Xiang, Xuyan; Fu, Haiqin; Zhou, Jieming; Deng, Yingchun; Yang, Xiangqun Taboo rate and hitting time distribution of continuous-time reversible Markov chains. (English) Zbl 1455.60103 Stat. Probab. Lett. 169, Article ID 108969, 9 p. (2021). MSC: 60J27 PDF BibTeX XML Cite \textit{X. Xiang} et al., Stat. Probab. Lett. 169, Article ID 108969, 9 p. (2021; Zbl 1455.60103) Full Text: DOI OpenURL
Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei Ruin probabilities in classical risk models with gamma claims. (English) Zbl 1416.91166 Scand. Actuar. J. 2018, No. 7, 555-575 (2018). MSC: 91B30 44A10 33E12 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2018, No. 7, 555--575 (2018; Zbl 1416.91166) Full Text: DOI OpenURL
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio On dividends in the phase-type dual risk model. (English) Zbl 1402.91185 Scand. Actuar. J. 2017, No. 9, 761-784 (2017). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{A. I. Bergel} et al., Scand. Actuar. J. 2017, No. 9, 761--784 (2017; Zbl 1402.91185) Full Text: DOI OpenURL
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv OpenURL
Yuen, Kam Chuen; Chen, Mi; Wat, Kam Pui On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. (English) Zbl 1354.91081 J. Comput. Appl. Math. 311, 239-251 (2017). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., J. Comput. Appl. Math. 311, 239--251 (2017; Zbl 1354.91081) Full Text: DOI OpenURL
Liu, Chaolin; Zhang, Zhimin; Yang, Hu A note on a discrete time MAP risk model. (English) Zbl 1410.91276 J. Comput. Appl. Math. 309, 111-121 (2017). MSC: 91B30 60J20 60J60 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Comput. Appl. Math. 309, 111--121 (2017; Zbl 1410.91276) Full Text: DOI OpenURL
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On the evaluation of finite-time ruin probabilities in a dependent risk model. (English) Zbl 1410.60044 Appl. Math. Comput. 275, 268-286 (2016). MSC: 60G40 91B30 91G70 91G60 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Appl. Math. Comput. 275, 268--286 (2016; Zbl 1410.60044) Full Text: DOI Link 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
Wang, Guanqing; Wang, Guojing; Yang, Hailiang On a multi-dimensional risk model with regime switching. (English) Zbl 1369.91099 Insur. Math. Econ. 68, 73-83 (2016). MSC: 91B30 60J27 62P05 PDF BibTeX XML Cite \textit{G. Wang} et al., Insur. Math. Econ. 68, 73--83 (2016; Zbl 1369.91099) Full Text: DOI Link OpenURL
Zhang, Zhimin; Cheung, Eric C. K. The Markov additive risk process under an Erlangized dividend barrier strategy. (English) Zbl 1338.91081 Methodol. Comput. Appl. Probab. 18, No. 2, 275-306 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, Methodol. Comput. Appl. Probab. 18, No. 2, 275--306 (2016; Zbl 1338.91081) Full Text: DOI Link OpenURL
Dong, Hua; Zhao, Xianghua Total duration of negative surplus for an MAP risk model. (English) Zbl 1349.91133 Appl. Math., Ser. B (Engl. Ed.) 30, No. 4, 397-406 (2015). MSC: 91B30 60K25 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X. Zhao}, Appl. Math., Ser. B (Engl. Ed.) 30, No. 4, 397--406 (2015; Zbl 1349.91133) Full Text: DOI OpenURL
Zhou, Zhongbao; Xiao, Helu; Deng, Yingchun Markov-dependent risk model with multi-layer dividend strategy. (English) Zbl 1338.91082 Appl. Math. Comput. 252, 273-286 (2015). MSC: 91B30 45J05 60K10 62M05 PDF BibTeX XML Cite \textit{Z. Zhou} et al., Appl. Math. Comput. 252, 273--286 (2015; Zbl 1338.91082) Full Text: DOI OpenURL
Peng, Xingchun; Wang, Wenyuan; Hu, Yijun On the Markov-dependent risk model with tax. (English) Zbl 1340.91052 Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187-196 (2015). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{X. Peng} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 2, 187--196 (2015; Zbl 1340.91052) Full Text: DOI OpenURL
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Some ruin problems for the MAP risk model. (English) Zbl 1348.91163 Insur. Math. Econ. 65, 1-8 (2015). MSC: 91B30 60K25 62P05 PDF BibTeX XML Cite \textit{J. Li} et al., Insur. Math. Econ. 65, 1--8 (2015; Zbl 1348.91163) Full Text: DOI OpenURL
Hao, Yuan-yuan; Yang, Hu A ruin model with compound Poisson income and dependence between claim sizes and claim intervals. (English) Zbl 1319.91096 Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445-452 (2015). MSC: 91B30 60J25 PDF BibTeX XML Cite \textit{Y.-y. Hao} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 2, 445--452 (2015; Zbl 1319.91096) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang Occupation times in the MAP risk model. (English) Zbl 1308.91087 Insur. Math. Econ. 60, 75-82 (2015). MSC: 91B30 60J28 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{T. Shi}, Insur. Math. Econ. 60, 75--82 (2015; Zbl 1308.91087) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI OpenURL
Chen, Mi; Yuen, Kam Chuen; Guo, Junyi Survival probabilities in a discrete semi-Markov risk model. (English) Zbl 1410.91260 Appl. Math. Comput. 232, 205-215 (2014). MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{M. Chen} et al., Appl. Math. Comput. 232, 205--215 (2014; Zbl 1410.91260) Full Text: DOI OpenURL
Liu, Luyin; Cheung, Eric C. K. On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. (English) Zbl 1338.60219 Appl. Math. Comput. 247, 1183-1201 (2014). MSC: 60K15 91B30 PDF BibTeX XML Cite \textit{L. Liu} and \textit{E. C. K. Cheung}, Appl. Math. Comput. 247, 1183--1201 (2014; Zbl 1338.60219) Full Text: DOI OpenURL
Mo, Xiao Yun; Yang, Xiang Qun Criterion of semi-Markov dependent risk model. (English) Zbl 1312.60107 Acta Math. Sin., Engl. Ser. 30, No. 7, 1273-1280 (2014). MSC: 60K15 60J20 62P05 91B30 91B70 PDF BibTeX XML Cite \textit{X. Y. Mo} and \textit{X. Q. Yang}, Acta Math. Sin., Engl. Ser. 30, No. 7, 1273--1280 (2014; Zbl 1312.60107) Full Text: DOI OpenURL
Badila, E. S.; Boxma, O. J.; Resing, J. A. C. Queues and risk processes with dependencies. (English) Zbl 1306.60132 Stoch. Models 30, No. 3, 390-419 (2014). MSC: 60K25 60E15 91B30 PDF BibTeX XML Cite \textit{E. S. Badila} et al., Stoch. Models 30, No. 3, 390--419 (2014; Zbl 1306.60132) Full Text: DOI arXiv OpenURL
Chen, Mi; Guo, Junyi; Wu, Xueyuan Expected discounted dividends in a discrete semi-Markov risk model. (English) Zbl 1293.91093 J. Comput. Appl. Math. 266, 1-17 (2014). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{M. Chen} et al., J. Comput. Appl. Math. 266, 1--17 (2014; Zbl 1293.91093) Full Text: DOI OpenURL
Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs On simple ruin expressions in dependent Sparre Andersen risk models. (English) Zbl 1286.91063 J. Appl. Probab. 51, No. 1, 293-296 (2014). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 51, No. 1, 293--296 (2014; Zbl 1286.91063) Full Text: DOI Euclid OpenURL
Cheng, Jianhua; Wang, Dehui On a perturbed MAP risk model under a threshold dividend strategy. (English) Zbl 1294.91074 J. Korean Stat. Soc. 42, No. 4, 543-564 (2013). MSC: 91B30 60K20 60F10 PDF BibTeX XML Cite \textit{J. Cheng} and \textit{D. Wang}, J. Korean Stat. Soc. 42, No. 4, 543--564 (2013; Zbl 1294.91074) Full Text: DOI OpenURL
Cheung, Eric C. K.; Feng, Runhuan A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English) Zbl 1284.91214 Insur. Math. Econ. 53, No. 1, 98-109 (2013). MSC: 91B30 60K10 60J28 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Insur. Math. Econ. 53, No. 1, 98--109 (2013; Zbl 1284.91214) Full Text: DOI Link OpenURL
Ren, Jiandong A risk model based on Markov chains with marked transitions. (English) Zbl 1270.60081 Stoch. Models 29, No. 2, 258-272 (2013). MSC: 60J27 60G17 91B30 PDF BibTeX XML Cite \textit{J. Ren}, Stoch. Models 29, No. 2, 258--272 (2013; Zbl 1270.60081) Full Text: DOI OpenURL
Jiang, Wu-Yuan; Yang, Zhou-Jun The phase-type risk model perturbed by diffusion under a threshold dividend strategy. (English) Zbl 1266.91035 Acta Math. Appl. Sin., Engl. Ser. 29, No. 1, 215-224 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W.-Y. Jiang} and \textit{Z.-J. Yang}, Acta Math. Appl. Sin., Engl. Ser. 29, No. 1, 215--224 (2013; Zbl 1266.91035) Full Text: DOI OpenURL
Zou, Wei; Xie, Jie-hua On the Gerber-Shiu discounted penalty function in a risk model with delayed claims. (English) Zbl 1296.91172 J. Korean Stat. Soc. 41, No. 3, 387-397 (2012). MSC: 91B30 60J65 60K10 62P05 PDF BibTeX XML Cite \textit{W. Zou} and \textit{J.-h. Xie}, J. Korean Stat. Soc. 41, No. 3, 387--397 (2012; Zbl 1296.91172) Full Text: DOI OpenURL
Ji, Lanpeng; Zhang, Chunsheng Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. (English) Zbl 1286.91067 Appl. Stoch. Models Bus. Ind. 28, No. 1, 73-90 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{L. Ji} and \textit{C. Zhang}, Appl. Stoch. Models Bus. Ind. 28, No. 1, 73--90 (2012; Zbl 1286.91067) Full Text: DOI OpenURL
Ren, Jiandong A multivariate aggregate loss model. (English) Zbl 1284.91267 Insur. Math. Econ. 51, No. 2, 402-408 (2012). MSC: 91B30 60K30 PDF BibTeX XML Cite \textit{J. Ren}, Insur. Math. Econ. 51, No. 2, 402--408 (2012; Zbl 1284.91267) Full Text: DOI OpenURL
Dong, Hua; Liu, Zaiming On a risk model with Markovian arrivals and tax. (English) Zbl 1265.91082 Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 150-158 (2012). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 150--158 (2012; Zbl 1265.91082) Full Text: DOI OpenURL
Jacobsen, Martin The time to ruin in some additive risk models with random premium rates. (English) Zbl 1264.60067 J. Appl. Probab. 49, No. 4, 915-938 (2012). Reviewer: Klaus Schürger (Bonn) MSC: 60K20 60G40 60G44 60J35 91B30 PDF BibTeX XML Cite \textit{M. Jacobsen}, J. Appl. Probab. 49, No. 4, 915--938 (2012; Zbl 1264.60067) Full Text: DOI Euclid OpenURL
Ignatov, Zvetan G.; Kaishev, Vladimir K. Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English) Zbl 1262.91094 Stochastics 84, No. 4, 461-485 (2012). MSC: 91B30 60K30 60K99 PDF BibTeX XML Cite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 84, No. 4, 461--485 (2012; Zbl 1262.91094) Full Text: DOI Link OpenURL
Jiang, Wuyuan; Yang, Zhaojun; Li, Xinping The discounted penalty function with multi-layer dividend strategy in the phase-type risk model. (English) Zbl 1246.91062 Stat. Probab. Lett. 82, No. 7, 1358-1366 (2012). MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{W. Jiang} et al., Stat. Probab. Lett. 82, No. 7, 1358--1366 (2012; Zbl 1246.91062) Full Text: DOI 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
Li, Jinzhu Asymptotics in a time-dependent renewal risk model with stochastic return. (English) Zbl 1230.91076 J. Math. Anal. Appl. 387, No. 2, 1009-1023 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Li}, J. Math. Anal. Appl. 387, No. 2, 1009--1023 (2012; Zbl 1230.91076) Full Text: DOI OpenURL
Wang, Shan Shan; Zhang, Chun Sheng The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English) Zbl 1268.91085 Acta Math. Sin., Engl. Ser. 27, No. 12, 2379-2394 (2011). MSC: 91B30 60G15 60K10 PDF BibTeX XML Cite \textit{S. S. Wang} and \textit{C. S. Zhang}, Acta Math. Sin., Engl. Ser. 27, No. 12, 2379--2394 (2011; Zbl 1268.91085) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. On a generalization of the risk model with Markovian claim arrivals. (English) Zbl 1237.91124 Stoch. Models 27, No. 3, 407-430 (2011). MSC: 91B30 60K15 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Stoch. Models 27, No. 3, 407--430 (2011; Zbl 1237.91124) Full Text: DOI Link OpenURL
Yang, Hu; Zhang, Zhimin When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (English) Zbl 1294.91081 J. Korean Stat. Soc. 39, No. 2, 207-219 (2010). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Korean Stat. Soc. 39, No. 2, 207--219 (2010; Zbl 1294.91081) Full Text: DOI OpenURL
Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, Gottlieb; Regensburger, Georg; Rosenkranz, Markus An algebraic operator approach to the analysis of Gerber-Shiu functions. (English) Zbl 1231.91135 Insur. Math. Econ. 46, No. 1, 42-51 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 46, No. 1, 42--51 (2010; Zbl 1231.91135) Full Text: DOI OpenURL
Asimit, Alexandru V.; Badescu, Andrei L. Extremes on the discounted aggregate claims in a time dependent risk model. (English) Zbl 1224.91041 Scand. Actuar. J. 2010, No. 2, 93-104 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. V. Asimit} and \textit{A. L. Badescu}, Scand. Actuar. J. 2010, No. 2, 93--104 (2010; Zbl 1224.91041) Full Text: DOI Link OpenURL
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI OpenURL
Song, Min; Meng, Qingbin; Wu, Rong; Ren, Jiandong The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times. (English) Zbl 1202.91129 Appl. Math. Comput. 216, No. 2, 523-531 (2010). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{M. Song} et al., Appl. Math. Comput. 216, No. 2, 523--531 (2010; Zbl 1202.91129) Full Text: DOI OpenURL
Ji, Lanpeng; Zhang, Chunsheng The Gerber-Shiu penalty functions for two classes of renewal risk processes. (English) Zbl 1222.91024 J. Comput. Appl. Math. 233, No. 10, 2575-2589 (2010). MSC: 91B30 60J27 PDF BibTeX XML Cite \textit{L. Ji} and \textit{C. Zhang}, J. Comput. Appl. Math. 233, No. 10, 2575--2589 (2010; Zbl 1222.91024) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David Analysis of a generalized penalty function in a semi-Markovian risk model. (English) Zbl 1483.91182 N. Am. Actuar. J. 13, No. 4, 497-513 (2009). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, N. Am. Actuar. J. 13, No. 4, 497--513 (2009; Zbl 1483.91182) Full Text: DOI OpenURL
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI OpenURL
Feng, Runhuan On the total operating costs up to default in a renewal risk model. (English) Zbl 1231.91183 Insur. Math. Econ. 45, No. 2, 305-314 (2009). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{R. Feng}, Insur. Math. Econ. 45, No. 2, 305--314 (2009; Zbl 1231.91183) Full Text: DOI OpenURL
Luo, Kui; Wang, Guangming; Hu, Yijun Cox risk model with correlated classes of business. (English) Zbl 1212.91042 Wuhan Univ. J. Nat. Sci. 14, No. 5, 378-382 (2009). MSC: 91B30 62P05 60G46 PDF BibTeX XML Cite \textit{K. Luo} et al., Wuhan Univ. J. Nat. Sci. 14, No. 5, 378--382 (2009; Zbl 1212.91042) Full Text: DOI OpenURL
Zhang, Zhimin; Li, Shuanming; Yang, Hu The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. (English) Zbl 1232.91356 J. Comput. Appl. Math. 230, No. 2, 643-655 (2009). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., J. Comput. Appl. Math. 230, No. 2, 643--655 (2009; Zbl 1232.91356) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David Perturbed MAP risk models with dividend barrier strategies. (English) Zbl 1180.60071 J. Appl. Probab. 46, No. 2, 521-541 (2009). Reviewer: A. Świerniak (Gliwice) MSC: 60J75 60J25 60J60 91B30 91B70 60J27 91B26 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, J. Appl. Probab. 46, No. 2, 521--541 (2009; Zbl 1180.60071) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi The distribution of total dividend payments in a Sparre Andersen model. (English) Zbl 1160.62359 Stat. Probab. Lett. 79, No. 9, 1246-1251 (2009). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Stat. Probab. Lett. 79, No. 9, 1246--1251 (2009; Zbl 1160.62359) Full Text: DOI OpenURL
Lu, Yi; Li, Shuanming The Markovian regime-switching risk model with a threshold dividend strategy. (English) Zbl 1163.91438 Insur. Math. Econ. 44, No. 2, 296-303 (2009). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{S. Li}, Insur. Math. Econ. 44, No. 2, 296--303 (2009; Zbl 1163.91438) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin; Lan, Chunmei Ruin problems in a discrete Markov risk model. (English) Zbl 1153.62084 Stat. Probab. Lett. 79, No. 1, 21-28 (2009). MSC: 62P05 60J20 91B30 PDF BibTeX XML Cite \textit{H. Yang} et al., Stat. Probab. Lett. 79, No. 1, 21--28 (2009; Zbl 1153.62084) Full Text: DOI OpenURL
Li, Shuanming “On the Laplace transform of the aggregate discounted claims with Markovian arrivals”, Jiandong Ren, April 2008. (English) Zbl 1481.91177 N. Am. Actuar. J. 12, No. 4, 443-445 (2008). MSC: 91G05 44A10 PDF BibTeX XML Cite \textit{S. Li}, N. Am. Actuar. J. 12, No. 4, 443--445 (2008; Zbl 1481.91177) Full Text: DOI OpenURL
Li, Shuanming The time of recovery and the maximum severity of ruin in a Sparre Andersen model. (English) Zbl 1481.91176 N. Am. Actuar. J. 12, No. 4, 413-425 (2008). MSC: 91G05 44A10 PDF BibTeX XML Cite \textit{S. Li}, N. Am. Actuar. J. 12, No. 4, 413--425 (2008; Zbl 1481.91176) Full Text: DOI OpenURL
Badescu, Andrei L. “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model”, Jiandong Ren, July 2007. (English) Zbl 1481.91047 N. Am. Actuar. J. 12, No. 2, 210-212 (2008). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{A. L. Badescu}, N. Am. Actuar. J. 12, No. 2, 210--212 (2008; Zbl 1481.91047) Full Text: DOI OpenURL
Ladriault, David On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. (English) Zbl 1199.91084 Appl. Stoch. Models Bus. Ind. 24, No. 6, 525-539 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60J20 PDF BibTeX XML Cite \textit{D. Ladriault}, Appl. Stoch. Models Bus. Ind. 24, No. 6, 525--539 (2008; Zbl 1199.91084) Full Text: DOI OpenURL
Badescu, Andrei; Breuer, Lothar The use of vector-valued martingales in risk theory. (English) Zbl 1184.91107 Bl. DGVFM 29, No. 1, 1-12 (2008). MSC: 91B30 60G44 PDF BibTeX XML Cite \textit{A. Badescu} and \textit{L. Breuer}, Bl. DGVFM 29, No. 1, 1--12 (2008; Zbl 1184.91107) Full Text: DOI OpenURL
Zhang, Xin On the ruin problem in a Markov-modulated risk model. (English) Zbl 1153.91608 Methodol. Comput. Appl. Probab. 10, No. 2, 225-238 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. Zhang}, Methodol. Comput. Appl. Probab. 10, No. 2, 225--238 (2008; Zbl 1153.91608) Full Text: DOI OpenURL
Ren, Jiandong The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model. (English) Zbl 1480.91079 N. Am. Actuar. J. 11, No. 3, 128-136 (2007). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{J. Ren}, N. Am. Actuar. J. 11, No. 3, 128--136 (2007; Zbl 1480.91079) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hartinger, Jürgen A risk model with multilayer dividend strategy. (English) Zbl 1480.91178 N. Am. Actuar. J. 11, No. 2, 43-64 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, N. Am. Actuar. J. 11, No. 2, 43--64 (2007; Zbl 1480.91178) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L. On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. (English) Zbl 1193.60103 Insur. Math. Econ. 41, No. 2, 234-249 (2007). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Ahn} and \textit{A. L. Badescu}, Insur. Math. Econ. 41, No. 2, 234--249 (2007; Zbl 1193.60103) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. (English) Zbl 1124.60067 Queueing Syst. 55, No. 4, 207-222 (2007). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60J25 60K15 60K37 PDF BibTeX XML Cite \textit{S. Ahn} et al., Queueing Syst. 55, No. 4, 207--222 (2007; Zbl 1124.60067) Full Text: DOI OpenURL
Boxma, Onno; Perry, David; Stadje, Wolfgang; Zacks, Shelemyahu A Markovian growth-collapse model. (English) Zbl 1122.60067 Adv. Appl. Probab. 38, No. 1, 221-243 (2006). Reviewer: Hans Daduna (Hamburg) MSC: 60J27 60K30 60J75 60K15 60K20 PDF BibTeX XML Cite \textit{O. Boxma} et al., Adv. Appl. Probab. 38, No. 1, 221--243 (2006; Zbl 1122.60067) Full Text: DOI OpenURL