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 PDFBibTeX XMLCite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDFBibTeX XMLCite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI
Tsai, Cary Chi-Liang; Lu, Yi An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (English) Zbl 1226.91030 Scand. Actuar. J. 2010, No. 3, 200-220 (2010). MSC: 91B30 60K10 60E15 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 3, 200--220 (2010; Zbl 1226.91030) Full Text: DOI