Gao, Jiahui; Wang, Xiulian Ruin probability with Gamma claim in classical risk model. (Chinese. English summary) Zbl 1363.91031 J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 3, 13-15, 58 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Gao} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 3, 13--15, 58 (2016; Zbl 1363.91031) 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
Gu, Cong; Li, Shenghong Ruin probabilities of Markov-modulated jump-diffusion risk model. (Chinese. English summary) Zbl 1349.91138 Acta Math. Appl. Sin. 38, No. 5, 775-786 (2015). MSC: 91B30 62P05 60J75 60G51 PDF BibTeX XML Cite \textit{C. Gu} and \textit{S. Li}, Acta Math. Appl. Sin. 38, No. 5, 775--786 (2015; Zbl 1349.91138) OpenURL
Bao, Zhenhua; Liu, Ye A class of discrete time risk models with general premium income. (Chinese. English summary) Zbl 1340.91042 J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150-155 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{Y. Liu}, J. Liaoning Norm. Univ., Nat. Sci. 38, No. 2, 150--155 (2015; Zbl 1340.91042) OpenURL
Willmot, Gordon E. On a partial integrodifferential equation of Seal’s type. (English) Zbl 1318.91124 Insur. Math. Econ. 62, 54-61 (2015). MSC: 91B30 35Q91 35R09 45K05 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI OpenURL
Shi, Jim (Junmin); Katehakis, Michael N.; Melamed, Benjamin; Xia, Yusen Production-inventory systems with lost sales and compound Poisson demands. (English) Zbl 1327.90014 Oper. Res. 62, No. 5, 1048-1063 (2014). MSC: 90B05 90B30 PDF BibTeX XML Cite \textit{J. Shi} et al., Oper. Res. 62, No. 5, 1048--1063 (2014; Zbl 1327.90014) Full Text: DOI OpenURL
Dassios, Angelos; Zhao, Hongbiao Ruin by dynamic contagion claims. (English) Zbl 1284.91224 Insur. Math. Econ. 51, No. 1, 93-106 (2012). MSC: 91B30 60J25 60J75 60J85 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{H. Zhao}, Insur. Math. Econ. 51, No. 1, 93--106 (2012; Zbl 1284.91224) Full Text: DOI Link OpenURL
Kim, So-Yeun; Willmot, Gordon E. The proper distribution function of the deficit in the delayed renewal risk model. (English) Zbl 1277.60142 Scand. Actuar. J. 2011, No. 2, 118-137 (2011). MSC: 60K05 60K10 62P05 91B30 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Scand. Actuar. J. 2011, No. 2, 118--137 (2011; Zbl 1277.60142) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English) Zbl 1231.91250 Insur. Math. Econ. 46, No. 1, 32-41 (2010). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 46, No. 1, 32--41 (2010; Zbl 1231.91250) Full Text: DOI OpenURL
Sun, Chuanguang; Wang, Chunwei The Gerber-Shiu function in a risk model perturbed by diffusion. (English) Zbl 1240.91064 Chin. J. Appl. Probab. Stat. 26, No. 6, 577-588 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Sun} and \textit{C. Wang}, Chin. J. Appl. Probab. Stat. 26, No. 6, 577--588 (2010; Zbl 1240.91064) 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
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
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
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
Li, Shuanming; Lu, Yi On the expected discounted penalty functions for two classes of risk processes. (English) Zbl 1122.91040 Insur. Math. Econ. 36, No. 2, 179-193 (2005). MSC: 91B30 45J05 60G55 65C20 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 36, No. 2, 179--193 (2005; Zbl 1122.91040) Full Text: DOI 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
Gerber, Hans U.; Shiu, Elias S. W. From ruin theory to pricing reset guarantees and perpetual put options. (English) Zbl 0939.91065 Insur. Math. Econ. 24, No. 1-2, 3-14 (1999). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, Insur. Math. Econ. 24, No. 1--2, 3--14 (1999; Zbl 0939.91065) Full Text: DOI OpenURL