Yang, Chen; Sendova, Kristina P.; Li, Zhong Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. (English) Zbl 1431.91345 Insur. Math. Econ. 90, 135-150 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{C. Yang} et al., Insur. Math. Econ. 90, 135--150 (2020; Zbl 1431.91345) Full Text: DOI
Laudagé, Christian; Desmettre, Sascha; Wenzel, Jörg Severity modeling of extreme insurance claims for tariffication. (English) Zbl 1425.91228 Insur. Math. Econ. 88, 77-92 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Laudagé} et al., Insur. Math. Econ. 88, 77--92 (2019; Zbl 1425.91228) Full Text: DOI
Siu, Tak Kuen A self-exciting threshold jump-diffusion model for option valuation. (English) Zbl 1369.91185 Insur. Math. Econ. 69, 168-193 (2016). MSC: 91G20 60J75 62M10 PDFBibTeX XMLCite \textit{T. K. Siu}, Insur. Math. Econ. 69, 168--193 (2016; Zbl 1369.91185) Full Text: DOI
Dong, A. X. D.; Chan, J. S. K. Bayesian analysis of loss reserving using dynamic models with generalized beta distribution. (English) Zbl 1304.91100 Insur. Math. Econ. 53, No. 2, 355-365 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{A. X. D. Dong} and \textit{J. S. K. Chan}, Insur. Math. Econ. 53, No. 2, 355--365 (2013; Zbl 1304.91100) Full Text: DOI
Lee, David; Li, Wai Keung; Wong, Tony Siu Tung Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach. (English) Zbl 1285.91061 Insur. Math. Econ. 51, No. 3, 538-550 (2012). MSC: 91B30 60E05 62P05 PDFBibTeX XMLCite \textit{D. Lee} et al., Insur. Math. Econ. 51, No. 3, 538--550 (2012; Zbl 1285.91061) Full Text: DOI
Chi, Yichun; Lin, X. Sheldon On the threshold dividend strategy for a generalized jump-diffusion risk model. (English) Zbl 1218.91072 Insur. Math. Econ. 48, No. 3, 326-337 (2011). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{Y. Chi} and \textit{X. S. Lin}, Insur. Math. Econ. 48, No. 3, 326--337 (2011; Zbl 1218.91072) Full Text: DOI
Ng, Andrew C. Y. On a dual model with a dividend threshold. (English) Zbl 1163.91441 Insur. Math. Econ. 44, No. 2, 315-324 (2009). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{A. C. Y. Ng}, Insur. Math. Econ. 44, No. 2, 315--324 (2009; Zbl 1163.91441) Full Text: DOI
Lu, Yi; Li, Shuanming The Markovian regime-switching risk model with a threshold dividend strategy. (English) Zbl 1163.91438 Insur. Math. Econ. 44, No. 2, 296-303 (2009). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{S. Li}, Insur. Math. Econ. 44, No. 2, 296--303 (2009; Zbl 1163.91438) 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 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{K. P. Sendova}, Insur. Math. Econ. 42, No. 2, 617--627 (2008; Zbl 1152.91592) 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 PDFBibTeX XMLCite \textit{N. Wan}, Insur. Math. Econ. 40, No. 3, 509--523 (2007; Zbl 1183.91077) 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 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI
De Gooijer, Jan G.; Vidiella-i-Anguera, Antoni Nonlinear stochastic inflation modelling using SEASETARs. (English) Zbl 1055.91022 Insur. Math. Econ. 32, No. 1, 3-18 (2003). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{J. G. De Gooijer} and \textit{A. Vidiella-i-Anguera}, Insur. Math. Econ. 32, No. 1, 3--18 (2003; Zbl 1055.91022) Full Text: DOI