Kim, Bara; Kim, Jeongsim; Kim, Jerim De Vylder and Goovaerts’ conjecture on homogeneous risk models with equalized claim amounts. (English) Zbl 1475.91308 Insur. Math. Econ. 101, 186-201 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Kim} et al., Insur. Math. Econ. 101, 186--201 (2021; Zbl 1475.91308) 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
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 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
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) 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
De Vylder, F.; Goovaerts, M. Homogeneous risk models with equalized claim amounts. (English) Zbl 1103.91361 Insur. Math. Econ. 26, No. 2-3, 223-238 (2000). MSC: 91B30 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 26, No. 2--3, 223--238 (2000; Zbl 1103.91361) Full Text: DOI
Denuit, Michel; Lefèvre, Claude Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. (English) Zbl 0903.60016 Insur. Math. Econ. 20, No. 3, 197-213 (1997). MSC: 60E15 62P05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Lefèvre}, Insur. Math. Econ. 20, No. 3, 197--213 (1997; Zbl 0903.60016) Full Text: DOI