Xiao, Lin Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm. (English) Zbl 07529328 Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022). MSC: 91Bxx 62Pxx 60Jxx PDF BibTeX XML Cite \textit{L. Xiao}, Appl. Math. Comput. 424, Article ID 126969, 26 p. (2022; Zbl 07529328) Full Text: DOI OpenURL
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 07505013 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 9, No. 1, 45--64 (2022; Zbl 07505013) Full Text: DOI OpenURL
Eberlein, Ernst; Kabanov, Yuri; Schmidt, Thorsten Ruin probabilities for a Sparre Andersen model with investments. (English) Zbl 1480.60117 Stochastic Processes Appl. 144, 72-84 (2022). MSC: 60G51 60G70 91G05 PDF BibTeX XML Cite \textit{E. Eberlein} et al., Stochastic Processes Appl. 144, 72--84 (2022; Zbl 1480.60117) Full Text: DOI arXiv OpenURL
Krinik, Alan; von Bremen, Hubertus; Ventura, Ivan; Nguyen, Uyen Vietthanh; Lin, Jeremy J.; Lu, Thuy Vu Dieu; Luk, Chon In (Dave); Yeh, Jeffrey; Cervantes, Luis A.; Lyche, Samuel R.; Marian, Brittney A.; Aljashamy, Saif A.; Dela, Mark; Oudich, Ali; Ostadhassanpanjehali, Pedram; Phey, Lyheng; Perez, David; Kath, John Joseph; Demmin, Malachi C.; Dawit, Yoseph; Hoogendyk, Christine Carmen Marie; Kim, Aaron; McDonough, Matthew; Castillo, Adam Trevor; Beecher, David; Wong, Weizhong; Ayeda, Heba Explicit transient probabilities of various Markov models. (English) Zbl 07465308 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 97-151 (2021). MSC: 60J10 60J22 PDF BibTeX XML Cite \textit{A. Krinik} et al., Contemp. Math. 774, 97--151 (2021; Zbl 07465308) Full Text: DOI OpenURL
Ellanskaya, Anastasiya; Kabanov, Yuri On ruin probabilities with risky investments in a stock with stochastic volatility. (English) Zbl 07449510 Extremes 24, No. 4, 687-697 (2021). MSC: 60G44 91B28 PDF BibTeX XML Cite \textit{A. Ellanskaya} and \textit{Y. Kabanov}, Extremes 24, No. 4, 687--697 (2021; Zbl 07449510) Full Text: DOI arXiv OpenURL
Lefèvre, Claude; Simon, Matthieu Schur-constant and related dependence models, with application to ruin probabilities. (English) Zbl 1476.60026 Methodol. Comput. Appl. Probab. 23, No. 1, 317-339 (2021). MSC: 60E05 62H05 91B05 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 23, No. 1, 317--339 (2021; Zbl 1476.60026) Full Text: DOI OpenURL
Grandits, Peter; Klein, Maike Ruin probability in a two-dimensional model with correlated Brownian motions. (English) Zbl 1470.91228 Scand. Actuar. J. 2021, No. 5, 362-379 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J70 35R35 PDF BibTeX XML Cite \textit{P. Grandits} and \textit{M. Klein}, Scand. Actuar. J. 2021, No. 5, 362--379 (2021; Zbl 1470.91228) Full Text: DOI arXiv OpenURL
Lee, Wing Yan; Li, Xiaolong; Liu, Fangda; Shi, Yifan; Yam, Sheung Chi Phillip A Fourier-cosine method for finite-time ruin probabilities. (English) Zbl 1467.91144 Insur. Math. Econ. 99, 256-267 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{W. Y. Lee} et al., Insur. Math. Econ. 99, 256--267 (2021; Zbl 1467.91144) Full Text: DOI OpenURL
Cheng, Dongya; Yu, Changjun Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English) Zbl 07528859 Commun. Stat., Theory Methods 49, No. 7, 1742-1760 (2020). MSC: 62P05 62E10 62-XX PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 07528859) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. (English) Zbl 1457.91330 Methodol. Comput. Appl. Probab. 22, No. 4, 1493-1506 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J20 60J22 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1493--1506 (2020; Zbl 1457.91330) Full Text: DOI OpenURL
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. A ruin model with a resampled environment. (English) Zbl 1447.91131 Scand. Actuar. J. 2020, No. 4, 323-341 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2020, No. 4, 323--341 (2020; Zbl 1447.91131) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
Cheng, Fengyang A note on randomly weighted sums of dependent subexponential random variables. (English) Zbl 1439.60031 Chin. Ann. Math., Ser. B 41, No. 3, 441-450 (2020). MSC: 60F15 62P05 PDF BibTeX XML Cite \textit{F. Cheng}, Chin. Ann. Math., Ser. B 41, No. 3, 441--450 (2020; Zbl 1439.60031) Full Text: DOI OpenURL
Grandits, P. A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. (English) Zbl 1450.91033 Theory Probab. Appl. 64, No. 4, 646-655 (2020) and Teor. Veroyatn. Primen. 64, No. 4, 811-823 (2019). Reviewer: Claudio Fontana (Paris) MSC: 91G50 93E20 60J70 PDF BibTeX XML Cite \textit{P. Grandits}, Theory Probab. Appl. 64, No. 4, 646--655 (2020; Zbl 1450.91033) Full Text: DOI Link OpenURL
Kabanov, Yuri; Pergamenshchikov, Serguei Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process. (English) Zbl 1430.91031 Finance Stoch. 24, No. 1, 39-69 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 60J60 60G51 PDF BibTeX XML Cite \textit{Y. Kabanov} and \textit{S. Pergamenshchikov}, Finance Stoch. 24, No. 1, 39--69 (2020; Zbl 1430.91031) Full Text: DOI OpenURL
Blanchet, Jose; Murthy, Karthyek Quantifying distributional model risk via optimal transport. (English) Zbl 1434.60113 Math. Oper. Res. 44, No. 2, 565-600 (2019). MSC: 60G07 60F99 62P05 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{K. Murthy}, Math. Oper. Res. 44, No. 2, 565--600 (2019; Zbl 1434.60113) Full Text: DOI arXiv OpenURL
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 HAL OpenURL
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 OpenURL
Chen, Yu; Chen, Dan; Gao, Wenxue Extensions of Breiman’s theorem of product of dependent random variables with applications to ruin theory. (English) Zbl 1431.62065 Commun. Math. Stat. 7, No. 1, 1-23 (2019). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62E20 60G70 62H05 62P20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Commun. Math. Stat. 7, No. 1, 1--23 (2019; Zbl 1431.62065) Full Text: DOI OpenURL
Dong, Yinghua; Wang, Dingcheng Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. (English) Zbl 07446035 J. Inequal. Appl. 2018, Paper No. 319, 18 p. (2018). MSC: 62P05 60G50 26A12 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{D. Wang}, J. Inequal. Appl. 2018, Paper No. 319, 18 p. (2018; Zbl 07446035) Full Text: DOI OpenURL
Ma, Ni; Whitt, Ward A rare-event simulation algorithm for periodic single-server queues. (English) Zbl 1446.90063 INFORMS J. Comput. 30, No. 1, 71-89 (2018). MSC: 90B22 60K20 60J65 PDF BibTeX XML Cite \textit{N. Ma} and \textit{W. Whitt}, INFORMS J. Comput. 30, No. 1, 71--89 (2018; Zbl 1446.90063) Full Text: DOI Link OpenURL
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran A threshold-based risk process with a waiting period to pay dividends. (English) Zbl 1412.60064 J. Ind. Manag. Optim. 14, No. 3, 1179-1201 (2018). MSC: 60G50 60K05 91B30 62P05 PDF BibTeX XML Cite \textit{S. Drekic} et al., J. Ind. Manag. Optim. 14, No. 3, 1179--1201 (2018; Zbl 1412.60064) Full Text: DOI OpenURL
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 OpenURL
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Parisian ruin for the dual risk process in discrete-time. (English) Zbl 1416.91212 Eur. Actuar. J. 8, No. 1, 197-214 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Palmowski} et al., Eur. Actuar. J. 8, No. 1, 197--214 (2018; Zbl 1416.91212) Full Text: DOI arXiv OpenURL
Cheng, Fengyang; Cheng, Dongya Randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 1396.62021 Scand. Actuar. J. 2018, No. 3, 191-202 (2018). MSC: 62E20 91B30 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{D. Cheng}, Scand. Actuar. J. 2018, No. 3, 191--202 (2018; Zbl 1396.62021) Full Text: DOI OpenURL
Dong, Xuan Tran; Huy, Tuan Nguyen; Kirane, Mokhtar Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model. (English) Zbl 1415.91152 Math. Methods Appl. Sci. 41, No. 10, 3820-3831 (2018). MSC: 91B30 44A10 PDF BibTeX XML Cite \textit{X. T. Dong} et al., Math. Methods Appl. Sci. 41, No. 10, 3820--3831 (2018; Zbl 1415.91152) Full Text: DOI OpenURL
Buraczewski, D.; Damek, E.; Zienkiewicz, J. Pointwise estimates for first passage times of perpetuity sequences. (English) Zbl 1405.60036 Stochastic Processes Appl. 128, No. 9, 2923-2951 (2018). MSC: 60F10 60H25 60J10 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., Stochastic Processes Appl. 128, No. 9, 2923--2951 (2018; Zbl 1405.60036) Full Text: DOI arXiv OpenURL
Privault, Nicolas Understanding Markov chains. Examples and applications. 2nd edition. (English) Zbl 1458.60002 Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-13-0658-7/pbk; 978-981-13-0659-4/ebook). xvii, 372 p. (2018). MSC: 60-01 60J10 60G50 60J80 PDF BibTeX XML Cite \textit{N. Privault}, Understanding Markov chains. Examples and applications. 2nd edition. Singapore: Springer (2018; Zbl 1458.60002) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Banach contraction principle and ruin probabilities in regime-switching models. (English) Zbl 1402.91195 Insur. Math. Econ. 80, 45-53 (2018). MSC: 91B30 54H25 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Insur. Math. Econ. 80, 45--53 (2018; Zbl 1402.91195) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Deficit distributions at ruin in a regime-switching Sparre Andersen model. (English) Zbl 1398.91327 J. Appl. Anal. 24, No. 1, 99-107 (2018). MSC: 91B30 60J20 60K10 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, J. Appl. Anal. 24, No. 1, 99--107 (2018; Zbl 1398.91327) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin A generalization of Gerber’s inequality for ruin probabilities in risk-switching models. (English) Zbl 1415.91153 Stat. Probab. Lett. 129, 236-240 (2017). MSC: 91B30 60J20 60K10 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Stat. Probab. Lett. 129, 236--240 (2017; Zbl 1415.91153) Full Text: DOI OpenURL
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre Some comparison results for finite-time ruin probabilities in the classical risk model. (English) Zbl 1397.91289 Insur. Math. Econ. 77, 143-149 (2017). MSC: 91B30 60E05 60E15 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., Insur. Math. Econ. 77, 143--149 (2017; Zbl 1397.91289) Full Text: DOI Link OpenURL
Yazici, Mehmet Akif; Akar, Nail The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach. (English) Zbl 1371.60167 Ann. Oper. Res. 252, No. 1, 85-99 (2017). MSC: 60K25 90B22 91B30 68M20 PDF BibTeX XML Cite \textit{M. A. Yazici} and \textit{N. Akar}, Ann. Oper. Res. 252, No. 1, 85--99 (2017; Zbl 1371.60167) Full Text: DOI Link OpenURL
Ramsden, Lewis; Papaioannou, Apostolos D. Asymptotic results for a Markov-modulated risk process with stochastic investment. (English) Zbl 1410.91285 J. Comput. Appl. Math. 313, 38-53 (2017). MSC: 91B30 60J20 60K10 PDF BibTeX XML Cite \textit{L. Ramsden} and \textit{A. D. Papaioannou}, J. Comput. Appl. Math. 313, 38--53 (2017; Zbl 1410.91285) Full Text: DOI OpenURL
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 Link OpenURL
Joshi, Mark S.; Zhu, Dan The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital. (English) Zbl 1390.91191 ASTIN Bull. 46, No. 2, 431-467 (2016). MSC: 91B30 62P05 91G60 PDF BibTeX XML Cite \textit{M. S. Joshi} and \textit{D. Zhu}, ASTIN Bull. 46, No. 2, 431--467 (2016; Zbl 1390.91191) Full Text: DOI OpenURL
Buraczewski, Dariusz; Collamore, Jeffrey F.; Damek, Ewa; Zienkiewicz, Jacek Large deviation estimates for exceedance times of perpetuity sequences and their dual processes. (English) Zbl 1362.60023 Ann. Probab. 44, No. 6, 3688-3739 (2016). Reviewer: Thorsten Dickhaus (Berlin) MSC: 60F10 60H25 60K05 60J10 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., Ann. Probab. 44, No. 6, 3688--3739 (2016; Zbl 1362.60023) Full Text: DOI arXiv OpenURL
Belkina, T.; Kabanov, Yu. Viscosity solutions of integro-differential equations for nonruin probabilities. (English. Russian original) Zbl 1415.91150 Theory Probab. Appl. 60, No. 4, 671-679 (2016); translation from Teor. Veroyatn. Primen. 60, No. 4, 802-810 (2015). MSC: 91B30 45K05 60G51 49L25 PDF BibTeX XML Cite \textit{T. Belkina} and \textit{Yu. Kabanov}, Theory Probab. Appl. 60, No. 4, 671--679 (2016; Zbl 1415.91150); translation from Teor. Veroyatn. Primen. 60, No. 4, 802--810 (2015) Full Text: DOI OpenURL
Mikosch, Thomas; Wintenberger, Olivier A large deviations approach to limit theory for heavy-tailed time series. (English) Zbl 1350.60024 Probab. Theory Relat. Fields 166, No. 1-2, 233-269 (2016). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 60F10 60F05 60G50 60G70 60G55 62M10 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 166, No. 1--2, 233--269 (2016; Zbl 1350.60024) Full Text: DOI arXiv OpenURL
Mishura, Yuliya; Ragulina, Olena Ruin probabilities. Smoothness, bounds, supermartingale approach. (English) Zbl 1422.91023 Amsterdam: Elsevier; London: ISTE Press (ISBN 978-1-78548-218-2/hbk). xv, 260 p. (2016). MSC: 91-02 91B30 60G48 60H30 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{O. Ragulina}, Ruin probabilities. Smoothness, bounds, supermartingale approach. Amsterdam: Elsevier; London: ISTE Press (2016; Zbl 1422.91023) OpenURL
Maulik, Krishanu; Podder, Moumanti Ruin probabilities under Sarmanov dependence structure. (English) Zbl 1397.60088 Stat. Probab. Lett. 117, 173-182 (2016). MSC: 60G70 60E05 91B30 PDF BibTeX XML Cite \textit{K. Maulik} and \textit{M. Podder}, Stat. Probab. Lett. 117, 173--182 (2016; Zbl 1397.60088) Full Text: DOI arXiv OpenURL
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 OpenURL
Bhattacharya, Rabi; Majumdar, Mukul Ruin probabilities in models of resource management and insurance: a synthesis. (English) Zbl 1398.91311 Int. J. Econ. Theory 11, No. 1, 59-74 (2015). MSC: 91B30 91B76 60J20 60K10 PDF BibTeX XML Cite \textit{R. Bhattacharya} and \textit{M. Majumdar}, Int. J. Econ. Theory 11, No. 1, 59--74 (2015; Zbl 1398.91311) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Li, Jinzhu; Tang, Qihe Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. (English) Zbl 1336.91048 Bernoulli 21, No. 3, 1800-1823 (2015). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 PDF BibTeX XML Cite \textit{J. Li} and \textit{Q. Tang}, Bernoulli 21, No. 3, 1800--1823 (2015; Zbl 1336.91048) Full Text: DOI arXiv Euclid OpenURL
Chau, K. W.; Yam, S. C. P.; Yang, H. Fourier-cosine method for ruin probabilities. (English) Zbl 1305.91163 J. Comput. Appl. Math. 281, 94-106 (2015). MSC: 91B30 42A10 60E10 62P05 91G20 PDF BibTeX XML Cite \textit{K. W. Chau} et al., J. Comput. Appl. Math. 281, 94--106 (2015; Zbl 1305.91163) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. X. Tran}, J. Comput. Appl. Math. 278, 130--137 (2015; Zbl 1301.91020) Full Text: DOI OpenURL
Murthy, Karthyek R. A.; Juneja, Sandeep; Blanchet, Jose State-independent importance sampling for random walks with regularly varying increments. (English) Zbl 1319.60094 Stoch. Syst. 4, No. 2, 321-374 (2014). MSC: 60G50 60J05 60F10 68W40 60J20 60K25 91B30 PDF BibTeX XML Cite \textit{K. R. A. Murthy} et al., Stoch. Syst. 4, No. 2, 321--374 (2014; Zbl 1319.60094) Full Text: DOI arXiv Euclid OpenURL
Lin, Jianxi Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory. (English) Zbl 1328.62087 Extremes 17, No. 2, 247-262 (2014). MSC: 62E20 91B30 60G50 PDF BibTeX XML Cite \textit{J. Lin}, Extremes 17, No. 2, 247--262 (2014; Zbl 1328.62087) Full Text: DOI OpenURL
Chen, Yu; Yang, Yingying Ruin probabilities with insurance and financial risks having an FGM dependence structure. (English) Zbl 1388.62306 Sci. China, Math. 57, No. 5, 1071-1082 (2014). MSC: 62P05 62E20 60G70 91B30 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Yang}, Sci. China, Math. 57, No. 5, 1071--1082 (2014; Zbl 1388.62306) Full Text: DOI OpenURL
Xu, Tianming; Wu, Qingtai Asymptotic ruin probabilities of a risk model with double investment strategies. (Chinese. English summary) Zbl 1313.91089 J. Shandong Univ., Nat. Sci. 49, No. 1, 92-96 (2014). MSC: 91B30 62P05 60H30 PDF BibTeX XML Cite \textit{T. Xu} and \textit{Q. Wu}, J. Shandong Univ., Nat. Sci. 49, No. 1, 92--96 (2014; Zbl 1313.91089) Full Text: DOI OpenURL
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 OpenURL
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale Finite time ruin probabilities for tempered stable insurance risk processes. (English) Zbl 1304.91106 Insur. Math. Econ. 53, No. 2, 478-489 (2013). MSC: 91B30 60G51 60G52 60G15 PDF BibTeX XML Cite \textit{P. S. Griffin} et al., Insur. Math. Econ. 53, No. 2, 478--489 (2013; Zbl 1304.91106) Full Text: DOI arXiv OpenURL
Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. Dividend problems in the dual risk model. (English) Zbl 1290.91073 Insur. Math. Econ. 53, No. 3, 906-918 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{L. B. Afonso} et al., Insur. Math. Econ. 53, No. 3, 906--918 (2013; Zbl 1290.91073) Full Text: DOI OpenURL
Zhu, Lingjiong Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. (English) Zbl 1290.91107 Insur. Math. Econ. 53, No. 3, 544-550 (2013). MSC: 91B30 60G55 60F10 PDF BibTeX XML Cite \textit{L. Zhu}, Insur. Math. Econ. 53, No. 3, 544--550 (2013; Zbl 1290.91107) Full Text: DOI arXiv OpenURL
Qu, Zhihui; Chen, Yu Approximations of the tail probability of the product of dependent extremal random variables and applications. (English) Zbl 1284.60105 Insur. Math. Econ. 53, No. 1, 169-178 (2013). MSC: 60G70 62H05 62E17 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Qu} and \textit{Y. Chen}, Insur. Math. Econ. 53, No. 1, 169--178 (2013; Zbl 1284.60105) Full Text: DOI OpenURL
Chen, Yu; Qian, Yinxiao; Huang, Yin Asymptotic ruin probabilities for proportional investment under interest force with regularly-varying-tailed and independent claims. (Chinese. English summary) Zbl 1299.91055 J. Univ. Sci. Technol. China 43, No. 6, 431-437 (2013). MSC: 91B30 60K05 60H30 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Univ. Sci. Technol. China 43, No. 6, 431--437 (2013; Zbl 1299.91055) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Sharp approximations of ruin probabilities in the discrete time models. (English) Zbl 1291.91107 Scand. Actuar. J. 2013, No. 5, 352-382 (2013). Reviewer: Tomáš Cipra (Praha) MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Scand. Actuar. J. 2013, No. 5, 352--382 (2013; Zbl 1291.91107) Full Text: DOI OpenURL
Lu, Yingdong Finite horizon ruin probabilities for random walks with heavy tailed increments. (English) Zbl 1276.60055 Probab. Eng. Inf. Sci. 27, No. 2, 237-246 (2013). MSC: 60G50 91B30 PDF BibTeX XML Cite \textit{Y. Lu}, Probab. Eng. Inf. Sci. 27, No. 2, 237--246 (2013; Zbl 1276.60055) Full Text: DOI OpenURL
Privault, Nicolas Understanding Markov chains. Examples and applications. (English) Zbl 1305.60003 Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-4451-50-5/pbk; 978-981-4451-51-2/ebook). ix, 354 p. (2013). Reviewer: Michael Högele (Berlin) MSC: 60-01 60J10 60J27 60J80 60K10 PDF BibTeX XML Cite \textit{N. Privault}, Understanding Markov chains. Examples and applications. Singapore: Springer (2013; Zbl 1305.60003) Full Text: DOI OpenURL
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 OpenURL
Yu, Yibin The ruin probabilities for the two-dimensional risk model based on copula dependence. (Chinese. English summary) Zbl 07449078 Sci. Sin., Math. 42, No. 6, 579-591 (2012). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Y. Yu}, Sci. Sin., Math. 42, No. 6, 579--591 (2012; Zbl 07449078) Full Text: DOI OpenURL
Chen, Yu; Huang, Yin; Zhang, Weiping Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims. (English) Zbl 1296.91147 J. Korean Stat. Soc. 41, No. 1, 87-95 (2012). MSC: 91B30 60K10 60G70 62E20 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Korean Stat. Soc. 41, No. 1, 87--95 (2012; Zbl 1296.91147) Full Text: DOI OpenURL
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 OpenURL
Wan, Chenggao Local ruin probabilities in the multi-delayed compound renewal risk model. (Chinese. English summary) Zbl 1265.91097 J. Hubei Univ., Nat. Sci. 34, No. 1, 14-20 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Wan}, J. Hubei Univ., Nat. Sci. 34, No. 1, 14--20 (2012; Zbl 1265.91097) OpenURL
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 OpenURL
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 OpenURL
Regazzini, Eugenio; Spizzichino, Fabio Bruno de Finetti’s encounter with martingales. (English) Zbl 1344.60009 J. Électron. Hist. Probab. Stat. 7, No. 1, Article 2, 20 p. (2011). MSC: 60-03 60G40 60G42 91B16 91B30 01A70 PDF BibTeX XML Cite \textit{E. Regazzini} and \textit{F. Spizzichino}, J. Électron. Hist. Probab. Stat. 7, No. 1, Article 2, 20 p. (2011; Zbl 1344.60009) Full Text: EMIS Link OpenURL
Hult, Henrik; Lindskog, Filip Ruin probabilities under general investments and heavy-tailed claims. (English) Zbl 1303.91091 Finance Stoch. 15, No. 2, 243-265 (2011). MSC: 91B30 60F10 60G48 60G70 60H20 60H30 PDF BibTeX XML Cite \textit{H. Hult} and \textit{F. Lindskog}, Finance Stoch. 15, No. 2, 243--265 (2011; Zbl 1303.91091) Full Text: DOI arXiv OpenURL
Aïssani, D.; Benouaret, Z. Risk models and queueing systems: the strong stability method. (Modèles de Risque et Files d’Attente: La méthode de stabilité forte.) (French. English summary) Zbl 1241.90026 Afr. Stat. 5, 201-218 (2010). MSC: 90B22 91B30 60K25 PDF BibTeX XML Cite \textit{D. Aïssani} and \textit{Z. Benouaret}, Afr. Stat. 5, 201--218 (2010; Zbl 1241.90026) Full Text: Link OpenURL
Hipp, Christian; Taksar, Michael Optimal non-proportional reinsurance control. (English) Zbl 1231.91199 Insur. Math. Econ. 47, No. 2, 246-254 (2010). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. Hipp} and \textit{M. Taksar}, Insur. Math. Econ. 47, No. 2, 246--254 (2010; Zbl 1231.91199) Full Text: DOI OpenURL
Benouaret, Zina; Aïssani, Djamil Strong stability in a two-dimensional classical risk model with independent claims. (English) Zbl 1224.91044 Scand. Actuar. J. 2010, No. 2, 83-92 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Benouaret} and \textit{D. Aïssani}, Scand. Actuar. J. 2010, No. 2, 83--92 (2010; Zbl 1224.91044) Full Text: DOI OpenURL
Cheng, Xianmin; Wang, Ying Ruin probability estimates in the Pascal model with Markov-modulated premium rate under random interest. (Chinese. English summary) Zbl 1224.91051 Acta Math. Appl. Sin. 33, No. 2, 214-221 (2010). MSC: 91B30 91G80 62P05 91G30 PDF BibTeX XML Cite \textit{X. Cheng} and \textit{Y. Wang}, Acta Math. Appl. Sin. 33, No. 2, 214--221 (2010; Zbl 1224.91051) OpenURL
Stabile, Gabriele; Torrisi, Giovanni Luca Risk processes with non-stationary Hawkes claims arrivals. (English) Zbl 1231.91239 Methodol. Comput. Appl. Probab. 12, No. 3, 415-429 (2010). MSC: 91B30 60G55 65C05 60K10 PDF BibTeX XML Cite \textit{G. Stabile} and \textit{G. L. Torrisi}, Methodol. Comput. Appl. Probab. 12, No. 3, 415--429 (2010; Zbl 1231.91239) Full Text: DOI OpenURL
Ng, Andrew C. Y. On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains. (English) Zbl 1230.91081 Astin Bull. 40, No. 1, 281-306 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{A. C. Y. Ng}, ASTIN Bull. 40, No. 1, 281--306 (2010; Zbl 1230.91081) Full Text: DOI OpenURL
Asmussen, Søren; Albrecher, Hansjörg Ruin probabilities. 2nd ed. (English) Zbl 1247.91080 Advanced Series on Statistical Science & Applied Probability 14. Hackensack, NJ: World Scientific (ISBN 978-981-4282-52-9/hbk; 978-981-4282-53-6/ebook). xvii, 602 p. (2010). Reviewer: Uwe Küchler (Berlin) MSC: 91B30 60-02 60J75 60K05 60K15 60G44 60G50 60J60 60F10 60K37 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{H. Albrecher}, Ruin probabilities. 2nd ed. Hackensack, NJ: World Scientific (2010; Zbl 1247.91080) Full Text: Link OpenURL
Denis, Laurent; Fernández, Begoña; Meda, Ana Estimation of value at risk and ruin probability for diffusion processes with jumps. (English) Zbl 1168.91462 Math. Finance 19, No. 2, 281-302 (2009). MSC: 91B70 PDF BibTeX XML Cite \textit{L. Denis} et al., Math. Finance 19, No. 2, 281--302 (2009; Zbl 1168.91462) Full Text: DOI OpenURL
Collamore, Jeffrey F. Random recurrence equations and ruin in a Markov-dependent stochastic economic environment. (English) Zbl 1176.60018 Ann. Appl. Probab. 19, No. 4, 1404-1458 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F10 60F17 60J10 60G70 PDF BibTeX XML Cite \textit{J. F. Collamore}, Ann. Appl. Probab. 19, No. 4, 1404--1458 (2009; Zbl 1176.60018) Full Text: DOI arXiv OpenURL
Li, Shuanming; Lu, Yi The distribution of total dividend payments in a Sparre Andersen model. (English) Zbl 1160.62359 Stat. Probab. Lett. 79, No. 9, 1246-1251 (2009). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Stat. Probab. Lett. 79, No. 9, 1246--1251 (2009; Zbl 1160.62359) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Upper bound for ruin probabilities under optimal investment and proportional reinsurance. (English) Zbl 1199.91088 Appl. Stoch. Models Bus. Ind. 24, No. 2, 109-128 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J28 60J70 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, Appl. Stoch. Models Bus. Ind. 24, No. 2, 109--128 (2008; Zbl 1199.91088) Full Text: DOI OpenURL
Mnatsakanov, R.; Ruymgaart, L. L.; Ruymgaart, F. H. Nonparametric estimation of ruin probabilities given a random sample of claims. (English) Zbl 1282.62080 Math. Methods Stat. 17, No. 1, 35-43 (2008). MSC: 62G05 91B30 PDF BibTeX XML Cite \textit{R. Mnatsakanov} et al., Math. Methods Stat. 17, No. 1, 35--43 (2008; Zbl 1282.62080) Full Text: DOI OpenURL
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDF BibTeX XML Cite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. Adaptive control strategies and dependence of finite time ruin on the premium loading. (English) Zbl 1141.91534 Insur. Math. Econ. 42, No. 1, 81-94 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 42, No. 1, 81--94 (2008; Zbl 1141.91534) Full Text: DOI Link OpenURL
Vernic, Raluca On the asymptotic ruin probability with some specific stochastic discount factors. (English) Zbl 1199.62057 Rev. Roum. Math. Pures Appl. 52, No. 4, 479-495 (2007). Reviewer: Ana-Maria Acu (Sibiu) MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{R. Vernic}, Rev. Roum. Math. Pures Appl. 52, No. 4, 479--495 (2007; Zbl 1199.62057) OpenURL
Sun, Shuwang; Chen, Li Some results for ruin probabilities of \(n\)-company stop loss—proportional mixed reinsurance. (Chinese. English summary) Zbl 1174.91507 J. Guizhou Norm. Univ., Nat. Sci. 25, No. 2, 53-56 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Sun} and \textit{L. Chen}, J. Guizhou Norm. Univ., Nat. Sci. 25, No. 2, 53--56 (2007; Zbl 1174.91507) OpenURL
Ganesh, A.; Macci, C.; Torrisi, G. L. A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling. (English) Zbl 1178.60061 Queueing Syst. 55, No. 2, 83-94 (2007). MSC: 60K10 60F10 60K05 91B30 PDF BibTeX XML Cite \textit{A. Ganesh} et al., Queueing Syst. 55, No. 2, 83--94 (2007; Zbl 1178.60061) Full Text: DOI OpenURL
Enăchescu, Denis; Vernic, Raluca Approximating the distribution of a randomly weighted sum of random variables using kernel and neural network methods. (English) Zbl 1150.62446 Math. Rep., Bucur. 8(58), No. 1, 37-47 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 62P05 62M45 62G07 65C60 90B30 PDF BibTeX XML Cite \textit{D. Enăchescu} and \textit{R. Vernic}, Math. Rep., Buchar. 8(58), No. 1, 37--47 (2006; Zbl 1150.62446) OpenURL
Albrecher, Hansjörg; Asmussen, Søren Ruin probabilities and aggregate claims distributions for shot noise Cox processes. (English) Zbl 1129.91022 Scand. Actuar. J. 2006, No. 2, 86-110 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Asmussen}, Scand. Actuar. J. 2006, No. 2, 86--110 (2006; Zbl 1129.91022) Full Text: DOI OpenURL
Cheng, Yebin; Tang, Qihe Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model. (English) Zbl 1108.62107 Southeast Asian Bull. Math. 30, No. 3, 427-437 (2006). MSC: 62P05 62G32 91B30 62E20 PDF BibTeX XML Cite \textit{Y. Cheng} and \textit{Q. Tang}, Southeast Asian Bull. Math. 30, No. 3, 427--437 (2006; Zbl 1108.62107) OpenURL
Baldi, Paolo; Pacchiarotti, Barbara Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion. (English) Zbl 1125.62085 Bernoulli 12, No. 4, 663-688 (2006). MSC: 62M05 65C60 60F10 62M09 46N30 PDF BibTeX XML Cite \textit{P. Baldi} and \textit{B. Pacchiarotti}, Bernoulli 12, No. 4, 663--688 (2006; Zbl 1125.62085) Full Text: DOI OpenURL
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 OpenURL
Macci, Claudio Large deviations for risk models in which each main claim induces a delayed claim. (English) Zbl 1097.60009 Stochastics 78, No. 2, 77-89 (2006). MSC: 60F10 91B30 PDF BibTeX XML Cite \textit{C. Macci}, Stochastics 78, No. 2, 77--89 (2006; Zbl 1097.60009) Full Text: DOI Link OpenURL
Tang, Qihe Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. (English) Zbl 1144.91030 Scand. Actuar. J. 2005, No. 1, 1-5 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 60G50 62E20 PDF BibTeX XML Cite \textit{Q. Tang}, Scand. Actuar. J. 2005, No. 1, 1--5 (2005; Zbl 1144.91030) Full Text: DOI Link OpenURL
Wang, Dingcheng; Su, Chun; Zeng, Yong Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory. (English) Zbl 1112.62123 Sci. China, Ser. A 48, No. 10, 1379-1394 (2005). MSC: 62P05 91B30 62G32 62G05 PDF BibTeX XML Cite \textit{D. Wang} et al., Sci. China, Ser. A 48, No. 10, 1379--1394 (2005; Zbl 1112.62123) Full Text: DOI OpenURL
Garcia, Jorge M. A. Explicit solutions for survival probabilities in the classical risk model. (English) Zbl 1101.62100 Astin Bull. 35, No. 1, 113-130 (2005). MSC: 62P05 91B30 60J99 PDF BibTeX XML Cite \textit{J. M. A. Garcia}, ASTIN Bull. 35, No. 1, 113--130 (2005; Zbl 1101.62100) Full Text: DOI OpenURL
Pellerey, Franco; Zucca, Cristina Stochastic bounds for the Sparre Andersen process. (English) Zbl 1092.60035 Methodol. Comput. Appl. Probab. 7, No. 2, 225-247 (2005). Reviewer: Janos Galambos (Philadelphia) MSC: 60K10 60E15 PDF BibTeX XML Cite \textit{F. Pellerey} and \textit{C. Zucca}, Methodol. Comput. Appl. Probab. 7, No. 2, 225--247 (2005; Zbl 1092.60035) Full Text: DOI OpenURL
Dieker, A. B. Reduced-load equivalence for queues with Gaussian input. (English) Zbl 1080.90027 Queueing Syst. 49, No. 3-4, 405-414 (2005). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{A. B. Dieker}, Queueing Syst. 49, No. 3--4, 405--414 (2005; Zbl 1080.90027) Full Text: DOI Link OpenURL