Brockett, Patrick L.; Witt, Robert C.; Golany, Boaz; Sipra, Naim; Xia, Xiaohua Statistical tests of stochastic process models used in the financial theory of insurance companies. (English) Zbl 0853.62077 Insur. Math. Econ. 18, No. 1, 73-79 (1996). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{P. L. Brockett} et al., Insur. Math. Econ. 18, No. 1, 73--79 (1996; Zbl 0853.62077) Full Text: DOI
Rhiel, Raimund A general model in risk theory. An application of modern martingale theory. I: Theoretic foundations. (English) Zbl 0646.62093 Bl., Dtsch. Ges. Versicherungsmath. 17, 401-428 (1986). MSC: 62P05 60G44 PDFBibTeX XMLCite \textit{R. Rhiel}, Bl., Dtsch. Ges. Versicherungsmath. 17, 401--428 (1986; Zbl 0646.62093) Full Text: DOI
Moriconi, Franco The submartingale assumption in risk theory. (English) Zbl 0611.62130 Insur. Math. Econ. 5, 295-303 (1986). Reviewer: A.Reich MSC: 62P05 60G42 PDFBibTeX XMLCite \textit{F. Moriconi}, Insur. Math. Econ. 5, 295--303 (1986; Zbl 0611.62130) Full Text: DOI
Janssen, J.; de Dominicis, R. Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects. (English) Zbl 0546.60087 Insur. Math. Econ. 3, 157-165 (1984). Reviewer: M.Iosifescu MSC: 60K15 PDFBibTeX XMLCite \textit{J. Janssen} and \textit{R. de Dominicis}, Insur. Math. Econ. 3, 157--165 (1984; Zbl 0546.60087) Full Text: DOI
Wikstad, Nils A numerical comment on an upper bound for ruin probabilities. (English) Zbl 0507.62090 Scand. Actuarial J. 1983, 46 (1983). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{N. Wikstad}, Scand. Actuarial J. 1983, 46 (1983; Zbl 0507.62090) Full Text: DOI
Thorin, Olof Probabilities of ruin. (English) Zbl 0518.62084 Scand. Actuarial J. 1982, 65-102 (1982). MSC: 62P05 60K20 45E10 PDFBibTeX XMLCite \textit{O. Thorin}, Scand. Actuarial J. 1982, 65--102 (1982; Zbl 0518.62084) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Upper bounds for ruin probabilities in a new general risk model, by the martingales method. (English) Zbl 0499.62092 J. Comput. Appl. Math. 8, 121-126 (1982). MSC: 62P05 60G42 60G55 60G50 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 8, 121--126 (1982; Zbl 0499.62092) Full Text: DOI