30 60J25 60G51 60K10 PDF BibTeX XML Cite \textit{J. Ivanovs}, Insur. Math. Econ. 52, No. 1, 29--34 (2013; Zbl 1291.91114) Full Text: DOI
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)
Cheung, Eric C. K.; Feng, Runhuan A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English) Zbl 1284.91214 Insur. Math. Econ. 53, No. 1, 98-109 (2013). MSC: 91B30 60K10 60J28 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Insur. Math. Econ. 53, No. 1, 98--109 (2013; Zbl 1284.91214) Full Text: DOI
Liu, Wenzhen; Wang, Chuanyu The discounted penalty function of a risk model with two dependent classes of risk processes. (Chinese. English summary) Zbl 1299.91065 J. Univ. Sci. Technol. China 43, No. 6, 444-454 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Liu} and \textit{C. Wang}, J. Univ. Sci. Technol. China 43, No. 6, 444--454 (2013; Zbl 1299.91065) Full Text: DOI
Albrecher, Hansjörg; Lautscham, Volkmar From ruin to bankruptcy for compound Poisson surplus processes. (English) Zbl 1283.91084 Astin Bull. 43, No. 2, 213-243 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{V. Lautscham}, ASTIN Bull. 43, No. 2, 213--243 (2013; Zbl 1283.91084) Full Text: DOI
Kim, Jerim; Kim, Bara; Kim, Hwa-Sung \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment. (English) Zbl 1364.60113 J. Ind. Manag. Optim. 8, No. 4, 909-924 (2012). MSC: 60K25 91B30 60K37 PDF BibTeX XML Cite \textit{J. Kim} et al., J. Ind. Manag. Optim. 8, No. 4, 909--924 (2012; Zbl 1364.60113) Full Text: DOI
Peng, Dan; Hou, Zhenting; Liu, Zaiming The perturbed Poisson risk model with constant interest and a threshold dividend strategy under absolute ruin. (Chinese. English summary) Zbl 1289.91083 Acta Math. Appl. Sin. 35, No. 5, 855-866 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Peng} et al., Acta Math. Appl. Sin. 35, No. 5, 855--866 (2012; Zbl 1289.91083)
Xu, Huai; Tang, Ling A joint density function in phase-type (2) risk models. (English) Zbl 1274.62699 Commun. Math. Res. 28, No. 4, 349-358 (2012). MSC: 62P05 91B30 65C60 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Commun. Math. Res. 28, No. 4, 349--358 (2012; Zbl 1274.62699)
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)
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 Euclid arXiv
Deng, Chao; Zhou, Jieming; Deng, Yingchun The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy. (English) Zbl 1247.91083 Stat. Probab. Lett. 82, No. 9, 1648-1656 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Deng} et al., Stat. Probab. Lett. 82, No. 9, 1648--1656 (2012; Zbl 1247.91083) Full Text: DOI
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. On the absolute ruin problem in a Sparre Andersen risk model with constant interest. (English) Zbl 1235.91100 Insur. Math. Econ. 50, No. 1, 167-178 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{I.-R. Mitric} et al., Insur. Math. Econ. 50, No. 1, 167--178 (2012; Zbl 1235.91100) Full Text: DOI
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
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)
Fang, Shizu; Zhang, Chunmei; Zhao, Peichen; Sun, Xin The Gerber-Shiu discounted penalty function in the compound Markov binomial model. (English) Zbl 1265.91084 Chin. J. Appl. Probab. Stat. 27, No. 5, 460-472 (2011). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{S. Fang} et al., Chin. J. Appl. Probab. Stat. 27, No. 5, 460--472 (2011; Zbl 1265.91084)
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
Cheng, Jianhua; Wang, Dehui Ruin problems for an autoregressive risk model with dependent rates of interest. (English) Zbl 1239.91077 Appl. Math. Comput. 218, No. 7, 3822-3833 (2011). MSC: 91B30 91G40 PDF BibTeX XML Cite \textit{J. Cheng} and \textit{D. Wang}, Appl. Math. Comput. 218, No. 7, 3822--3833 (2011; Zbl 1239.91077) Full Text: DOI
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
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)
Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On the absolute ruin in a map risk model with debit interest. (English) Zbl 1229.91171 Adv. Appl. Probab. 43, No. 1, 77-96 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J28 91B70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Adv. Appl. Probab. 43, No. 1, 77--96 (2011; Zbl 1229.91171) Full Text: DOI
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
Cheung, Eric C. K.; Landriault, David A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. (English) Zbl 1231.91156 Insur. Math. Econ. 46, No. 1, 127-134 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, Insur. Math. Econ. 46, No. 1, 127--134 (2010; Zbl 1231.91156) Full Text: DOI
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
Wang, Yihe; Hu, Yijun Gerber-Shiu discounted penalty function for risk model with premium rate depending on time. (Chinese. English summary) Zbl 1240.91071 J. Math., Wuhan Univ. 30, No. 6, 1114-1116 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{Y. Hu}, J. Math., Wuhan Univ. 30, No. 6, 1114--1116 (2010; Zbl 1240.91071)
Fang, Ying; Wu, Rong On the renewal risk model with interest and dividend. (English) Zbl 1237.62148 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 5, 1730-1738 (2010). MSC: 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Fang} and \textit{R. Wu}, Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 5, 1730--1738 (2010; Zbl 1237.62148) Full Text: DOI
Wen, Yuzhen; Zhang, Ying The discounted penalty function in a class of delayed renewal risk models. (Chinese. English summary) Zbl 1240.91073 J. Qufu Norm. Univ., Nat. Sci. 36, No. 2, 39-43 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Wen} and \textit{Y. Zhang}, J. Qufu Norm. Univ., Nat. Sci. 36, No. 2, 39--43 (2010; Zbl 1240.91073)
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
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)
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
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
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
He, Jing Min; Wu, Rong On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs. (English) Zbl 1195.91067 Acta Math. Sin., Engl. Ser. 26, No. 5, 951-962 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. M. He} and \textit{R. Wu}, Acta Math. Sin., Engl. Ser. 26, No. 5, 951--962 (2010; Zbl 1195.91067) Full Text: DOI
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)
Ming, Rui-Xing; Xiao, Li-Qun On absolute ruin for the Erlang\((n)\) surplus process. (English) Zbl 1188.91090 Int. J. Mod. Math. 5, No. 1, 45-61 (2010). MSC: 91B30 60K10 91B70 PDF BibTeX XML Cite \textit{R.-X. Ming} and \textit{L.-Q. Xiao}, Int. J. Mod. Math. 5, No. 1, 45--61 (2010; Zbl 1188.91090) Full Text: Link
Jiang, Wu-Yuan; Liu, Zai-Ming A class of delayed renewal risk processes with a threshold dividend strategy. (English) Zbl 1186.91122 Acta Math. Appl. Sin., Engl. Ser. 26, No. 2, 345-352 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{W.-Y. Jiang} and \textit{Z.-M. Liu}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 2, 345--352 (2010; Zbl 1186.91122) Full Text: DOI
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. (English) Zbl 1202.91129 Appl. Math. Comput. 216, No. 2, 523-531 (2010). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Math. Comput. 216, No. 2, 523--531 (2010; Zbl 1202.91129) Full Text: DOI
Yang, Hu; Zhang, Zhimin On a class of renewal risk model with random income. (English) Zbl 1224.91097 Appl. Stoch. Models Bus. Ind. 25, No. 6, 678-695 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 678--695 (2009; Zbl 1224.91097) Full Text: DOI
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI
Zhan, Xuebao; Wang, Lingzhi; Zhang, Chunsheng The Gerber-Shiu discounted penalty function of the classical absolute ruin model with investment and loan. (Chinese. English summary) Zbl 1212.91056 J. Tianjin Norm. Univ., Nat. Sci. Ed. 29, No. 1, 16-19, 22 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{X. Zhan} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 29, No. 1, 16--19, 22 (2009; Zbl 1212.91056)
Lu, Yuhua; Wang, Guanghua On the time value of ruin for a renewal risk model with interest. (Chinese. English summary) Zbl 1212.62043 Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 4, 1012-1021 (2009). MSC: 62P05 60K10 91B30 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{G. Wang}, Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 4, 1012--1021 (2009; Zbl 1212.62043)
Hao, Yinyin; Hu, Yijun On the expected discounted penalty functions for two correlated classes of risk process. (Chinese. English summary) Zbl 1199.91079 J. Math., Wuhan Univ. 29, No. 1, 61-65 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Hao} and \textit{Y. Hu}, J. Math., Wuhan Univ. 29, No. 1, 61--65 (2009; Zbl 1199.91079)
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)
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
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)
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
Yao, Dingjun; Wang, Rongming; Xu, Lin On the expected discounted penalty function associated with the time of ruin for a risk model with random income. (English) Zbl 1174.91523 Chin. J. Appl. Probab. Stat. 24, No. 3, 319-326 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Yao} et al., Chin. J. Appl. Probab. Stat. 24, No. 3, 319--326 (2008; Zbl 1174.91523)
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
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
Yin, Chuancun; Zhao, Xianghua Asymptotics for solutions of a defective renewal equation with applications. (English) Zbl 1156.60071 Front. Math. China 3, No. 3, 443-459 (2008). MSC: 60K05 60K30 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. Zhao}, Front. Math. China 3, No. 3, 443--459 (2008; Zbl 1156.60071) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI
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
Yang, Hu; Zhang, Zhimin Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy. (English) Zbl 1141.91553 Insur. Math. Econ. 42, No. 3, 984-991 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, Insur. Math. Econ. 42, No. 3, 984--991 (2008; Zbl 1141.91553) Full Text: DOI
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)
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
Yang, Li; Sun, Hao; Tian, Xinghu On the discounted penalty function in a two-step premium rate model with linear dividend barrier. (Chinese. English summary) Zbl 1174.91522 Math. Pract. Theory 37, No. 11, 58-67 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Yang} et al., Math. Pract. Theory 37, No. 11, 58--67 (2007; Zbl 1174.91522)
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)
Gao, Qibing; Wu, Yaohua; Zhu, Chunhua; Wei, Guanghua Ruin problems in risk models with dependent rates of interest. (English) Zbl 1114.91051 Stat. Probab. Lett. 77, No. 8, 761-768 (2007). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{Q. Gao} et al., Stat. Probab. Lett. 77, No. 8, 761--768 (2007; Zbl 1114.91051) Full Text: DOI
Wan, Ning Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion. (English) Zbl 1183.91077 Insur. Math. Econ. 40, No. 3, 509-523 (2007). MSC: 91B30 45J05 60K05 60K10 PDF BibTeX XML Cite \textit{N. Wan}, Insur. Math. Econ. 40, No. 3, 509--523 (2007; Zbl 1183.91077) Full Text: DOI
Bao, Zhen-Hua; Ye, Zhong-Xing The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income. (English) Zbl 1209.60051 Appl. Math. Comput. 184, No. 2, 857-863 (2007). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{Z.-H. Bao} and \textit{Z.-X. Ye}, Appl. Math. Comput. 184, No. 2, 857--863 (2007; Zbl 1209.60051) Full Text: DOI
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
Šiaulys, J.; Asanavičiūutė, R. On the Gerber-Shiu discounted penalty function for subexponential claims. (English) Zbl 1131.60080 Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Asanavičiūutė}, Lith. Math. J. 46, No. 4, 487--493 (2006; Zbl 1131.60080) Full Text: DOI
Šiaulys, J.; Kočetova, J. On the discounted penalty function for claims having mixed exponential distribution. (English) Zbl 1183.60032 Nonlinear Anal., Model. Control 11, No. 4, 413-426 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{J. Kočetova}, Nonlinear Anal., Model. Control 11, No. 4, 413--426 (2006; Zbl 1183.60032)
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDF BibTeX XML Cite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
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
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
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
Liu, S. X.; Guo, J. Y. Discrete risk model revisited. (English) Zbl 1098.91074 Methodol. Comput. Appl. Probab. 8, No. 2, 303-313 (2006). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. X. Liu} and \textit{J. Y. Guo}, Methodol. Comput. Appl. Probab. 8, No. 2, 303--313 (2006; Zbl 1098.91074) Full Text: DOI
Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI
Liu, Li; Mao, Shisong The risk model of the expected discounted penalty function with constant interest force. (English) Zbl 1152.60335 Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 3, 509-518 (2006). MSC: 60H30 91B30 PDF BibTeX XML Cite \textit{L. Liu} and \textit{S. Mao}, Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 3, 509--518 (2006; Zbl 1152.60335) Full Text: DOI
Zhang, H. Y.; Zhou, M.; Guo, J. Y. The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. (English) Zbl 1161.60334 Stat. Probab. Lett. 76, No. 12, 1211-1218 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{H. Y. Zhang} et al., Stat. Probab. Lett. 76, No. 12, 1211--1218 (2006; Zbl 1161.60334) Full Text: DOI
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
Tsai, Cary Chi-Liang On the expectations of the present values of the time of ruin perturbed by diffusion. (English) Zbl 1066.91062 Insur. Math. Econ. 32, No. 3, 413-429 (2003). Reviewer: Neculai Curteanu (Iaşi) MSC: 91B30 60J70 62E17 62E20 PDF BibTeX XML Cite \textit{C. C. L. Tsai}, Insur. Math. Econ. 32, No. 3, 413--429 (2003; Zbl 1066.91062) Full Text: DOI
Willmot, Gordon E.; Dickson, David C. M. The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English) Zbl 1072.91027 Insur. Math. Econ. 32, No. 3, 403-411 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 91B30 60K05 91B28 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 3, 403--411 (2003; Zbl 1072.91027) Full Text: DOI
Tsai, Cary Chi-Liang; Willmot, Gordon E. On the moments of the surplus process perturbed by diffusion. (English) Zbl 1063.91051 Insur. Math. Econ. 31, No. 3, 327-350 (2002). Reviewer: Giacomo Bonanno (Davis) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 31, No. 3, 327--350 (2002; Zbl 1063.91051) Full Text: DOI
Cai, Jun; Dickson, David C. M. On the expected discounted penalty function at ruin of a surplus process with interest. (English) Zbl 1074.91027 Insur. Math. Econ. 30, No. 3, 389-404 (2002). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 44A10 45D05 91B70 PDF BibTeX XML Cite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 30, No. 3, 389--404 (2002; Zbl 1074.91027) Full Text: DOI