Li, Shuanming; Lu, Yi Distributional study of finite-time ruin related problems for the classical risk model. (English) Zbl 1427.91079 Appl. Math. Comput. 315, 319-330 (2017). MSC: 91B05 62P05 60K05 91G05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI
Dickson, David C. M. A note on some joint distribution functions involving the time of ruin. (English) Zbl 1348.91141 Insur. Math. Econ. 67, 120-124 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 67, 120--124 (2016; Zbl 1348.91141) Full Text: DOI
Xu, Huai; Tang, Ling A joint density function in the renewal risk model. (English) Zbl 1289.62128 Commun. Math. Res. 29, No. 1, 88-96 (2013). MSC: 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Commun. Math. Res. 29, No. 1, 88--96 (2013; Zbl 1289.62128)
Psarrakos, Georgios; Politis, Konstadinos The covariance between the surplus prior to and ruin in the classical risk model. (English) Zbl 1277.91095 Astin Bull. 42, No. 2, 631-653 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, ASTIN Bull. 42, No. 2, 631--653 (2012; Zbl 1277.91095) Full Text: DOI
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)
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English) Zbl 1229.91161 Insur. Math. Econ. 49, No. 3, 371-379 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI
Psarrakos, Georgios Some results on the joint distribution prior to and at the time of ruin in the classical model. (English) Zbl 1226.91029 Scand. Actuar. J. 2010, No. 4, 268-283 (2010). MSC: 91B30 60K10 60E05 PDF BibTeX XML Cite \textit{G. Psarrakos}, Scand. Actuar. J. 2010, No. 4, 268--283 (2010; Zbl 1226.91029) Full Text: DOI
He, Jingmin; Wu, Rong Some distributions for the classical risk process perturbed by Brownian motion. (Chinese. English summary) Zbl 1237.62149 Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 818-827 (2010). MSC: 62P05 91B30 60J70 PDF BibTeX XML Cite \textit{J. He} and \textit{R. Wu}, Acta Math. Sci., Ser. A, Chin. Ed. 30, No. 3, 818--827 (2010; Zbl 1237.62149)
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)
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Tail bounds for the joint distribution of the surplus prior to and at ruin. (English) Zbl 1141.91544 Insur. Math. Econ. 42, No. 1, 163-176 (2008). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 1, 163--176 (2008; Zbl 1141.91544) Full Text: DOI
Alfa, Attahiru Sule; Drekic, Steve Algorithmic analysis of the Sparre Andersen model in discrete time. (English) Zbl 1154.62076 Astin Bull. 37, No. 2, 293-317 (2007). MSC: 62P05 60J20 65C60 91B30 PDF BibTeX XML Cite \textit{A. S. Alfa} and \textit{S. Drekic}, ASTIN Bull. 37, No. 2, 293--317 (2007; Zbl 1154.62076) Full Text: DOI
Pitts, Susan M.; Politis, Konstadinos The joint density of the surplus before and after ruin in the Sparre Andersen model. (English) Zbl 1132.60061 J. Appl. Probab. 44, No. 3, 695-712 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, J. Appl. Probab. 44, No. 3, 695--712 (2007; Zbl 1132.60061) Full Text: DOI
Pitts, Susan M.; Politis, Konstadinos Approximations for the Gerber-Shiu expected discounted penalty function in the compound Poisson risk model. (English) Zbl 1122.60076 Adv. Appl. Probab. 39, No. 2, 385-406 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, Adv. Appl. Probab. 39, No. 2, 385--406 (2007; Zbl 1122.60076) Full Text: DOI Euclid
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
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
Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. The surplus prior to ruin and the deficit at ruin for a correlated risk process. (English) Zbl 1143.91025 Scand. Actuar. J. 2005, No. 6, 433-445 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Scand. Actuar. J. 2005, No. 6, 433--445 (2005; Zbl 1143.91025) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. (English) Zbl 1092.91036 Scand. Actuar. J. 2005, No. 2, 103-126 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2005, No. 2, 103--126 (2005; Zbl 1092.91036) 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
Chiu, S. N.; Yin, C. C. The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English) Zbl 1055.91042 Insur. Math. Econ. 33, No. 1, 59-66 (2003). MSC: 91B30 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. C. Yin}, Insur. Math. Econ. 33, No. 1, 59--66 (2003; Zbl 1055.91042) 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
Reinhard, J. M.; Snoussi, M. On the distribution of the surplus prior to ruin in a discrete semi-Markov risk model. (English) Zbl 1098.60516 Astin Bull. 31, No. 2, 255-273 (2001). MSC: 60K15 60K20 91B30 PDF BibTeX XML Cite \textit{J. M. Reinhard} and \textit{M. Snoussi}, ASTIN Bull. 31, No. 2, 255--273 (2001; Zbl 1098.60516) Full Text: DOI
Dickson, David C. M.; Hipp, Christian Ruin problems for phase-type(2) risk processes. (English) Zbl 0971.91036 Scand. Actuar. J. 2000, No. 2, 147-167 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 91B30 62P20 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{C. Hipp}, Scand. Actuar. J. 2000, No. 2, 147--167 (2000; Zbl 0971.91036) Full Text: DOI
Usábel, M. A. A note on the Taylor series expansions for multivariate characteristics of classical risk processes. (English) Zbl 1028.91560 Insur. Math. Econ. 25, No. 1, 37-47 (1999). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. A. Usábel}, Insur. Math. Econ. 25, No. 1, 37--47 (1999; Zbl 1028.91560) Full Text: DOI
Frey, Andreas; Schmidt, Volker Taylor-series expansion for multivariate characteristics of classical risk processes. (English) Zbl 0855.62094 Insur. Math. Econ. 18, No. 1, 1-12 (1996). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{A. Frey} and \textit{V. Schmidt}, Insur. Math. Econ. 18, No. 1, 1--12 (1996; Zbl 0855.62094) Full Text: DOI
Dickson, David C. M.; dos Reis, Alfredo Egídio Ruin problems and dual events. (English) Zbl 0803.62091 Insur. Math. Econ. 14, No. 1, 51-60 (1994). MSC: 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{A. E. dos Reis}, Insur. Math. Econ. 14, No. 1, 51--60 (1994; Zbl 0803.62091) Full Text: DOI
Dickson, David C. M. On the distribution of the claim causing ruin. (English) Zbl 0783.62083 Insur. Math. Econ. 12, No. 2, 143-154 (1993). MSC: 62P05 62E15 62E20 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 12, No. 2, 143--154 (1993; Zbl 0783.62083) Full Text: DOI
Dickson, David C. M. On the distribution of the surplus prior to ruin. (English) Zbl 0770.62090 Insur. Math. Econ. 11, No. 3, 191-207 (1992). Reviewer: T.Mikosch (Zürich) MSC: 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 11, No. 3, 191--207 (1992; Zbl 0770.62090) Full Text: DOI