Li, Jackie; Pitt, David; Li, Han Dispersion modelling of mortality for both sexes with Tweedie distributions. (English) Zbl 1494.91125 Scand. Actuar. J. 2022, No. 4, 356-374 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{J. Li} et al., Scand. Actuar. J. 2022, No. 4, 356--374 (2022; Zbl 1494.91125) Full Text: DOI OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 1485.91212 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 1485.91212) Full Text: DOI arXiv OpenURL
Tang, Sixian; Li, Jackie Market pricing of longevity-linked securities. (English) Zbl 1472.91041 Scand. Actuar. J. 2021, No. 5, 408-436 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G20 91D20 PDF BibTeX XML Cite \textit{S. Tang} and \textit{J. Li}, Scand. Actuar. J. 2021, No. 5, 408--436 (2021; Zbl 1472.91041) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{W. Y. Lee} et al., Insur. Math. Econ. 99, 256--267 (2021; Zbl 1467.91144) Full Text: DOI OpenURL
Boado-Penas, M. Carmen; Eisenberg, Julia; Korn, Ralf Transforming public pensions: a mixed scheme with a credit granted by the state. (English) Zbl 1460.91210 Insur. Math. Econ. 96, 140-152 (2021). MSC: 91G05 93E20 60J70 PDF BibTeX XML Cite \textit{M. C. Boado-Penas} et al., Insur. Math. Econ. 96, 140--152 (2021; Zbl 1460.91210) Full Text: DOI arXiv OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 1465.91034 Stoch. Models 36, No. 4, 661-680 (2020). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv OpenURL
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre Ruin-based risk measures in discrete-time risk models. (English) Zbl 1447.91132 Insur. Math. Econ. 93, 246-261 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI Link OpenURL
Shushi, Tomer; Yao, Jing Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. (English) Zbl 1446.91073 Insur. Math. Econ. 93, 178-186 (2020). MSC: 91G05 91G70 91G45 PDF BibTeX XML Cite \textit{T. Shushi} and \textit{J. Yao}, Insur. Math. Econ. 93, 178--186 (2020; Zbl 1446.91073) Full Text: DOI OpenURL
Nie, Ciyu; Li, Jingchao; Wang, Shaun Modeling the effect of spending on cyber security by using surplus process. (English) Zbl 1459.94162 Math. Probl. Eng. 2020, Article ID 3239591, 10 p. (2020). MSC: 94A62 91G05 62P05 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Math. Probl. Eng. 2020, Article ID 3239591, 10 p. (2020; Zbl 1459.94162) Full Text: DOI OpenURL
Gatto, Riccardo The stability of the probability of ruin. (English) Zbl 1437.91460 Stoch. Models 36, No. 1, 112-133 (2020). MSC: 91G70 65C05 60K10 PDF BibTeX XML Cite \textit{R. Gatto}, Stoch. Models 36, No. 1, 112--133 (2020; Zbl 1437.91460) Full Text: DOI OpenURL
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDF BibTeX XML Cite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI OpenURL
Boonta, Soontorn; Boonthiem, Somchit An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company. (English) Zbl 1442.91081 J. Appl. Math. 2019, Article ID 2191509, 9 p. (2019). MSC: 91G05 60K05 PDF BibTeX XML Cite \textit{S. Boonta} and \textit{S. Boonthiem}, J. Appl. Math. 2019, Article ID 2191509, 9 p. (2019; Zbl 1442.91081) Full Text: DOI OpenURL
Ramsden, Lewis; Papaioannou, Apostolos D. Ruin probabilities under capital constraints. (English) Zbl 1425.91232 Insur. Math. Econ. 88, 273-282 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Ramsden} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 88, 273--282 (2019; Zbl 1425.91232) Full Text: DOI Link OpenURL
Oishi, Atsunobu; Shiraishi, Hiroshi Nonparametric estimation for optimal dividend barrier. (Nonparametric estimation for optimal dividend varrier.) (Japanese. English summary) Zbl 07387548 J. Jpn. Stat. Soc., Jpn. Issue 48, No. 1, 1-28 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Oishi} and \textit{H. Shiraishi}, J. Jpn. Stat. Soc., Jpn. Issue 48, No. 1, 1--28 (2018; Zbl 07387548) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv OpenURL
Shiraishi, Hiroshi; Lu, Zudi Semiparametric estimation in the optimal dividend barrier for the classical risk model. (English) Zbl 1418.91257 Scand. Actuar. J. 2018, No. 9, 845-862 (2018). MSC: 91B30 62P05 91G50 PDF BibTeX XML Cite \textit{H. Shiraishi} and \textit{Z. Lu}, Scand. Actuar. J. 2018, No. 9, 845--862 (2018; Zbl 1418.91257) Full Text: DOI Link OpenURL
Vidmar, Matija Ruin under stochastic dependence between premium and claim arrivals. (English) Zbl 1416.91223 Scand. Actuar. J. 2018, No. 6, 505-513 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv OpenURL
Zhou, Ming; Dhaene, Jan; Yao, Jing An approximation method for risk aggregations and capital allocation rules based on additive risk factor models. (English) Zbl 1401.91218 Insur. Math. Econ. 79, 92-100 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Zhou} et al., Insur. Math. Econ. 79, 92--100 (2018; Zbl 1401.91218) Full Text: DOI OpenURL
Tamturk, Muhsin; Utev, Sergey Ruin probability via quantum mechanics approach. (English) Zbl 1401.91197 Insur. Math. Econ. 79, 69-74 (2018). MSC: 91B30 91B80 91G60 65C99 PDF BibTeX XML Cite \textit{M. Tamturk} and \textit{S. Utev}, Insur. Math. Econ. 79, 69--74 (2018; Zbl 1401.91197) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{P.-O. Goffard} and \textit{C. Lefèvre}, Insur. Math. Econ. 78, 44--52 (2018; Zbl 1398.91329) Full Text: DOI HAL OpenURL
Karageyik, Başak Bulut; Şahin, Şule Optimal lower barrier on modified surplus process. (English) Zbl 07192015 J. Stat. Comput. Simulation 87, No. 8, 1520-1540 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{B. B. Karageyik} and \textit{Ş. Şahin}, J. Stat. Comput. Simulation 87, No. 8, 1520--1540 (2017; Zbl 07192015) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv OpenURL
Shanahan, Brett; Fard, Farzad Alavi; van der Hoek, John Pricing participating policies under the Meixner process and stochastic volatility. (English) Zbl 1402.91214 Scand. Actuar. J. 2017, No. 7, 559-583 (2017). MSC: 91B30 60G51 60G44 60J65 PDF BibTeX XML Cite \textit{B. Shanahan} et al., Scand. Actuar. J. 2017, No. 7, 559--583 (2017; Zbl 1402.91214) Full Text: DOI OpenURL
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI OpenURL
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI OpenURL
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. Ruin problems in the generalized Erlang(\(n\)) risk model. (English) Zbl 1415.91151 Eur. Actuar. J. 6, No. 1, 257-275 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. Egídio dos Reis}, Eur. Actuar. J. 6, No. 1, 257--275 (2016; Zbl 1415.91151) Full Text: DOI OpenURL
Mnatsakanov, Robert M.; Sarkisian, Khachatur; Hakobyan, Artak Approximation of the ruin probability using the scaled Laplace transform inversion. (English) Zbl 1410.62026 Appl. Math. Comput. 268, 717-727 (2015). MSC: 62E17 44A10 60E10 91B30 PDF BibTeX XML Cite \textit{R. M. Mnatsakanov} et al., Appl. Math. Comput. 268, 717--727 (2015; Zbl 1410.62026) Full Text: DOI Link OpenURL
Wüthrich, Mario V. From ruin theory to solvency in non-life insurance. (English) Zbl 1401.91202 Scand. Actuar. J. 2015, No. 6, 516-526 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{M. V. Wüthrich}, Scand. Actuar. J. 2015, No. 6, 516--526 (2015; Zbl 1401.91202) Full Text: DOI OpenURL
Bergel, Agnieszka I.; Dos Reis, Alfredo D. Egídio Further developments in the Erlang(n) risk process. (English) Zbl 1398.91310 Scand. Actuar. J. 2015, No. 1, 32-48 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. E. Dos Reis}, Scand. Actuar. J. 2015, No. 1, 32--48 (2015; Zbl 1398.91310) Full Text: DOI Link OpenURL
Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. (English) Zbl 1390.91207 ASTIN Bull. 45, No. 2, 421-443 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{A. M. Raducan} et al., ASTIN Bull. 45, No. 2, 421--443 (2015; Zbl 1390.91207) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Grigutis} et al., Mod. Stoch., Theory Appl. 2, No. 4, 421--441 (2015; Zbl 1349.91137) Full Text: DOI arXiv OpenURL
Damarackas, Julius; Šiaulys, Jonas A note on the net profit condition for discrete and classical risk models. (English) Zbl 1403.91193 Lith. Math. J. 55, No. 4, 465-473 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J20 60K30 60G50 PDF BibTeX XML Cite \textit{J. Damarackas} and \textit{J. Šiaulys}, Lith. Math. J. 55, No. 4, 465--473 (2015; Zbl 1403.91193) Full Text: DOI OpenURL
Wang, Shanshan; An, Chuangji; Zhang, Chunsheng Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English) Zbl 1345.60081 Front. Math. China 10, No. 2, 377-393 (2015). MSC: 60J20 60J05 91B30 PDF BibTeX XML Cite \textit{S. Wang} et al., Front. Math. China 10, No. 2, 377--393 (2015; Zbl 1345.60081) Full Text: DOI OpenURL
Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S. Discrete Schur-constant models. (English) Zbl 1327.60038 J. Multivariate Anal. 140, 343-362 (2015). MSC: 60E05 91B30 PDF BibTeX XML Cite \textit{A. Castañer} et al., J. Multivariate Anal. 140, 343--362 (2015; Zbl 1327.60038) Full Text: DOI OpenURL
Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. (English) Zbl 1329.91068 Eur. Actuar. J. 5, No. 1, 139-163 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Kreer} et al., Eur. Actuar. J. 5, No. 1, 139--163 (2015; Zbl 1329.91068) Full Text: DOI OpenURL
Chau, K. W.; Yam, S. C. P.; Yang, H. Fourier-cosine method for ruin probabilities. (English) Zbl 1305.91163 J. Comput. Appl. Math. 281, 94-106 (2015). MSC: 91B30 42A10 60E10 62P05 91G20 PDF BibTeX XML Cite \textit{K. W. Chau} et al., J. Comput. Appl. Math. 281, 94--106 (2015; Zbl 1305.91163) Full Text: DOI OpenURL
Damarackas, Julius; Šiaulys, Jonas Bi-seasonal discrete time risk model. (English) Zbl 1338.91076 Appl. Math. Comput. 247, 930-940 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Damarackas} and \textit{J. Šiaulys}, Appl. Math. Comput. 247, 930--940 (2014; Zbl 1338.91076) Full Text: DOI OpenURL
Pratsiovytyi, Mykola; Drozdenko, Vitaliy Characterization theorems for customer equivalent utility insurance premium calculation principle. (English) Zbl 1329.91074 Eur. Actuar. J. 4, No. 2, 437-451 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Pratsiovytyi} and \textit{V. Drozdenko}, Eur. Actuar. J. 4, No. 2, 437--451 (2014; Zbl 1329.91074) Full Text: DOI OpenURL
Silvestrov, Dmitrii Improved asymptotics for ruin probabilities. (English) Zbl 1325.60145 Silvestrov, Dmitrii (ed.) et al., Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11–14, 2013. Cham: Springer (ISBN 978-3-319-06652-3/pbk; 978-3-319-06653-0/ebook). EAA Series, 37-68 (2014). MSC: 60K10 60J75 91B30 PDF BibTeX XML Cite \textit{D. Silvestrov}, in: Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013. Cham: Springer. 37--68 (2014; Zbl 1325.60145) Full Text: DOI OpenURL
Panning, William H. Managing the invisible: identifying value-maximizing combinations of risk and capital. (English) Zbl 1412.91053 N. Am. Actuar. J. 17, No. 1, 13-28 (2013). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{W. H. Panning}, N. Am. Actuar. J. 17, No. 1, 13--28 (2013; Zbl 1412.91053) Full Text: DOI OpenURL
Albrecher, Hansjörg; Lautscham, Volkmar From ruin to bankruptcy for compound Poisson surplus processes. (English) Zbl 1283.91084 Astin Bull. 43, No. 2, 213-243 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{V. Lautscham}, ASTIN Bull. 43, No. 2, 213--243 (2013; Zbl 1283.91084) Full Text: DOI Link OpenURL
Li, Shuanming; Sendova, Kristina P. The finite-time ruin probability under the compound binomial risk model. (English) Zbl 1277.91090 Eur. Actuar. J. 3, No. 1, 249-271 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{S. Li} and \textit{K. P. Sendova}, Eur. Actuar. J. 3, No. 1, 249--271 (2013; Zbl 1277.91090) Full Text: DOI Link OpenURL
Das, S.; Kratz, M. Alarm system for insurance companies: a strategy for capital allocation. (English) Zbl 1284.91223 Insur. Math. Econ. 51, No. 1, 53-65 (2012). MSC: 91B30 60K30 PDF BibTeX XML Cite \textit{S. Das} and \textit{M. Kratz}, Insur. Math. Econ. 51, No. 1, 53--65 (2012; Zbl 1284.91223) Full Text: DOI arXiv OpenURL
Castañer, Anna; Claramunt, M. Mercè; Mármol, Maite Ruin probability and time of ruin with a proportional reinsurance threshold strategy. (English) Zbl 1284.91211 Top 20, No. 3, 614-638 (2012). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{A. Castañer} et al., Top 20, No. 3, 614--638 (2012; Zbl 1284.91211) Full Text: DOI Link OpenURL
Dickson, David C. M. The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. (English) Zbl 1237.91125 Insur. Math. Econ. 50, No. 3, 334-337 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 50, No. 3, 334--337 (2012; Zbl 1237.91125) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. (English) Zbl 1232.93100 J. Appl. Math. Comput. 36, No. 1-2, 11-25 (2011). MSC: 93E20 91B30 49L25 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Appl. Math. Comput. 36, No. 1--2, 11--25 (2011; Zbl 1232.93100) Full Text: DOI OpenURL
Bøgsted, Martin; Pitts, Susan M. Decompounding random sums: a nonparametric approach. (English) Zbl 1432.60049 Ann. Inst. Stat. Math. 62, No. 5, 855-872 (2010). MSC: 60G50 60E10 60F17 62G05 62G20 PDF BibTeX XML Cite \textit{M. Bøgsted} and \textit{S. M. Pitts}, Ann. Inst. Stat. Math. 62, No. 5, 855--872 (2010; Zbl 1432.60049) Full Text: DOI Link OpenURL
García, V. J.; Gómez-Déniz, E.; Vázquez-Polo, F. J. A new skew generalization of the normal distribution: properties and applications. (English) Zbl 1284.62106 Comput. Stat. Data Anal. 54, No. 8, 2021-2034 (2010). MSC: 62E15 PDF BibTeX XML Cite \textit{V. J. García} et al., Comput. Stat. Data Anal. 54, No. 8, 2021--2034 (2010; Zbl 1284.62106) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk. (English) Zbl 1211.91150 ANZIAM J. 51, No. 4, 449-463 (2010). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, ANZIAM J. 51, No. 4, 449--463 (2010; Zbl 1211.91150) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. (English) Zbl 1224.91071 Scand. Actuar. J. 2010, No. 2, 136-147 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 2, 136--147 (2010; Zbl 1224.91071) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. Blaževičius} et al., Lith. Math. J. 50, No. 3, 260--270 (2010; Zbl 1203.91111) Full Text: DOI OpenURL
Wu, Xueyuan; Li, Shuanming Matrix-form recursions for a family of compound distributions. (English) Zbl 1190.91077 Astin Bull. 40, No. 1, 351-368 (2010). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{X. Wu} and \textit{S. Li}, ASTIN Bull. 40, No. 1, 351--368 (2010; Zbl 1190.91077) Full Text: DOI OpenURL
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDF BibTeX XML Cite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) Full Text: DOI OpenURL
Karapetyan, N. V. Dividend optimization under the gamma-distribution of claims. (English. Russian original) Zbl 1304.91117 Mosc. Univ. Math. Bull. 64, No. 5, 219-221 (2009); translation from Vest. Mosk. Univ. Mat. Mekh. 64, No. 5, 57-60 (2009). MSC: 91B30 91G70 91G80 PDF BibTeX XML Cite \textit{N. V. Karapetyan}, Mosc. Univ. Math. Bull. 64, No. 5, 219--221 (2009; Zbl 1304.91117); translation from Vest. Mosk. Univ. Mat. Mekh. 64, No. 5, 57--60 (2009) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{S. Loisel}, Methodol. Comput. Appl. Probab. 11, No. 3, 425--441 (2009; Zbl 1170.91414) Full Text: DOI HAL OpenURL
Marceau, Etienne On the discrete-time compound renewal risk model with dependence. (English) Zbl 1167.91013 Insur. Math. Econ. 44, No. 2, 245-259 (2009). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60E05 91B70 PDF BibTeX XML Cite \textit{E. Marceau}, Insur. Math. Econ. 44, No. 2, 245--259 (2009; Zbl 1167.91013) Full Text: DOI OpenURL
Cheung, Eric C. K.; Drekic, Steve Dividend moments in the dual risk model exact and approximate approaches. (English) Zbl 1256.91026 Astin Bull. 38, No. 2, 399-422 (2008). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{S. Drekic}, ASTIN Bull. 38, No. 2, 399--422 (2008; Zbl 1256.91026) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel Methods for estimating the optimal dividend barrier and the probability of ruin. (English) Zbl 1141.91513 Insur. Math. Econ. 42, No. 1, 243-254 (2008). MSC: 91B30 91G50 60G40 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Insur. Math. Econ. 42, No. 1, 243--254 (2008; Zbl 1141.91513) Full Text: DOI OpenURL
Alfa, Attahiru Sule; Drekic, Steve Algorithmic analysis of the Sparre Andersen model in discrete time. (English) Zbl 1154.62076 Astin Bull. 37, No. 2, 293-317 (2007). MSC: 62P05 60J20 65C60 91B30 PDF BibTeX XML Cite \textit{A. S. Alfa} and \textit{S. Drekic}, ASTIN Bull. 37, No. 2, 293--317 (2007; Zbl 1154.62076) Full Text: DOI OpenURL
Xiao, Yuntao; Guo, Junyi The compound binomial risk model with time-correlated claims. (English) Zbl 1119.91059 Insur. Math. Econ. 41, No. 1, 124-133 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Xiao} and \textit{J. Guo}, Insur. Math. Econ. 41, No. 1, 124--133 (2007; Zbl 1119.91059) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel Maximizing dividends without bankruptcy. (English) Zbl 1162.91375 Astin Bull. 36, No. 1, 5-23 (2006). MSC: 91G50 91B30 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., ASTIN Bull. 36, No. 1, 5--23 (2006; Zbl 1162.91375) Full Text: DOI OpenURL
Zhou, Ming; Wei, Li; Guo, Junyi Some results behind dividend problems. (English) Zbl 1151.91061 Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 681-686 (2006). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 22, No. 4, 681--686 (2006; Zbl 1151.91061) Full Text: DOI OpenURL