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 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Appl. Probab. 51, No. 1, 293--296 (2014; Zbl 1286.91063) Full Text: DOI Euclid
Albrecher, Hansjörg; Bäuerle, Nicole; Thonhauser, Stefan Optimal dividend-payout in random discrete time. (English) Zbl 1233.91139 Stat. Risk. Model. 28, No. 3, 251-276 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 93E20 60K10 60J05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Stat. Risk. Model. 28, No. 3, 251--276 (2011; Zbl 1233.91139) Full Text: DOI Link
Asmussen, Søren; Albrecher, Hansjörg Ruin probabilities. 2nd ed. (English) Zbl 1247.91080 Advanced Series on Statistical Science & Applied Probability 14. Hackensack, NJ: World Scientific (ISBN 978-981-4282-52-9/hbk; 978-981-4282-53-6/ebook). xvii, 602 p. (2010). Reviewer: Uwe Küchler (Berlin) MSC: 91B30 60-02 60J75 60K05 60K15 60G44 60G50 60J60 60F10 60K37 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{H. Albrecher}, Ruin probabilities. 2nd ed. Hackensack, NJ: World Scientific (2010; Zbl 1247.91080) Full Text: Link
Albrecher, Hansjörg; Hartinger, Jürgen; Thonhauser, Stefan On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model. (English) Zbl 1158.62071 Astin Bull. 37, No. 2, 203-233 (2007). MSC: 62P05 91B28 60K10 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., ASTIN Bull. 37, No. 2, 203--233 (2007; Zbl 1158.62071)