Lee, Wing Yan; Li, Xiaolong; Liu, Fangda; Shi, Yifan; Yam, Sheung Chi Phillip A Fourier-cosine method for finite-time ruin probabilities. (English) Zbl 1467.91144 Insur. Math. Econ. 99, 256-267 (2021). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{W. Y. Lee} et al., Insur. Math. Econ. 99, 256--267 (2021; Zbl 1467.91144) Full Text: DOI
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English) Zbl 1425.91231 Mod. Stoch., Theory Appl. 6, No. 1, 133-144 (2019). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv
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
Costabile, M.; Massabò, I.; Russo, E. Computing finite-time survival probabilities using multinomial approximations of risk models. (English) Zbl 1401.91122 Scand. Actuar. J. 2015, No. 5, 406-422 (2015). MSC: 91B30 60J05 PDFBibTeX XMLCite \textit{M. Costabile} et al., Scand. Actuar. J. 2015, No. 5, 406--422 (2015; Zbl 1401.91122) Full Text: DOI
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas Ruin probability in the three-seasonal discrete-time risk model. (English) Zbl 1349.91137 Mod. Stoch., Theory Appl. 2, No. 4, 421-441 (2015). MSC: 91B30 60G50 PDFBibTeX XMLCite \textit{A. Grigutis} et al., Mod. Stoch., Theory Appl. 2, No. 4, 421--441 (2015; Zbl 1349.91137) Full Text: DOI arXiv
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella Computing survival probabilities based on stochastic differential models. (English) Zbl 1310.65008 J. Comput. Appl. Math. 277, 127-137 (2015). MSC: 65C30 60H30 91B30 92D25 PDFBibTeX XMLCite \textit{A. Andreoli} et al., J. Comput. Appl. Math. 277, 127--137 (2015; Zbl 1310.65008) Full Text: DOI
Damarackas, Julius; Šiaulys, Jonas Bi-seasonal discrete time risk model. (English) Zbl 1338.91076 Appl. Math. Comput. 247, 930-940 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Damarackas} and \textit{J. Šiaulys}, Appl. Math. Comput. 247, 930--940 (2014; Zbl 1338.91076) 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
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL
Malinovskii, Vsevolod K. Equitable solvent controls in a multi-period game model of risk. (English) Zbl 1285.91063 Insur. Math. Econ. 51, No. 3, 599-616 (2012). MSC: 91B30 91A40 PDFBibTeX XMLCite \textit{V. K. Malinovskii}, Insur. Math. Econ. 51, No. 3, 599--616 (2012; Zbl 1285.91063) 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
Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv
Blaževičius, K.; Bieliauskienė, E.; Šiaulys, J. Finite-time ruin probability in the inhomogeneous claim case. (English) Zbl 1203.91111 Lith. Math. J. 50, No. 3, 260-270 (2010). MSC: 91B30 PDFBibTeX XMLCite \textit{K. Blaževičius} et al., Lith. Math. J. 50, No. 3, 260--270 (2010; Zbl 1203.91111) Full Text: DOI
Lefèvre, Claude; Stéphane, Loisel On finite-time ruin probabilities for classical risk models. (English) Zbl 1164.91033 Scand. Actuar. J. 2008, No. 1, 41-60 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{L. Stéphane}, Scand. Actuar. J. 2008, No. 1, 41--60 (2008; Zbl 1164.91033) Full Text: DOI
Wu, Rong; Wang, Guojing; Zhang, Chunsheng On a joint distribution for the risk process with constant interest force. (English) Zbl 1110.62149 Insur. Math. Econ. 36, No. 3, 365-374 (2005). MSC: 62P05 91B30 60K10 60K05 PDFBibTeX XMLCite \textit{R. Wu} et al., Insur. Math. Econ. 36, No. 3, 365--374 (2005; Zbl 1110.62149) Full Text: DOI
Wu, Rong; Wang, Guojing; Wei, Li Joint distributions of some actuarial random vectors containing the time of ruin. (English) Zbl 1024.62045 Insur. Math. Econ. 33, No. 1, 147-161 (2003). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{R. Wu} et al., Insur. Math. Econ. 33, No. 1, 147--161 (2003; Zbl 1024.62045) Full Text: DOI
Perry, D.; Stadje, W.; Zacks, S. First-exit times for compound Poisson processes for some types of positive and negative jumps. (English) Zbl 0998.60089 Stoch. Models 18, No. 1, 139-157 (2002). Reviewer: L.Lakatos (Budapest) MSC: 60K25 PDFBibTeX XMLCite \textit{D. Perry} et al., Stoch. Models 18, No. 1, 139--157 (2002; Zbl 0998.60089) Full Text: DOI
Kremer, Erhard An approximation to the ruin probability in discrete time by a result of A. Wald. (Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald.) (German. English summary) Zbl 1359.62455 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 1, 191-194 (2001). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 1, 191--194 (2001; Zbl 1359.62455) Full Text: DOI
De Vylder, F. E.; Goovaerts, M. J. Inequality extensions of Prabhu’s formula in ruin theory. (English) Zbl 0982.91032 Insur. Math. Econ. 24, No. 3, 249-271 (1999). MSC: 91B30 PDFBibTeX XMLCite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 249--271 (1999; Zbl 0982.91032) Full Text: DOI