Goffard, Pierre-Olivier; Lefèvre, Claude Duality in ruin problems for ordered risk models. (English) Zbl 1398.91329 Insur. Math. Econ. 78, 44-52 (2018). MSC: 91B30 60G55 60G40 12E10 62P05 PDFBibTeX XMLCite \textit{P.-O. Goffard} and \textit{C. Lefèvre}, Insur. Math. Econ. 78, 44--52 (2018; Zbl 1398.91329) Full Text: DOI HAL
Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Stochastics 86, No. 4, 676--695 (2014; Zbl 1337.60227) Full Text: DOI
Lefèvre, Claude; Picard, Philippe Ruin probabilities for risk models with ordered claim arrivals. (English) Zbl 1307.91098 Methodol. Comput. Appl. Probab. 16, No. 4, 885-905 (2014). MSC: 91B30 60J80 62P05 60G40 12E10 62G30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Methodol. Comput. Appl. Probab. 16, No. 4, 885--905 (2014; Zbl 1307.91098) Full Text: DOI