Li, Jingchao; Su, Bihao; Wei, Zhenghong; Nie, Ciyu A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model. (English) Zbl 1491.60134 Methodol. Comput. Appl. Probab. 24, No. 3, 2169-2194 (2022). MSC: 60J28 62P05 91G05 PDFBibTeX XMLCite \textit{J. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2169--2194 (2022; Zbl 1491.60134) Full Text: DOI
Albrecher, Hansjörg; Araujo-Acuna, José Carlos On the randomized Schmitter problem. (English) Zbl 1489.91213 Methodol. Comput. Appl. Probab. 24, No. 2, 515-535 (2022). MSC: 91G05 91G80 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. C. Araujo-Acuna}, Methodol. Comput. Appl. Probab. 24, No. 2, 515--535 (2022; Zbl 1489.91213) Full Text: DOI
Pommeret, Denys; Reboul, Laurence Approximating the probability density function of a transformation of random variables. (English) Zbl 1433.62055 Methodol. Comput. Appl. Probab. 21, No. 2, 633-645 (2019). MSC: 62E17 62E15 PDFBibTeX XMLCite \textit{D. Pommeret} and \textit{L. Reboul}, Methodol. Comput. Appl. Probab. 21, No. 2, 633--645 (2019; Zbl 1433.62055) Full Text: DOI
Goffard, Pierre-Olivier Two-sided exit problems in the ordered risk model. (English) Zbl 1427.60067 Methodol. Comput. Appl. Probab. 21, No. 2, 539-549 (2019). MSC: 60G40 60G55 91B05 62G30 62P05 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI HAL
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K. Ruin and deficit under claim arrivals with the order statistics property. (English) Zbl 1427.91078 Methodol. Comput. Appl. Probab. 21, No. 2, 511-530 (2019). MSC: 91B05 60K30 60G55 60G51 91G05 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 511--530 (2019; Zbl 1427.91078) Full Text: DOI
Woo, Jae-Kyung; Liu, Haibo Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English) Zbl 1411.91324 Methodol. Comput. Appl. Probab. 20, No. 4, 1285-1318 (2018). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{H. Liu}, Methodol. Comput. Appl. Probab. 20, No. 4, 1285--1318 (2018; Zbl 1411.91324) Full Text: DOI
Santana, David J.; González-Hernández, Juan; Rincón, Luis Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures. (English) Zbl 1408.91105 Methodol. Comput. Appl. Probab. 19, No. 3, 775-798 (2017). MSC: 91B30 62P05 91B70 62E17 PDFBibTeX XMLCite \textit{D. J. Santana} et al., Methodol. Comput. Appl. Probab. 19, No. 3, 775--798 (2017; Zbl 1408.91105) 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
Psarrakos, Georgios On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 497-513 (2015). MSC: 60K05 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos}, Methodol. Comput. Appl. Probab. 17, No. 2, 497--513 (2015; Zbl 1319.60171) 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
Qin, Li; Pitts, Susan M. Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model. (English) Zbl 1416.62590 Methodol. Comput. Appl. Probab. 14, No. 4, 919-936 (2012). MSC: 62P05 60K10 62G05 62G20 91B30 PDFBibTeX XMLCite \textit{L. Qin} and \textit{S. M. Pitts}, Methodol. Comput. Appl. Probab. 14, No. 4, 919--936 (2012; Zbl 1416.62590) Full Text: DOI
Lefèvre, Claude; Loisel, Stéphane Finite-time ruin probabilities for discrete, possibly dependent, claim severities. (English) Zbl 1170.91414 Methodol. Comput. Appl. Probab. 11, No. 3, 425-441 (2009). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{S. Loisel}, Methodol. Comput. Appl. Probab. 11, No. 3, 425--441 (2009; Zbl 1170.91414) Full Text: DOI HAL