Zhang, Shuaiqi; Liu, Guoxin; Sun, Meici Ruin probability in the continuous-time compound binomial model with investment. (English) Zbl 1340.91067 Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 313-325 (2015). MSC: 91B30 62P05 60G44 PDFBibTeX XMLCite \textit{S. Zhang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 313--325 (2015; Zbl 1340.91067) Full Text: DOI
Zhou, Jieming; Deng, Yingchun; Huang, Ya; Yang, Xiangqun Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle. (English) Zbl 1340.91070 Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 303-312 (2015). MSC: 91B30 62P05 93E20 PDFBibTeX XMLCite \textit{J. Zhou} et al., Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 303--312 (2015; Zbl 1340.91070) Full Text: DOI
Zhou, Jieming; Mo, Xiaoyun; Ou, Hui; Yang, Xiangqun Expected present value of total dividends in a compound binomial model with delayed claims and random income. (English) Zbl 1313.60138 Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 6, 1639-1651 (2013). MSC: 60J27 60J28 62P05 91B30 PDFBibTeX XMLCite \textit{J. Zhou} et al., Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 6, 1639--1651 (2013; Zbl 1313.60138) Full Text: DOI
Yang, Hu; Xue, Kai Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims. (English) Zbl 1299.91081 Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 4, 998-1006 (2013). MSC: 91B30 60K15 PDFBibTeX XMLCite \textit{H. Yang} and \textit{K. Xue}, Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 4, 998--1006 (2013; Zbl 1299.91081) Full Text: DOI
Mo, Xiaoyun; Zhou, Jieming; Ou, Hui; Yang, Xiangqun Double-Markov risk model. (English) Zbl 1289.60130 Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 2, 333-340 (2013). MSC: 60J27 60J28 62P05 91B30 PDFBibTeX XMLCite \textit{X. Mo} et al., Acta Math. Sci., Ser. B, Engl. Ed. 33, No. 2, 333--340 (2013; Zbl 1289.60130) Full Text: DOI
Liu, Wei; Yuan, Haili; Hu, Yijun The optimal strategy for an insurance company under the influence of the terminal value. (English) Zbl 1240.91053 Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 3, 1077-1090 (2011). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{W. Liu} et al., Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 3, 1077--1090 (2011; Zbl 1240.91053) Full Text: DOI
Wang, Wei; Bi, Junna The Markov-modulated mean-variance problem for an insurer. (English) Zbl 1240.91069 Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 3, 1051-1061 (2011). MSC: 91B30 60J60 60G44 PDFBibTeX XMLCite \textit{W. Wang} and \textit{J. Bi}, Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 3, 1051--1061 (2011; Zbl 1240.91069) Full Text: DOI
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 PDFBibTeX XMLCite \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
Liu, Juan; Xu, Jiancheng; Hu, Yijun On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier. (English) Zbl 1237.62157 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 5, 1481-1491 (2010). MSC: 62P05 91B30 60J99 65C60 PDFBibTeX XMLCite \textit{J. Liu} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 5, 1481--1491 (2010; Zbl 1237.62157) Full Text: DOI
Ma, Xuemin; Yuan, Haili; Hu, Yijun Duration of negative surplus for a two state Markov-modulated risk model. (English) Zbl 1240.91055 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1167-1173 (2010). MSC: 91B30 60J75 62P05 PDFBibTeX XMLCite \textit{X. Ma} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 4, 1167--1173 (2010; Zbl 1240.91055) Full Text: DOI
Wang, Shanshan; Zhang, Chunsheng; Wu, Rong Calculations of ruin probabilities concerning claim occurrences. (English) Zbl 1237.62160 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 919-931 (2010). MSC: 62P05 91B30 65R10 PDFBibTeX XMLCite \textit{S. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 919--931 (2010; Zbl 1237.62160) Full Text: DOI
Yuan, Haili; Hu, Yijun Optimal proportional reinsurance with constant dividend barrier. (English) Zbl 1237.62164 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 791-798 (2010). MSC: 62P05 91B30 93E20 65R10 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{Y. Hu}, Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 791--798 (2010; Zbl 1237.62164) Full Text: DOI
Ming, Ruixing; He, Xiaoxia; Hu, Yijun; Liu, Juan Uniform estimate on finite time ruin probabilities with random interest rate. (English) Zbl 1240.91056 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 688-700 (2010). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{R. Ming} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 688--700 (2010; Zbl 1240.91056) Full Text: DOI
Lü, Yuhua; Wu, Rong; Xu, Run The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. (English) Zbl 1240.91054 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 664-676 (2010). MSC: 91B30 60J65 60J75 60J60 PDFBibTeX XMLCite \textit{Y. Lü} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 664--676 (2010; Zbl 1240.91054) Full Text: DOI
Zhou, Ming; Guo, Junyi Classical risk model with threshold dividend strategy. (English) Zbl 1174.60037 Acta Math. Sci., Ser. B, Engl. Ed. 28, No. 2, 355-362 (2008). MSC: 60J25 91B30 PDFBibTeX XMLCite \textit{M. Zhou} and \textit{J. Guo}, Acta Math. Sci., Ser. B, Engl. Ed. 28, No. 2, 355--362 (2008; Zbl 1174.60037) 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 PDFBibTeX XMLCite \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
Liu, Yan; Wenquan, Yang; Hu, Yijun On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes. (English) Zbl 1137.91498 Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 2, 321-330 (2006). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{Y. Liu} et al., Acta Math. Sci., Ser. B, Engl. Ed. 26, No. 2, 321--330 (2006; Zbl 1137.91498) Full Text: DOI
Dang, Lanfen; Yang, Liming Explicit expressions for some distributions related to ruin problems. (English) Zbl 1018.91031 Acta Math. Sci., Ser. B, Engl. Ed. 23, No. 1, 53-60 (2003). Reviewer: Marius Iosifescu (Bucureşti) MSC: 91B30 60G99 62P05 PDFBibTeX XMLCite \textit{L. Dang} and \textit{L. Yang}, Acta Math. Sci., Ser. B, Engl. Ed. 23, No. 1, 53--60 (2003; Zbl 1018.91031) Full Text: DOI
Jian, Zhihong; Li, Chulin Generalized stochastic duration in Markovian Heath-Jarrow-Morton framework. (English) Zbl 1019.91028 Acta Math. Sci., Ser. B, Engl. Ed. 22, No. 1, 99-106 (2002). Reviewer: S.V.Solov’ev (Toulouse) MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{Z. Jian} and \textit{C. Li}, Acta Math. Sci., Ser. B, Engl. Ed. 22, No. 1, 99--106 (2002; Zbl 1019.91028) Full Text: DOI