Tian, Linlin; Bai, Lihua Minimizing ruin probability under the sparre Anderson model. (English) Zbl 07533625 Commun. Stat., Theory Methods 51, No. 6, 1622-1636 (2022). MSC: 49L25 93E20 62-XX PDF BibTeX XML Cite \textit{L. Tian} and \textit{L. Bai}, Commun. Stat., Theory Methods 51, No. 6, 1622--1636 (2022; Zbl 07533625) Full Text: DOI OpenURL
Eberlein, Ernst; Kabanov, Yuri; Schmidt, Thorsten Ruin probabilities for a Sparre Andersen model with investments. (English) Zbl 1480.60117 Stochastic Processes Appl. 144, 72-84 (2022). MSC: 60G51 60G70 91G05 PDF BibTeX XML Cite \textit{E. Eberlein} et al., Stochastic Processes Appl. 144, 72--84 (2022; Zbl 1480.60117) Full Text: DOI arXiv OpenURL
Gordienko, E.; De Chávez, J. Ruiz; Vázquez-Ortega, P. Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes. (English) Zbl 1483.91196 Appl. Math. 48, No. 1, 79-88 (2021). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Appl. Math. 48, No. 1, 79--88 (2021; Zbl 1483.91196) Full Text: DOI OpenURL
Bai, Lihua; Ma, Jin Optimal investment and dividend strategy under renewal risk model. (English) Zbl 1484.91369 SIAM J. Control Optim. 59, No. 6, 4590-4614 (2021). MSC: 91G05 60K10 93E20 35R60 49L25 PDF BibTeX XML Cite \textit{L. Bai} and \textit{J. Ma}, SIAM J. Control Optim. 59, No. 6, 4590--4614 (2021; Zbl 1484.91369) Full Text: DOI OpenURL
Wang, Zijia; Landriault, David; Li, Shu An insurance risk process with a generalized income process: a solvency analysis. (English) Zbl 1466.91272 Insur. Math. Econ. 98, 133-146 (2021). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Z. Wang} et al., Insur. Math. Econ. 98, 133--146 (2021; Zbl 1466.91272) Full Text: DOI OpenURL
Muromskaya, A. A. On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original) Zbl 1461.91256 J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, J. Math. Sci., New York 254, No. 4, 574--581 (2021; Zbl 1461.91256); translation from Fundam. Prikl. Mat. 22, No. 3, 179--189 (2018) Full Text: DOI OpenURL
Cai, Kaida; Shen, Hua; Lu, Xuewen Group variable selection in the Andersen-Gill model for recurrent event data. (English) Zbl 1437.62166 J. Stat. Plann. Inference 207, 99-112 (2020). MSC: 62G20 62J07 62N01 62P10 PDF BibTeX XML Cite \textit{K. Cai} et al., J. Stat. Plann. Inference 207, 99--112 (2020; Zbl 1437.62166) Full Text: DOI OpenURL
Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates. (English) Zbl 1433.91139 Scand. Actuar. J. 2020, No. 2, 128-151 (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Y. Liu} et al., Scand. Actuar. J. 2020, No. 2, 128--151 (2020; Zbl 1433.91139) Full Text: DOI OpenURL
Chen, Yu; Zhang, Qi On the Sparre Andersen dual model perturbed by diffusion. (English) Zbl 1463.91111 J. Univ. Sci. Technol. China 49, No. 9, 689-698 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Q. Zhang}, J. Univ. Sci. Technol. China 49, No. 9, 689--698 (2019; Zbl 1463.91111) Full Text: DOI OpenURL
Wang, Shaofeng; Yin, Chuancun; Shen, Ying An optimal dividend strategy in the discrete Sparre Andersen model when payments are subject to transaction costs. (Chinese. English summary) Zbl 1449.91111 Math. Pract. Theory 49, No. 23, 1-9 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{S. Wang} et al., Math. Pract. Theory 49, No. 23, 1--9 (2019; Zbl 1449.91111) OpenURL
Mountford, Thomas; Valle, Glauco A rate of convergence result for the Frederickson-Andersen model. (English) Zbl 1442.82012 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 617-620 (2019). MSC: 82C20 60K35 PDF BibTeX XML Cite \textit{T. Mountford} and \textit{G. Valle}, Springer Proc. Math. Stat. 282, 617--620 (2019; Zbl 1442.82012) Full Text: DOI OpenURL
Zhang, Wanlu; Yin, Xiaolong; Zhao, Xianghua On the occupation times in a dual delayed Sparre Andersen risk model. (Chinese. English summary) Zbl 1449.60083 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 918-931 (2019). MSC: 60G40 60K05 91G40 PDF BibTeX XML Cite \textit{W. Zhang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 918--931 (2019; Zbl 1449.60083) OpenURL
Cheung, Eric C. K.; Feng, Runhuan Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. (English) Zbl 1411.91271 Scand. Actuar. J. 2019, No. 5, 355-386 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Scand. Actuar. J. 2019, No. 5, 355--386 (2019; Zbl 1411.91271) Full Text: DOI OpenURL
Mountford, Thomas; Valle, Glauco Exponential convergence for the Fredrickson-Andersen one-spin facilitated model. (English) Zbl 1442.60103 J. Theor. Probab. 32, No. 1, 282-302 (2019). MSC: 60K35 60G60 PDF BibTeX XML Cite \textit{T. Mountford} and \textit{G. Valle}, J. Theor. Probab. 32, No. 1, 282--302 (2019; Zbl 1442.60103) Full Text: DOI arXiv OpenURL
Liu, Yang; Liu, Yukun; Li, Pengfei; Qin, Jing Full likelihood inference for abundance from continuous time capture-recapture data. (English) Zbl 1407.62405 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 995-1014 (2018). MSC: 62P10 62P25 62G15 PDF BibTeX XML Cite \textit{Y. Liu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 995--1014 (2018; Zbl 1407.62405) Full Text: DOI OpenURL
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran A threshold-based risk process with a waiting period to pay dividends. (English) Zbl 1412.60064 J. Ind. Manag. Optim. 14, No. 3, 1179-1201 (2018). MSC: 60G50 60K05 91B30 62P05 PDF BibTeX XML Cite \textit{S. Drekic} et al., J. Ind. Manag. Optim. 14, No. 3, 1179--1201 (2018; Zbl 1412.60064) Full Text: DOI OpenURL
Chen, Ge; Chen, Yuanping; Wang, Yijing Optimal control for dividend payments and capital injections in the discrete Sparre Andersen risk model. (Chinese. English summary) Zbl 1413.91036 Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63-66 (2018). MSC: 91B30 60K10 49N90 PDF BibTeX XML Cite \textit{G. Chen} et al., Nat. Sci. J. Xiangtan Univ. 40, No. 1, 63--66 (2018; Zbl 1413.91036) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Deficit distributions at ruin in a regime-switching Sparre Andersen model. (English) Zbl 1398.91327 J. Appl. Anal. 24, No. 1, 99-107 (2018). MSC: 91B30 60J20 60K10 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, J. Appl. Anal. 24, No. 1, 99--107 (2018; Zbl 1398.91327) Full Text: DOI OpenURL
Konstantinides, Dimitrios G. Risk theory. A heavy tail approach. (English) Zbl 1414.91001 Hackensack, NJ: World Scientific (ISBN 978-981-3223-14-1/hbk; 978-981-3223-16-5/ebook). xii, 494 p. (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-02 91B30 91G40 62G32 60K05 60H10 PDF BibTeX XML Cite \textit{D. G. Konstantinides}, Risk theory. A heavy tail approach. Hackensack, NJ: World Scientific (2018; Zbl 1414.91001) Full Text: DOI OpenURL
Bai, Lihua; Ma, Jin; Xing, Xiaojing Optimal dividend and investment problems under Sparre Andersen model. (English) Zbl 1408.91098 Ann. Appl. Probab. 27, No. 6, 3588-3632 (2017). MSC: 91B30 93E20 60K10 90C39 49L25 PDF BibTeX XML Cite \textit{L. Bai} et al., Ann. Appl. Probab. 27, No. 6, 3588--3632 (2017; Zbl 1408.91098) Full Text: DOI arXiv Euclid OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI OpenURL
Butler, Ronald W. Asymptotic expansions and hazard rates for compound and first-passage distributions. (English) Zbl 1407.60048 Bernoulli 23, No. 4B, 3508-3536 (2017). MSC: 60F99 60E07 62G32 62N01 PDF BibTeX XML Cite \textit{R. W. Butler}, Bernoulli 23, No. 4B, 3508--3536 (2017; Zbl 1407.60048) Full Text: DOI Euclid OpenURL
Feng, Changyong; Wang, Hongyue; Zhang, Yun; Han, Yu; Liang, Yuefeng; Tu, Xin M. On testing proportionality in the Cox regression model by Andersen’s plot. (English) Zbl 1372.62050 Commun. Stat., Theory Methods 46, No. 7, 3489-3500 (2017). MSC: 62N05 62A09 62J05 62G10 62P10 PDF BibTeX XML Cite \textit{C. Feng} et al., Commun. Stat., Theory Methods 46, No. 7, 3489--3500 (2017; Zbl 1372.62050) Full Text: DOI OpenURL
Liang, Baosheng; Tong, Xingwei; Zeng, Donglin; Wang, Yuanjia Semiparametric regression analysis of repeated current status data. (English) Zbl 1371.62035 Stat. Sin. 27, No. 3, 1079-1100 (2017). MSC: 62G08 62F12 62E20 62P10 PDF BibTeX XML Cite \textit{B. Liang} et al., Stat. Sin. 27, No. 3, 1079--1100 (2017; Zbl 1371.62035) Full Text: DOI OpenURL
Boutsikas, Michael V.; Politis, Konstadinos Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier. (English) Zbl 1360.60159 Methodol. Comput. Appl. Probab. 19, No. 1, 75-95 (2017). MSC: 60K05 60G40 60K10 60G50 91B30 PDF BibTeX XML Cite \textit{M. V. Boutsikas} and \textit{K. Politis}, Methodol. Comput. Appl. Probab. 19, No. 1, 75--95 (2017; Zbl 1360.60159) Full Text: DOI OpenURL
Lee, Wing Yan; Willmot, Gordon E. The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English) Zbl 1401.91161 Scand. Actuar. J. 2016, No. 6, 550-564 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Scand. Actuar. J. 2016, No. 6, 550--564 (2016; Zbl 1401.91161) Full Text: DOI OpenURL
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI Link OpenURL
Jin, Can; Li, Shuanming; Wu, Xueyuan On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English) Zbl 1371.91094 Insur. Math. Econ. 71, 304-316 (2016). MSC: 91B30 62P05 60G51 60K10 PDF BibTeX XML Cite \textit{C. Jin} et al., Insur. Math. Econ. 71, 304--316 (2016; Zbl 1371.91094) Full Text: DOI Link 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
Bhattacharya, Rabi; Majumdar, Mukul Ruin probabilities in models of resource management and insurance: a synthesis. (English) Zbl 1398.91311 Int. J. Econ. Theory 11, No. 1, 59-74 (2015). MSC: 91B30 91B76 60J20 60K10 PDF BibTeX XML Cite \textit{R. Bhattacharya} and \textit{M. Majumdar}, Int. J. Econ. Theory 11, No. 1, 59--74 (2015; Zbl 1398.91311) 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
Wong, Jeff T. Y.; Cheung, Eric C. K. On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English) Zbl 1348.91189 Insur. Math. Econ. 65, 280-290 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{J. T. Y. Wong} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 65, 280--290 (2015; Zbl 1348.91189) Full Text: DOI Link OpenURL
Sun, Guangkun; Zhang, Shuaiqi; Liu, Guoxin Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang. (English) Zbl 1335.91037 Front. Math. China 10, No. 6, 1433-1447 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{G. Sun} et al., Front. Math. China 10, No. 6, 1433--1447 (2015; Zbl 1335.91037) Full Text: DOI OpenURL
Wang, Wei The perturbed Sparre Andersen model with interest and a threshold dividend strategy. (English) Zbl 1334.60127 Methodol. Comput. Appl. Probab. 17, No. 2, 251-283 (2015). MSC: 60H30 60H10 60J60 60K10 60K05 91B30 35R09 PDF BibTeX XML Cite \textit{W. Wang}, Methodol. Comput. Appl. Probab. 17, No. 2, 251--283 (2015; Zbl 1334.60127) 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
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link OpenURL
Chiu, Sung Nok; Yin, Chuancun On the complete monotonicity of the compound geometric convolution with applications in risk theory. (English) Zbl 1401.91114 Scand. Actuar. J. 2014, No. 2, 116-124 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. Yin}, Scand. Actuar. J. 2014, No. 2, 116--124 (2014; Zbl 1401.91114) Full Text: DOI OpenURL
Liu, Guoxin; Hou, Yingli; Zhang, Jian Ruin probabilities of a continuous-time Sparre Andersen model with inter-claim times distributed as discrete phase-type. (Chinese. English summary) Zbl 1313.91072 J. Hebei Univ. Technol. 43, No. 3, 78-86, 99 (2014). MSC: 91B30 62P05 60J75 PDF BibTeX XML Cite \textit{G. Liu} et al., J. Hebei Univ. Technol. 43, No. 3, 78--86, 99 (2014; Zbl 1313.91072) OpenURL
Malinovskii, Vsevolod K.; Kosova, Ksenia O. Simulation analysis of ruin capital in Sparre Andersen’s model of risk. (English) Zbl 1306.91081 Insur. Math. Econ. 59, 184-193 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii} and \textit{K. O. Kosova}, Insur. Math. Econ. 59, 184--193 (2014; Zbl 1306.91081) Full Text: DOI OpenURL
Pastore, Raffaele; Ciamarra, Massimo Pica; Coniglio, Antonio Pacman percolation and the glass transition. (English) Zbl 1304.82036 Viswanathan, Gandhimohan M. (ed.) et al., Perspectives and challenges in statistical physics and complex systems for the next decade. Hackensack, NJ: World Scientific (ISBN 978-981-4590-13-6/hbk; 978-981-4590-15-0/ebook). 181-195 (2014). MSC: 82B43 82B26 82B80 82B27 82B20 82D30 PDF BibTeX XML Cite \textit{R. Pastore} et al., in: Perspectives and challenges in statistical physics and complex systems for the next decade. Hackensack, NJ: World Scientific. 181--195 (2014; Zbl 1304.82036) Full Text: DOI arXiv Link OpenURL
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI Link OpenURL
Ingel, Katharina; Jahn-Eimermacher, Antje Sample-size calculation and reestimation for a semiparametric analysis of recurrent event data taking robust standard errors into account. (English) Zbl 1441.62378 Biom. J. 56, No. 4, 631-648 (2014). MSC: 62P10 PDF BibTeX XML Cite \textit{K. Ingel} and \textit{A. Jahn-Eimermacher}, Biom. J. 56, No. 4, 631--648 (2014; Zbl 1441.62378) Full Text: DOI OpenURL
Tan, Jiyang; Yuan, Pingtian; Cheng, Yangjin; Li, Ziqiang An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates. (English) Zbl 1291.91127 J. Comput. Appl. Math. 258, 1-16 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., J. Comput. Appl. Math. 258, 1--16 (2014; Zbl 1291.91127) Full Text: DOI OpenURL
Yang, Chen; Sendova, Kristina P. The ruin time under the Sparre Andersen dual model. (English) Zbl 1292.91096 Insur. Math. Econ. 54, 28-40 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Insur. Math. Econ. 54, 28--40 (2014; Zbl 1292.91096) 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
Liu, Chaolin; Zhang, Zhimin A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion. (English) Zbl 1420.91139 Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013). MSC: 91B30 60K10 45J05 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Z. Zhang}, Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013; Zbl 1420.91139) Full Text: DOI OpenURL
Cheung, Eric C. K. Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. (English) Zbl 1304.91095 Insur. Math. Econ. 53, No. 2, 343-354 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 53, No. 2, 343--354 (2013; Zbl 1304.91095) Full Text: DOI OpenURL
Dickson, David C. M.; Li, Shuanming The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. (English) Zbl 1284.91227 Insur. Math. Econ. 52, No. 3, 490-497 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Li}, Insur. Math. Econ. 52, No. 3, 490--497 (2013; Zbl 1284.91227) Full Text: DOI OpenURL
Tan, Jiyang; Deng, Li; Yang, Xiangqun Reinsurance for reset guarantee in the Sparre Andersen model. (English) Zbl 1299.91069 Nat. Sci. J. Xiangtan Univ. 35, No. 2, 1-9 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., Nat. Sci. J. Xiangtan Univ. 35, No. 2, 1--9 (2013; Zbl 1299.91069) OpenURL
Rabehasaina, Landy; Tsai, Cary Chi-Liang Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English) Zbl 1287.91095 Scand. Actuar. J. 2013, No. 3, 187-213 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91B70 60K05 60G51 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI OpenURL
Tan, Ji Yang; Xiao, Lin; Liu, Shao Yue; Yang, Xiang Qun Dividend-reinsurance strategy in the Sparre Andersen model. (English) Zbl 1268.91084 Acta Math. Sin., Engl. Ser. 29, No. 2, 405-416 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{J. Y. Tan} et al., Acta Math. Sin., Engl. Ser. 29, No. 2, 405--416 (2013; Zbl 1268.91084) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI OpenURL
Liang, Zhibin; Guo, Junyi Optimal investment and proportional reinsurance in the Sparre Andersen model. (English) Zbl 1269.93135 J. Syst. Sci. Complex. 25, No. 5, 926-941 (2012). MSC: 93E20 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{J. Guo}, J. Syst. Sci. Complex. 25, No. 5, 926--941 (2012; Zbl 1269.93135) Full Text: DOI OpenURL
Albrecher, Hansjoerg; Constantinescu, Corina; Thomann, Enrique Asymptotic results for renewal risk models with risky investments. (English) Zbl 1250.91055 Stochastic Processes Appl. 122, No. 11, 3767-3789 (2012). MSC: 91B30 60K05 60J75 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Stochastic Processes Appl. 122, No. 11, 3767--3789 (2012; Zbl 1250.91055) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) 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
Hürlimann, Werner Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns. (English) Zbl 1268.91082 Eur. Actuar. J. 1, No. 2, 215-235 (2011). MSC: 91B30 62P05 60H30 PDF BibTeX XML Cite \textit{W. Hürlimann}, Eur. Actuar. J. 1, No. 2, 215--235 (2011; Zbl 1268.91082) Full Text: DOI OpenURL
Drekic, Steve; Mera, Ana Maria Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. (English) Zbl 1245.91043 Methodol. Comput. Appl. Probab. 13, No. 4, 723-747 (2011). MSC: 91B30 60J10 60J22 PDF BibTeX XML Cite \textit{S. Drekic} and \textit{A. M. Mera}, Methodol. Comput. Appl. Probab. 13, No. 4, 723--747 (2011; Zbl 1245.91043) Full Text: DOI OpenURL
Al-Khalidi, Hussein R.; Hong, Yili; Fleming, Thomas R.; Therneau, Terry M. Insights on the robust variance estimator under recurrent-events model. (English) Zbl 1274.62703 Biometrics 67, No. 4, 1564-1572 (2011). MSC: 62P10 PDF BibTeX XML Cite \textit{H. R. Al-Khalidi} et al., Biometrics 67, No. 4, 1564--1572 (2011; Zbl 1274.62703) Full Text: DOI Link OpenURL
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link OpenURL
Schmidli, Hanspeter On the Gerber-Shiu function and change of measure. (English) Zbl 1231.91232 Insur. Math. Econ. 46, No. 1, 3-11 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 46, No. 1, 3--11 (2010; Zbl 1231.91232) Full Text: DOI OpenURL
Sun, Guohong; Zhang, Chunsheng The first time of reaching the given level before ruin in the generalized Erlang (\(n\)) risk model perturbed by diffusion. (English) Zbl 1240.91065 Acta Sci. Nat. Univ. Nankaiensis 43, No. 4, 106-112 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Sun} and \textit{C. Zhang}, Acta Sci. Nat. Univ. Nankaiensis 43, No. 4, 106--112 (2010; Zbl 1240.91065) OpenURL
Orbán-Mihálykó, Éva; Mihálykó, Csaba; Lakatos, Béla G. Application of difference equations in insurance mathematics and process engineering. (English) Zbl 1263.34110 Int. J. Qual. Theory Differ. Equ. Appl. 3, No. 1-2, 115-126 (2009). MSC: 34K25 60G35 34C11 PDF BibTeX XML Cite \textit{É. Orbán-Mihálykó} et al., Int. J. Qual. Theory Differ. Equ. Appl. 3, No. 1--2, 115--126 (2009; Zbl 1263.34110) OpenURL
Ausin, M. Concepcion; Wiper, Michael P.; Lillo, Rosa E. Bayesian estimation of finite time ruin probabilities. (English) Zbl 1224.91042 Appl. Stoch. Models Bus. Ind. 25, No. 6, 787-805 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62F15 62P05 PDF BibTeX XML Cite \textit{M. C. Ausin} et al., Appl. Stoch. Models Bus. Ind. 25, No. 6, 787--805 (2009; Zbl 1224.91042) Full Text: DOI OpenURL
Song, Huijie; Li, Xiangfa; Guo, Pengjiang Bounds for the probability and severity of ruin in the Sparre Andersen model. (Chinese. English summary) Zbl 1199.91098 Pure Appl. Math. 25, No. 2, 408-413 (2009). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{H. Song} et al., Pure Appl. Math. 25, No. 2, 408--413 (2009; Zbl 1199.91098) OpenURL
Li, Shuanming; Lu, Yi; Garrido, José A review of discrete-time risk models. (English) Zbl 1180.62151 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321-337 (2009). MSC: 62P05 91B30 60J20 60K99 PDF BibTeX XML Cite \textit{S. Li} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321--337 (2009; Zbl 1180.62151) Full Text: DOI EuDML OpenURL
Yang, Hu; Zhang, Zhimin On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. (English) Zbl 1173.91408 J. Comput. Appl. Math. 232, No. 2, 612-624 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, J. Comput. Appl. Math. 232, No. 2, 612--624 (2009; Zbl 1173.91408) Full Text: DOI OpenURL
Yang, Wenquan; Hu, Yijun Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier. (English) Zbl 1166.60029 Stat. Probab. Lett. 79, No. 1, 63-69 (2009). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60G51 62P05 65C05 91B30 PDF BibTeX XML Cite \textit{W. Yang} and \textit{Y. Hu}, Stat. Probab. Lett. 79, No. 1, 63--69 (2009; Zbl 1166.60029) Full Text: DOI OpenURL
Brito, Margarida; Moreira Freitas, Ana Cristina Edgeworth expansion for an estimator of the adjustment coefficient. (English) Zbl 1189.62017 Insur. Math. Econ. 43, No. 2, 203-208 (2008). MSC: 62E20 62G05 62F10 62G32 62P05 PDF BibTeX XML Cite \textit{M. Brito} and \textit{A. C. Moreira Freitas}, Insur. Math. Econ. 43, No. 2, 203--208 (2008; Zbl 1189.62017) Full Text: DOI OpenURL
Zhang, Chunsheng; Zuo, Songmao; Gao, Qingwu On the number of claims occurring up to ruin in the perturbed Sparre Andersen model by diffusion. (English) Zbl 1199.91117 J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 1, 43-47 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 28, No. 1, 43--47 (2008; Zbl 1199.91117) OpenURL
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (English) Zbl 1163.60010 Ann. Appl. Probab. 18, No. 6, 2421-2449 (2008). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60F10 60G50 60G55 62P05 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 18, No. 6, 2421--2449 (2008; Zbl 1163.60010) Full Text: DOI arXiv OpenURL
E, Weinan; Li, Dong The Andersen thermostat in molecular dynamics. (English) Zbl 1148.82019 Commun. Pure Appl. Math. 61, No. 1, 96-136 (2008). Reviewer: Hiroshi Tamura (Kanazawa) MSC: 82C21 37N30 60K40 PDF BibTeX XML Cite \textit{W. E} and \textit{D. Li}, Commun. Pure Appl. Math. 61, No. 1, 96--136 (2008; Zbl 1148.82019) Full Text: DOI OpenURL
Badescu, Andrei; Drekic, Steve; Landriault, Daviv On the analysis of a multi-threshold Markovian risk model. (English) Zbl 1164.91025 Scand. Actuar. J. 2007, No. 4, 248-260 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 248--260 (2007; Zbl 1164.91025) Full Text: DOI OpenURL
Badescu, Andrei; Drekic, Steve; Landriault, Daviv Analysis of a threshold dividend strategy for a MAP risk model. (English) Zbl 1164.91024 Scand. Actuar. J. 2007, No. 4, 227-247 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 227--247 (2007; Zbl 1164.91024) Full Text: DOI OpenURL
Pitts, Susan M.; Politis, Konstadinos The joint density of the surplus before and after ruin in the Sparre Andersen model. (English) Zbl 1132.60061 J. Appl. Probab. 44, No. 3, 695-712 (2007). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, J. Appl. Probab. 44, No. 3, 695--712 (2007; Zbl 1132.60061) Full Text: DOI OpenURL
Sun, Chuanguang Laplace transform of the survival probability under Sparre Andersen model. (English) Zbl 1125.62048 Appl. Math., Ser. B (Engl. Ed.) 22, No. 1, 109-118 (2007). MSC: 62G35 PDF BibTeX XML Cite \textit{C. Sun}, Appl. Math., Ser. B (Engl. Ed.) 22, No. 1, 109--118 (2007; Zbl 1125.62048) Full Text: DOI OpenURL
Leipus, Remigijus; Šiaulys, Jonas Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. (English) Zbl 1183.91073 Insur. Math. Econ. 40, No. 3, 498-508 (2007). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Insur. Math. Econ. 40, No. 3, 498--508 (2007; Zbl 1183.91073) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hartinger, Jürgen On the non-optimality of horizontal barrier strategies in the Sparre Andersen model. (English) Zbl 1243.91059 HERMIS-\(\mu\pi\) 7, 109-122 (2006). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, HERMIS-\(\mu\pi\) 7, 109--122 (2006; Zbl 1243.91059) OpenURL
Wang, Shaofeng On the probability of bankruptcy for Erlang\((n)\) risk model. (Chinese. English summary) Zbl 1198.91093 J. Guizhou Norm. Univ., Nat. Sci. 24, No. 2, 71-74 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Wang}, J. Guizhou Norm. Univ., Nat. Sci. 24, No. 2, 71--74 (2006; Zbl 1198.91093) OpenURL
Brito, Margarida; Moreira Freitas, Ana Cristina Weak convergence of a bootstrap geometric-type estimator with applications to risk theory. (English) Zbl 1123.62032 Insur. Math. Econ. 38, No. 3, 571-584 (2006). MSC: 62G20 62G09 91B30 62G05 62P05 PDF BibTeX XML Cite \textit{M. Brito} and \textit{A. C. Moreira Freitas}, Insur. Math. Econ. 38, No. 3, 571--584 (2006; Zbl 1123.62032) Full Text: DOI OpenURL
Li, Shuanming; Dickson, David C. M. The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. (English) Zbl 1168.60363 Insur. Math. Econ. 38, No. 3, 529-539 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 38, No. 3, 529--539 (2006; Zbl 1168.60363) Full Text: DOI Link OpenURL
Tan, Jiyang; Yang, Shanchao Ruin probability about dual Poisson model with discrete time. (Chinese. English summary) Zbl 1165.91422 Chin. J. Appl. Probab. Stat. 21, No. 3, 235-243 (2005). MSC: 91B30 60K05 60J10 60J20 PDF BibTeX XML Cite \textit{J. Tan} and \textit{S. Yang}, Chin. J. Appl. Probab. Stat. 21, No. 3, 235--243 (2005; Zbl 1165.91422) OpenURL
Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. The surplus prior to ruin and the deficit at ruin for a correlated risk process. (English) Zbl 1143.91025 Scand. Actuar. J. 2005, No. 6, 433-445 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Scand. Actuar. J. 2005, No. 6, 433--445 (2005; Zbl 1143.91025) Full Text: DOI Link OpenURL
Dickson, David C. M.; Hughes, Barry D.; Lianzeng, Zhang The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims. (English) Zbl 1144.91025 Scand. Actuar. J. 2005, No. 5, 358-376 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} et al., Scand. Actuar. J. 2005, No. 5, 358--376 (2005; Zbl 1144.91025) Full Text: DOI Link OpenURL
Chadjiconstantinidis, Stathis; Politis, Konstadinos Non-exponential bounds for stop-loss premiums and ruin probabilities. (English) Zbl 1143.91026 Scand. Actuar. J. 2005, No. 5, 335-357 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{K. Politis}, Scand. Actuar. J. 2005, No. 5, 335--357 (2005; Zbl 1143.91026) Full Text: DOI OpenURL
Šiaulys, Jonas; Bortnik, Rita The Gerber-Shiu discounted penalty function for Erlang distributed claims. (English) Zbl 1182.91087 Fiz. Mat. Fak. Moksl. Semin. Darb. 8, 126-142 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Bortnik}, Fiz. Mat. Fak. Moksl. Semin. Darb. 8, 126--142 (2005; Zbl 1182.91087) OpenURL
Albrecher, Hansjörg; Boxma, Onno J. On the discounted penalty function in a Markov-dependent risk model. (English) Zbl 1129.91023 Insur. Math. Econ. 37, No. 3, 650-672 (2005). MSC: 91B30 60K15 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{O. J. Boxma}, Insur. Math. Econ. 37, No. 3, 650--672 (2005; Zbl 1129.91023) Full Text: DOI Link OpenURL
Politis, Konstadinos Bounds for the probability and severity of ruin in the Sparre Andersen model. (English) Zbl 1117.91383 Insur. Math. Econ. 36, No. 2, 165-177 (2005). MSC: 91B30 60K05 60K10 PDF BibTeX XML Cite \textit{K. Politis}, Insur. Math. Econ. 36, No. 2, 165--177 (2005; Zbl 1117.91383) Full Text: DOI OpenURL
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. On the distribution of the deficit at ruin when claims are phase-type. (English) Zbl 1142.62088 Scand. Actuar. J. 2004, No. 2, 105-120 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 62E10 65C60 PDF BibTeX XML Cite \textit{S. Drekic} et al., Scand. Actuar. J. 2004, No. 2, 105--120 (2004; Zbl 1142.62088) Full Text: DOI OpenURL
Avram, F.; Usábel, M. Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. (English) Zbl 1274.91244 Astin Bull. 34, No. 2, 315-332 (2004). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{F. Avram} and \textit{M. Usábel}, ASTIN Bull. 34, No. 2, 315--332 (2004; Zbl 1274.91244) Full Text: DOI OpenURL
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. The deficit at ruin in the stationary renewal risk model. (English) Zbl 1092.62115 Scand. Actuar. J. 2004, No. 4, 241-255 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{C. E. Willmont} et al., Scand. Actuar. J. 2004, No. 4, 241--255 (2004; Zbl 1092.62115) Full Text: DOI OpenURL
Miloslavsky, Maja; Keleş, Sündüz; van der Laan, Mark J.; Butler, Steve Recurrent events analysis in the presence of time-dependent covariates and dependent censoring. (English) Zbl 1062.62241 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 1, 239-257 (2004). MSC: 62P10 62N01 62N02 PDF BibTeX XML Cite \textit{M. Miloslavsky} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 1, 239--257 (2004; Zbl 1062.62241) Full Text: DOI OpenURL
Hald, Morten; Schmidli, Hanspeter On the maximisation of the adjustment coefficient under proportional reinsurance. (English) Zbl 1095.91033 Astin Bull. 34, No. 1, 75-83 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Hald} and \textit{H. Schmidli}, ASTIN Bull. 34, No. 1, 75--83 (2004; Zbl 1095.91033) Full Text: DOI OpenURL
Dickson, David C. M.; Drekic, Steve The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (English) Zbl 1043.60036 Insur. Math. Econ. 34, No. 1, 97-107 (2004). Reviewer: Andrew Olenko (Kyïv) MSC: 60G50 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{S. Drekic}, Insur. Math. Econ. 34, No. 1, 97--107 (2004; Zbl 1043.60036) Full Text: DOI Link OpenURL
Albores, F. J.; Perez, S. M. The estimate of the ruin probability for a phase-type of reclamations. (English) Zbl 1056.60037 Vestn. Ross. Univ. Druzh. Nar., Ser. Prikl. Mat. Inf. 2003, No. 1, 72-78 (2003). Reviewer: Evgenij Nechaev (Moskva) MSC: 60G42 60J50 62H12 62L12 PDF BibTeX XML Cite \textit{F. J. Albores} and \textit{S. M. Perez}, Vestn. Ross. Univ. Druzh. Nar., Ser. Prikl. Mat. Inf. 2003, No. 1, 72--78 (2003; Zbl 1056.60037) OpenURL
Willmot, Gordon E.; Dickson, David C. M. The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English) Zbl 1072.91027 Insur. Math. Econ. 32, No. 3, 403-411 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 91B30 60K05 91B28 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 3, 403--411 (2003; Zbl 1072.91027) Full Text: DOI OpenURL
Cai, Jun; Dickson, David C. M. Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (English) Zbl 1074.91028 Insur. Math. Econ. 32, No. 1, 61-71 (2003). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B28 91B70 PDF BibTeX XML Cite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 1, 61--71 (2003; Zbl 1074.91028) Full Text: DOI OpenURL
Wang, Rongming; Liu, Haifeng On the ruin probability under a class of risk processes. (English) Zbl 1098.60515 Astin Bull. 32, No. 1, 81-90 (2002). MSC: 60K05 91B30 PDF BibTeX XML Cite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI OpenURL
de Lourdes Centeno, Maria Excess of loss reinsurance and Gerber’s inequality in the Sparre Andersen model. (Excess of loss reinsurance and Gerber’s inequality in the Sparre Anderson model.) (English) Zbl 1074.91567 Insur. Math. Econ. 31, No. 3, 415-427 (2002). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. de Lourdes Centeno}, Insur. Math. Econ. 31, No. 3, 415--427 (2002; Zbl 1074.91567) Full Text: DOI OpenURL
Centeno, Maria de Lourdes Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model. (Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model.) (English) Zbl 1037.62106 Insur. Math. Econ. 30, No. 1, 37-49 (2002). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. de L. Centeno}, Insur. Math. Econ. 30, No. 1, 37--49 (2002; Zbl 1037.62106) Full Text: DOI OpenURL