Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60Jxx 60Hxx 60Gxx PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. On capital allocation for a risk measure derived from ruin theory. (English) Zbl 07525953 Insur. Math. Econ. 104, 76-98 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Insur. Math. Econ. 104, 76--98 (2022; Zbl 07525953) Full Text: DOI OpenURL
Jiang, Zhengjun Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English) Zbl 07518395 Scand. Actuar. J. 2022, No. 3, 234-243 (2022). MSC: 91B30 91G05 60K37 60J70 PDF BibTeX XML Cite \textit{Z. Jiang}, Scand. Actuar. J. 2022, No. 3, 234--243 (2022; Zbl 07518395) 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
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 07502777 Extremes 25, No. 1, 1-23 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 07502777) Full Text: DOI OpenURL
Ji, Lanpeng; Peng, Xiaofan Extrema of multi-dimensional Gaussian processes over random intervals. (English) Zbl 07501651 J. Appl. Probab. 59, No. 1, 81-104 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Ji} and \textit{X. Peng}, J. Appl. Probab. 59, No. 1, 81--104 (2022; Zbl 07501651) Full Text: DOI OpenURL
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 07479579 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K15 60G40 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Trans. Am. Math. Soc. 375, No. 3, 1629--1652 (2022; Zbl 07479579) Full Text: DOI arXiv OpenURL
Lorek, Paweł; Markowski, Piotr Absorption time and absorption probabilities for a family of multidimensional gambler models. (English) Zbl 07470633 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125-150 (2022). MSC: 91A60 60J20 60G40 60J85 PDF BibTeX XML Cite \textit{P. Lorek} and \textit{P. Markowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125--150 (2022; Zbl 07470633) Full Text: arXiv Link OpenURL
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDF BibTeX XML Cite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI OpenURL
Guo, Fenglong Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English) Zbl 07427459 Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{F. Guo}, Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022; Zbl 07427459) Full Text: DOI OpenURL
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 07483114 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDF BibTeX XML Cite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 07483114) Full Text: DOI OpenURL
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad Finite-time ruin probability for correlated Brownian motions. (English) Zbl 07483112 Scand. Actuar. J. 2021, No. 10, 890-915 (2021). MSC: 60G15 60J65 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2021, No. 10, 890--915 (2021; Zbl 07483112) Full Text: DOI arXiv OpenURL
Asmussen, Søren; Constantinescu, Corina; Thøgersen, Julie On the risk of credibility premium rules. (English) Zbl 07483111 Scand. Actuar. J. 2021, No. 10, 866-889 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{S. Asmussen} et al., Scand. Actuar. J. 2021, No. 10, 866--889 (2021; Zbl 07483111) Full Text: DOI OpenURL
Gordienko, E.; De Chávez, J. Ruiz; Vázquez-Ortega, P. Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes. (English) Zbl 1483.91196 Appl. Math. 48, No. 1, 79-88 (2021). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Appl. Math. 48, No. 1, 79--88 (2021; Zbl 1483.91196) Full Text: DOI OpenURL
Yang, Yang; Wang, Xinzhi; Zhang, Zhimin Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims. (English) Zbl 07473956 Nonlinear Anal., Model. Control 26, No. 5, 801-820 (2021). MSC: 60Gxx 62Pxx 91Bxx PDF BibTeX XML Cite \textit{Y. Yang} et al., Nonlinear Anal., Model. Control 26, No. 5, 801--820 (2021; Zbl 07473956) Full Text: DOI OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 07473154 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 07473154) 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
Behme, Anita; Strietzel, Philipp Lukas A \(2\times 2\) random switching model and its dual risk model. (English) Zbl 1483.90043 Queueing Syst. 99, No. 1-2, 27-64 (2021). MSC: 90B22 60K30 60K10 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, Queueing Syst. 99, No. 1--2, 27--64 (2021; Zbl 1483.90043) Full Text: DOI arXiv OpenURL
Albrecher, Hansjörg; Bladt, Martin; Vatamidou, Eleni Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails. (English) Zbl 1477.91013 Methodol. Comput. Appl. Probab. 23, No. 4, 1237-1255 (2021). MSC: 91B05 60K10 91-10 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1237--1255 (2021; Zbl 1477.91013) Full Text: DOI arXiv OpenURL
Chen, Long; Wang, Xiulian Minimization of absolute ruin probability in a class of diffusion model. (Chinese. English summary) Zbl 07448662 J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 3, 11-16 (2021). MSC: 91G05 60J60 PDF BibTeX XML Cite \textit{L. Chen} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 3, 11--16 (2021; Zbl 07448662) Full Text: DOI OpenURL
Ahmadian, Davood; Ballestra, Luca Vincenzo The finite element method: a high-performing approach for computing the probability of ruin and solving other ruin-related problems. (English) Zbl 1478.91187 Math. Methods Appl. Sci. 44, No. 17, 12640-12653 (2021). MSC: 91G60 65N30 91B05 PDF BibTeX XML Cite \textit{D. Ahmadian} and \textit{L. V. Ballestra}, Math. Methods Appl. Sci. 44, No. 17, 12640--12653 (2021; Zbl 1478.91187) Full Text: DOI OpenURL
Cheung, Eric C. K.; Zhang, Zhimin Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. (English) Zbl 1479.91315 Scand. Actuar. J. 2021, No. 9, 804-831 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2021, No. 9, 804--831 (2021; Zbl 1479.91315) Full Text: DOI OpenURL
Kim, Bara; Kim, Jeongsim; Kim, Jerim De Vylder and Goovaerts’ conjecture on homogeneous risk models with equalized claim amounts. (English) Zbl 1475.91308 Insur. Math. Econ. 101, 186-201 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{B. Kim} et al., Insur. Math. Econ. 101, 186--201 (2021; Zbl 1475.91308) Full Text: DOI OpenURL
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1473.62351 Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021; Zbl 1473.62351) Full Text: DOI OpenURL
Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, Methodol. Comput. Appl. Probab. 23, No. 3, 893--923 (2021; Zbl 1480.91220) Full Text: DOI OpenURL
Martín-González, Ehyter Matías; Kolkovska, Ekaterina Todorova; Murillo-Salas, Antonio Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk. (English) Zbl 1474.62035 Methodol. Comput. Appl. Probab. 23, No. 3, 753-766 (2021). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{E. M. Martín-González} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 753--766 (2021; Zbl 1474.62035) Full Text: DOI 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
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. (English) Zbl 1476.91134 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847-857 (2021). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen; Yuan, Yu Minimizing the probability of absolute ruin under ambiguity aversion. (English) Zbl 1476.62223 Appl. Math. Optim. 84, No. 3, 2495-2525 (2021). MSC: 62P05 62G35 60J70 90C39 91B05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Appl. Math. Optim. 84, No. 3, 2495--2525 (2021; Zbl 1476.62223) Full Text: DOI OpenURL
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. (English) Zbl 1475.62249 Japan J. Ind. Appl. Math. 38, No. 3, 947-963 (2021). MSC: 62P05 62E10 62E20 62G32 60G70 91G40 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI OpenURL
Cao, Qi; Wang, Xiulian Minimization of ruin probability under excess-claim reinsurance and investment. (Chinese. English summary) Zbl 07404275 J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15-18 (2021). MSC: 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Q. Cao} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15--18 (2021; Zbl 07404275) Full Text: DOI OpenURL
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDF BibTeX XML Cite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv OpenURL
Bhattacharya, Rabi; Waymire, Edward C. Random walk, Brownian motion, and martingales. (English) Zbl 07384441 Graduate Texts in Mathematics 292. Cham: Springer (ISBN 978-3-030-78937-4/hbk; 978-3-030-78939-8/ebook). xv, 396 p. (2021). Reviewer: Andrew Wade (Durham) MSC: 60-01 60Gxx PDF BibTeX XML Cite \textit{R. Bhattacharya} and \textit{E. C. Waymire}, Random walk, Brownian motion, and martingales. Cham: Springer (2021; Zbl 07384441) Full Text: DOI OpenURL
Esquível, M. L.; Mota, P. P.; Pina, J. P. On a stochastic model for a cooperative banking scheme for microcredit. (English) Zbl 1470.91304 Theory Probab. Appl. 66, No. 2, 326-335 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 402-414 (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{M. L. Esquível} et al., Theory Probab. Appl. 66, No. 2, 326--335 (2021; Zbl 1470.91304) Full Text: DOI OpenURL
Jasnovidov, Grigori Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid. (English) Zbl 1475.60071 Lith. Math. J. 61, No. 2, 246-260 (2021). MSC: 60G15 60G22 60G70 91G05 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Lith. Math. J. 61, No. 2, 246--260 (2021; Zbl 1475.60071) Full Text: DOI arXiv OpenURL
Cai, Chunhao; Xiao, Weilin Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. (English) Zbl 07367836 J. Integral Equations Appl. 33, No. 1, 1-17 (2021). MSC: 65C30 35R09 45K05 60G15 60G44 60G22 PDF BibTeX XML Cite \textit{C. Cai} and \textit{W. Xiao}, J. Integral Equations Appl. 33, No. 1, 1--17 (2021; Zbl 07367836) Full Text: DOI arXiv OpenURL
Zhang, Aili; Liu, Shuang; Yang, Yang Asymptotics for ultimate ruin probability in a by-claim risk model. (English) Zbl 1466.91274 Nonlinear Anal., Model. Control 26, No. 2, 259-270 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Zhang} et al., Nonlinear Anal., Model. Control 26, No. 2, 259--270 (2021; Zbl 1466.91274) Full Text: DOI OpenURL
Liu, Bing; Zhou, Ming Robust portfolio selection for individuals: minimizing the probability of lifetime ruin. (English) Zbl 1474.91178 J. Ind. Manag. Optim. 17, No. 2, 937-952 (2021). MSC: 91G10 91B42 PDF BibTeX XML Cite \textit{B. Liu} and \textit{M. Zhou}, J. Ind. Manag. Optim. 17, No. 2, 937--952 (2021; Zbl 1474.91178) Full Text: DOI OpenURL
Lotov, V. I.; Khodjibayev, V. R. Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original) Zbl 1470.60124 Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021). MSC: 60G50 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov} and \textit{V. R. Khodjibayev}, Sib. Math. J. 62, No. 3, 455--461 (2021; Zbl 1470.60124); translation from Sib. Mat. Zh. 62, No. 3, 567--575 (2021) Full Text: DOI OpenURL
Muromskaya, A. A. On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original) Zbl 1461.91256 J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, J. Math. Sci., New York 254, No. 4, 574--581 (2021; Zbl 1461.91256); translation from Fundam. Prikl. Mat. 22, No. 3, 179--189 (2018) Full Text: DOI OpenURL
Kobelkov, S. G. Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets. (English. Russian original) Zbl 1465.60030 J. Math. Sci., New York 254, No. 4, 504-509 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 83-90 (2018). MSC: 60G15 60G10 60G70 PDF BibTeX XML Cite \textit{S. G. Kobelkov}, J. Math. Sci., New York 254, No. 4, 504--509 (2021; Zbl 1465.60030); translation from Fundam. Prikl. Mat. 22, No. 3, 83--90 (2018) Full Text: DOI OpenURL
Gao, Qingwu; Liu, Xijun Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory. (English) Zbl 07514848 J. Korean Stat. Soc. 49, No. 2, 596-624 (2020). MSC: 62E20 60G70 62P05 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Liu}, J. Korean Stat. Soc. 49, No. 2, 596--624 (2020; Zbl 07514848) Full Text: DOI OpenURL
Yan, Ming; Yang, Hongtao; Zhang, Lei; Zhang, Shuhua Optimal investment-reinsurance policy with regime switching and value-at-risk constraint. (English) Zbl 1476.91135 J. Ind. Manag. Optim. 16, No. 5, 2195-2211 (2020). MSC: 91G05 93E20 91G60 PDF BibTeX XML Cite \textit{M. Yan} et al., J. Ind. Manag. Optim. 16, No. 5, 2195--2211 (2020; Zbl 1476.91135) Full Text: DOI OpenURL
Michna, Zbigniew Ruin probabilities for two collaborating insurance companies. (English) Zbl 1473.60077 Probab. Math. Stat. 40, No. 2, 369-386 (2020). MSC: 60G51 60G70 91G20 PDF BibTeX XML Cite \textit{Z. Michna}, Probab. Math. Stat. 40, No. 2, 369--386 (2020; Zbl 1473.60077) Full Text: DOI arXiv OpenURL
Niu, Yinju; Ma, Chongwu The ruin probability of the risk model with claim numbers in Poisson negative binomial distribution. (Chinese. English summary) Zbl 1474.62369 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530-533 (2020). MSC: 62P05 91G05 60G44 PDF BibTeX XML Cite \textit{Y. Niu} and \textit{C. Ma}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530--533 (2020; Zbl 1474.62369) Full Text: DOI OpenURL
Muromskaya, A. A. Ruin probability in models with stochastic premiums. (English. Russian original) Zbl 1468.91127 Mosc. Univ. Math. Bull. 75, No. 4, 177-180 (2020); translation from Vestn. Mosk. Univ., Ser. I 75, No. 4, 57-61 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, Mosc. Univ. Math. Bull. 75, No. 4, 177--180 (2020; Zbl 1468.91127); translation from Vestn. Mosk. Univ., Ser. I 75, No. 4, 57--61 (2020) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{A. Behme} et al., Stoch. Models 36, No. 4, 548--573 (2020; Zbl 1468.60058) Full Text: DOI arXiv OpenURL
Yu, Li; Zhan, Xiaolin; Wang, Jingfang Ruin problems for the discrete time insurance risk model with discount rate and multiple types of insurance. (Chinese. English summary) Zbl 1474.62376 J. Math., Wuhan Univ. 40, No. 6, 737-745 (2020). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{L. Yu} et al., J. Math., Wuhan Univ. 40, No. 6, 737--745 (2020; Zbl 1474.62376) Full Text: DOI OpenURL
Li, Wenhao; Wang, Bolong; Shen, Tianxiang; Zhu, Ronghua; Wang, Dehui Research on ruin probability of risk model based on AR (1) time series. (English) Zbl 1474.91032 Commun. Math. Res. 36, No. 4, 390-402 (2020). MSC: 91B05 62M10 PDF BibTeX XML Cite \textit{W. Li} et al., Commun. Math. Res. 36, No. 4, 390--402 (2020; Zbl 1474.91032) Full Text: DOI arXiv OpenURL
Cheng, Dongya; Yang, Yang; Wang, Xinzhi Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims. (English) Zbl 1460.62198 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). MSC: 62P20 60K10 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 1460.62198) Full Text: DOI OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv OpenURL
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 1461.91257 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 7, No. 3, 245--265 (2020; Zbl 1461.91257) Full Text: DOI OpenURL
Santana, David J.; Rincón, Luis Approximations of the ruin probability in a discrete time risk model. (English) Zbl 1457.91142 Mod. Stoch., Theory Appl. 7, No. 3, 221-243 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 PDF BibTeX XML Cite \textit{D. J. Santana} and \textit{L. Rincón}, Mod. Stoch., Theory Appl. 7, No. 3, 221--243 (2020; Zbl 1457.91142) Full Text: DOI arXiv OpenURL
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 1463.62319 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 1463.62319) OpenURL
Hägele, Miriam Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions. (English) Zbl 1460.60035 Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020). MSC: 60G50 91G40 PDF BibTeX XML Cite \textit{M. Hägele}, Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020; Zbl 1460.60035) Full Text: DOI arXiv Link OpenURL
Ji, Lanpeng On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. (English) Zbl 1454.91196 Scand. Actuar. J. 2020, No. 9, 819-842 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{L. Ji}, Scand. Actuar. J. 2020, No. 9, 819--842 (2020; Zbl 1454.91196) Full Text: DOI arXiv OpenURL
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 1454.91193 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 1454.91193) Full Text: DOI arXiv OpenURL
Ermoliev, Yu. M.; Norkin, V. I.; Norkin, B. V. Stochastic optimization models of actuarial mathematics. (English. Russian original) Zbl 1455.91219 Cybern. Syst. Anal. 56, No. 1, 58-67 (2020); translation from Kibern. Sist. Anal. 2020, No. 1, 70-81 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 90C15 PDF BibTeX XML Cite \textit{Yu. M. Ermoliev} et al., Cybern. Syst. Anal. 56, No. 1, 58--67 (2020; Zbl 1455.91219); translation from Kibern. Sist. Anal. 2020, No. 1, 70--81 (2020) Full Text: DOI OpenURL
Aurzada, Frank; Buck, Micha Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. (English) Zbl 1452.91258 Eur. Actuar. J. 10, No. 1, 261-269 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Buck}, Eur. Actuar. J. 10, No. 1, 261--269 (2020; Zbl 1452.91258) Full Text: DOI arXiv OpenURL
Zhang, Jinyuan; Peng, Jiangyan; Jing, Haojie Asymptotic and numerical simulation for ruin probabilities of a general discrete-time risk model. (Chinese. English summary) Zbl 1463.91123 Math. Pract. Theory 50, No. 5, 104-111 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Zhang} et al., Math. Pract. Theory 50, No. 5, 104--111 (2020; Zbl 1463.91123) OpenURL
Xiao, Hongmin; Wang, Zhankui Finite-time ruin probability of a bidimensional dependent risk model based on entrance process. (Chinese. English summary) Zbl 1463.91119 J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38-44 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Xiao} and \textit{Z. Wang}, J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38--44 (2020; Zbl 1463.91119) Full Text: DOI OpenURL
Tang, Fengqin; Ding, Wenwen Approximation of the tail probabilities of loss process in a time dependent compound renewal risk model. (Chinese. English summary) Zbl 1463.60111 Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11-20 (2020). MSC: 60K10 62P05 91G40 PDF BibTeX XML Cite \textit{F. Tang} and \textit{W. Ding}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11--20 (2020; Zbl 1463.60111) Full Text: DOI OpenURL
Spielmann, J.; Vostrikova, L. On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100 Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020). MSC: 60G51 91G40 60G44 60H30 PDF BibTeX XML Cite \textit{J. Spielmann} and \textit{L. Vostrikova}, Theory Probab. Appl. 65, No. 2, 249--269 (2020; Zbl 1459.60100); translation from Teor. Veroyatn. Primen. 65, No. 2, 312--337 (2020) Full Text: DOI arXiv OpenURL
Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei Itô calculus for Cramér-Lundberg model. (English) Zbl 1448.91251 JSIAM Lett. 12, 25-28 (2020). MSC: 91G05 60K10 60H30 PDF BibTeX XML Cite \textit{J. Akahori} et al., JSIAM Lett. 12, 25--28 (2020; Zbl 1448.91251) Full Text: DOI OpenURL
Cheng, Zailei; Seol, Youngsoo Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims. (English) Zbl 1447.91038 Methodol. Comput. Appl. Probab. 22, No. 2, 555-571 (2020). MSC: 91B05 60F17 60G55 PDF BibTeX XML Cite \textit{Z. Cheng} and \textit{Y. Seol}, Methodol. Comput. Appl. Probab. 22, No. 2, 555--571 (2020; Zbl 1447.91038) Full Text: DOI arXiv OpenURL
Yener, Haluk Proportional reinsurance and investment in multiple risky assets under borrowing constraint. (English) Zbl 1447.91153 Scand. Actuar. J. 2020, No. 5, 396-418 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yener}, Scand. Actuar. J. 2020, No. 5, 396--418 (2020; Zbl 1447.91153) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI OpenURL
Cohen, Asaf; Young, Virginia R. Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. (English) Zbl 1447.91130 Insur. Math. Econ. 93, 333-340 (2020). MSC: 91G05 45J05 60J60 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 93, 333--340 (2020; Zbl 1447.91130) Full Text: DOI arXiv OpenURL
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. (English) Zbl 1445.91054 Insur. Math. Econ. 92, 128-146 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 92, 128--146 (2020; Zbl 1445.91054) Full Text: DOI arXiv OpenURL
Kasumo, Christian; Kasozi, Juma; Kuznetsov, Dmitry Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance. (English) Zbl 1447.91141 Appl. Appl. Math. 15, No. 1, 13-37 (2020). MSC: 91G05 45D05 62P05 PDF BibTeX XML Cite \textit{C. Kasumo} et al., Appl. Appl. Math. 15, No. 1, 13--37 (2020; Zbl 1447.91141) Full Text: Link OpenURL
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew Simultaneous ruin probability for two-dimensional Brownian risk model. (English) Zbl 1464.60031 J. Appl. Probab. 57, No. 2, 597-612 (2020). MSC: 60G15 60G70 91B05 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Appl. Probab. 57, No. 2, 597--612 (2020; Zbl 1464.60031) Full Text: DOI arXiv OpenURL
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI OpenURL
Borovkov, A. A. Boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1448.60176 Sib. Math. J. 61, No. 1, 21-46 (2020); translation from Sib. Mat. Zh. 61, No. 1, 29-59 (2020). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 61, No. 1, 21--46 (2020; Zbl 1448.60176); translation from Sib. Mat. Zh. 61, No. 1, 29--59 (2020) Full Text: DOI OpenURL
Guan, Chonghu A fully nonlinear free boundary problem for minimizing the ruin probability. (English) Zbl 1440.35348 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 198, Article ID 111924, 14 p. (2020). MSC: 35R35 35Q91 91B70 93E20 PDF BibTeX XML Cite \textit{C. Guan}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 198, Article ID 111924, 14 p. (2020; Zbl 1440.35348) Full Text: DOI OpenURL
Fu, Ke-Ang; Ni, Chang; Chen, Hao A particular bidimensional time-dependent renewal risk model with constant interest rates. (English) Zbl 1434.60254 Probab. Eng. Inf. Sci. 34, No. 2, 172-182 (2020). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{K.-A. Fu} et al., Probab. Eng. Inf. Sci. 34, No. 2, 172--182 (2020; Zbl 1434.60254) Full Text: DOI OpenURL
Lotov, Vladimir Ivanovich On some inequalities in boundary crossing problems for random walks. (Russian. English summary) Zbl 1439.60044 Sib. Èlektron. Mat. Izv. 17, 661-671 (2020). MSC: 60G50 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov}, Sib. Èlektron. Mat. Izv. 17, 661--671 (2020; Zbl 1439.60044) Full Text: DOI OpenURL
Frostig, Esther; Keren-Pinhasik, Adva Parisian ruin with Erlang delay and a lower bankruptcy barrier. (English) Zbl 1437.91133 Methodol. Comput. Appl. Probab. 22, No. 1, 101-134 (2020). MSC: 91B05 60G51 44A10 PDF BibTeX XML Cite \textit{E. Frostig} and \textit{A. Keren-Pinhasik}, Methodol. Comput. Appl. Probab. 22, No. 1, 101--134 (2020; Zbl 1437.91133) Full Text: DOI OpenURL
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. (English) Zbl 1437.62381 Japan J. Ind. Appl. Math. 37, No. 2, 507-525 (2020). MSC: 62P05 62E10 91B05 60G65 62G32 PDF BibTeX XML Cite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI OpenURL
Gatto, Riccardo Stochastic models in actuarial risk theory. A mathematical introduction. 2nd edition. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1433.91002 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-60923-1/pbk; 978-3-662-60924-8/ebook). x, 288 p. (2020). MSC: 91-01 91B70 62P05 60K10 60G70 91G05 PDF BibTeX XML Cite \textit{R. Gatto}, Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung. 2nd edition. Berlin: Springer Spektrum (2020; Zbl 1433.91002) Full Text: DOI OpenURL
Yuen, Fei Lung; Lee, Wing Yan; Fung, Derrick W. H. A cyclic approach on classical ruin model. (English) Zbl 1435.91166 Insur. Math. Econ. 91, 104-110 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. L. Yuen} et al., Insur. Math. Econ. 91, 104--110 (2020; Zbl 1435.91166) Full Text: DOI OpenURL
Dong, Y.; Spielmann, Jerome Weak limits of random coefficient autoregressive processes and their application in ruin theory. (English) Zbl 1435.91147 Insur. Math. Econ. 91, 1-11 (2020). MSC: 91G05 60F17 60J60 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{J. Spielmann}, Insur. Math. Econ. 91, 1--11 (2020; Zbl 1435.91147) Full Text: DOI arXiv OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of lifetime exponential Parisian ruin. (English) Zbl 1433.91159 J. Optim. Theory Appl. 184, No. 3, 1036-1064 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 49K10 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, J. Optim. Theory Appl. 184, No. 3, 1036--1064 (2020; Zbl 1433.91159) Full Text: DOI arXiv OpenURL
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois Fractional risk process in insurance. (English) Zbl 1435.91156 Math. Financ. Econ. 14, No. 1, 43-65 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60G22 60K05 PDF BibTeX XML Cite \textit{A. Kumar} et al., Math. Financ. Econ. 14, No. 1, 43--65 (2020; Zbl 1435.91156) Full Text: DOI arXiv Link OpenURL
Asmussen, Søren; Steffensen, Mogens Risk and insurance. A graduate text. (English) Zbl 1447.91001 Probability Theory and Stochastic Modelling 96. Cham: Springer (ISBN 978-3-030-35175-5/hbk; 978-3-030-35176-2/ebook). xv, 505 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-01 60-01 91G05 91B05 60G70 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Steffensen}, Risk and insurance. A graduate text. Cham: Springer (2020; Zbl 1447.91001) Full Text: DOI OpenURL
Al Ghanim, Dalal; Loeffen, Ronnie; Watson, Alexander R. The equivalence of two tax processes. (English) Zbl 1431.91242 Insur. Math. Econ. 90, 1-6 (2020). MSC: 91B64 60G51 93E20 91G05 PDF BibTeX XML Cite \textit{D. Al Ghanim} et al., Insur. Math. Econ. 90, 1--6 (2020; Zbl 1431.91242) Full Text: DOI arXiv OpenURL
Collevecchio, Andrea; Kious, Daniel; Sidoravicius, Vladas The branching-ruin number and the critical parameter of once-reinforced random walk on trees. (English) Zbl 1443.60044 Commun. Pure Appl. Math. 73, No. 1, 210-236 (2020). MSC: 60G50 60K35 60J80 60D05 82B43 PDF BibTeX XML Cite \textit{A. Collevecchio} et al., Commun. Pure Appl. Math. 73, No. 1, 210--236 (2020; Zbl 1443.60044) Full Text: DOI arXiv OpenURL
You, Honglong; Guo, Junyi; Jiang, Jiancheng Interval estimation of the ruin probability in the classical compound Poisson risk model. (English) Zbl 07160702 Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{H. You} et al., Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020; Zbl 07160702) Full Text: DOI OpenURL
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.; Tan, Senren On double-boundary non-crossing probability for a class of compound processes with applications. (English) Zbl 1430.90013 Eur. J. Oper. Res. 282, No. 2, 602-613 (2020). MSC: 90B05 60G17 65T50 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 282, No. 2, 602--613 (2020; Zbl 1430.90013) Full Text: DOI OpenURL
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (English) Zbl 1431.91344 Eur. J. Oper. Res. 282, No. 1, 345-362 (2020). MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{K. S. Tan} et al., Eur. J. Oper. Res. 282, No. 1, 345--362 (2020; Zbl 1431.91344) Full Text: DOI OpenURL
Miteski, Andreja; Sarkanjac, Smilka Janeska; Ilievska, Natasha; Miteski, Stefan A method for calculating the probability of ruin of an insurance company. (English) Zbl 07496218 ROMAI J. 15, No. 1, 59-72 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Miteski} et al., ROMAI J. 15, No. 1, 59--72 (2019; Zbl 07496218) OpenURL
Burnecki, Krzysztof; Teuerle, Marek A.; Wilkowska, Aleksandra De Vylder type approximation of the ruin probability for the insurer-reinsurer model. (English) Zbl 1463.91107 Math. Appl. (Warsaw) 47, No. 1, 5-24 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{K. Burnecki} et al., Math. Appl. (Warsaw) 47, No. 1, 5--24 (2019; Zbl 1463.91107) Full Text: DOI OpenURL
Bi, Xiuchun; Zhang, Shuguang The finite-time ruin probability in a dependent random premium rates risk model. (Chinese. English summary) Zbl 1463.62318 Acta Math. Appl. Sin. 42, No. 3, 345-355 (2019). MSC: 62P05 91B05 62G32 60K05 PDF BibTeX XML Cite \textit{X. Bi} and \textit{S. Zhang}, Acta Math. Appl. Sin. 42, No. 3, 345--355 (2019; Zbl 1463.62318) OpenURL
Yang, Long; Deng, Guohe; Yang, Li; Huang, Yuanmin A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1449.62243 Chin. J. Appl. Probab. Stat. 35, No. 4, 373-396 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{L. Yang} et al., Chin. J. Appl. Probab. Stat. 35, No. 4, 373--396 (2019; Zbl 1449.62243) Full Text: DOI OpenURL
Baltazar-Larios, F.; Esparza, Luz Judith R. Bayesian estimation for the Markov-modulated diffusion risk model. (English) Zbl 1436.62486 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 15-31 (2019). MSC: 62P05 62M02 62M05 60J74 91B05 PDF BibTeX XML Cite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Springer Proc. Math. Stat. 301, 15--31 (2019; Zbl 1436.62486) Full Text: DOI OpenURL
Borovkov, A. A. Integro-local theorems in boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1450.60049 Sib. Math. J. 60, No. 6, 957-972 (2019); translation from Sib. Mat. Zh. 60, No. 6, 1229-1246 (2019). Reviewer: Hans Daduna (Hamburg) MSC: 60K15 60F10 68M20 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 60, No. 6, 957--972 (2019; Zbl 1450.60049); translation from Sib. Mat. Zh. 60, No. 6, 1229--1246 (2019) Full Text: DOI OpenURL
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. Probability of ruin in discrete insurance risk model with dependent Pareto claims. (English) Zbl 1439.62214 Depend. Model. 7, 215-233 (2019). MSC: 62P05 91B05 62E15 62G32 PDF BibTeX XML Cite \textit{C. D. Constantinescu} et al., Depend. Model. 7, 215--233 (2019; Zbl 1439.62214) Full Text: DOI OpenURL
Bareche, Aicha; Cherfaoui, Mouloud Sensitivity of the stability bound for ruin probabilities to claim distributions. (English) Zbl 1437.91459 Methodol. Comput. Appl. Probab. 21, No. 4, 1259-1281 (2019). MSC: 91G70 91G05 62G32 PDF BibTeX XML Cite \textit{A. Bareche} and \textit{M. Cherfaoui}, Methodol. Comput. Appl. Probab. 21, No. 4, 1259--1281 (2019; Zbl 1437.91459) 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
Su, Bihao; Li, Jingchao The joint distribution of ruin related quantities in the classical risk model. (Chinese. English summary) Zbl 1449.91037 J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419-423 (2019). MSC: 91B05 60E05 PDF BibTeX XML Cite \textit{B. Su} and \textit{J. Li}, J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419--423 (2019; Zbl 1449.91037) Full Text: DOI OpenURL