Yang, Yang; Wang, Xinzhi; Chen, Shaoying Second order asymptotics for infinite-time ruin probability in a compound renewal risk model. (English) Zbl 07554103 Methodol. Comput. Appl. Probab. 24, No. 2, 1221-1236 (2022). MSC: 91B05 60K10 60G50 62P05 65C05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1221--1236 (2022; Zbl 07554103) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu On the risk of ruin in a SIS type epidemic. (English) Zbl 07554092 Methodol. Comput. Appl. Probab. 24, No. 2, 939-961 (2022). MSC: 91G05 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 24, No. 2, 939--961 (2022; Zbl 07554092) Full Text: DOI OpenURL
Peköz, Erol A.; Ross, Sheldon M. Fair gambler’s ruin stochastically maximizes playing time. (English) Zbl 07549545 Adv. Appl. Probab. 54, No. 2, 656-659 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{E. A. Peköz} and \textit{S. M. Ross}, Adv. Appl. Probab. 54, No. 2, 656--659 (2022; Zbl 07549545) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Remarks on a generalized inverse Gaussian type integral with applications. (Remarks on a generalized inverse Ggaussian type integral with applications.) (English) Zbl 07545342 Appl. Math. Comput. 430, Article ID 127302, 11 p. (2022). MSC: 62Pxx 62Exx 91Bxx PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Appl. Math. Comput. 430, Article ID 127302, 11 p. (2022; Zbl 07545342) Full Text: DOI OpenURL
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English) Zbl 07538978 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 62P05 62E10 60F05 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 07538978) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English) Zbl 07533658 Commun. Stat., Theory Methods 51, No. 11, 3761-3786 (2022). MSC: 62P05 62E20 62-XX PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI OpenURL
Cheng, Fengyang; Xu, Hui The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English) Zbl 07533573 Commun. Stat., Theory Methods 51, No. 12, 4119-4132 (2022). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{H. Xu}, Commun. Stat., Theory Methods 51, No. 12, 4119--4132 (2022; Zbl 07533573) Full Text: DOI OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Wang, Wenyuan; Xie, Jiayi; Zhang, Zhimin Estimating the time value of ruin in a Lévy risk model under low-frequency observation. (English) Zbl 07525955 Insur. Math. Econ. 104, 133-157 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{W. Wang} et al., Insur. Math. Econ. 104, 133--157 (2022; Zbl 07525955) Full Text: DOI OpenURL
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 07502777 Extremes 25, No. 1, 1-23 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 07502777) Full Text: DOI OpenURL
Lorek, Paweł; Markowski, Piotr Absorption time and absorption probabilities for a family of multidimensional gambler models. (English) Zbl 07470633 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125-150 (2022). MSC: 91A60 60J20 60G40 60J85 PDF BibTeX XML Cite \textit{P. Lorek} and \textit{P. Markowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125--150 (2022; Zbl 07470633) Full Text: arXiv Link OpenURL
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDF BibTeX XML Cite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI OpenURL
Guo, Fenglong Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English) Zbl 07427459 Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{F. Guo}, Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022; Zbl 07427459) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin General methods for bounding multidimensional ruin probabilities in regime-switching models. (English) Zbl 07553999 Stochastics 93, No. 5, 764-779 (2021). MSC: 60J20 91G05 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Stochastics 93, No. 5, 764--779 (2021; Zbl 07553999) Full Text: DOI OpenURL
Elghribi, Moncef Stochastic calculus in a risk model with stochastic return on investments. (English) Zbl 07553822 Stochastics 93, No. 1, 110-129 (2021). MSC: 60K10 60G51 60J35 60J55 60J60 91G05 PDF BibTeX XML Cite \textit{M. Elghribi}, Stochastics 93, No. 1, 110--129 (2021; Zbl 07553822) Full Text: DOI OpenURL
Cheng, Dongya Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. (English) Zbl 07553820 Stochastics 93, No. 1, 56-71 (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{D. Cheng}, Stochastics 93, No. 1, 56--71 (2021; Zbl 07553820) Full Text: DOI OpenURL
Long, Yang; Guohe, Deng A perturbed risk model with constant interest and periodic barrier dividend strategy. (English) Zbl 07545677 Commun. Stat., Simulation Comput. 50, No. 8, 2467-2481 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Long} and \textit{D. Guohe}, Commun. Stat., Simulation Comput. 50, No. 8, 2467--2481 (2021; Zbl 07545677) Full Text: DOI OpenURL
Wang, Kaiyong; Mao, Yanzhu Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate. (English) Zbl 07532929 Commun. Stat., Theory Methods 50, No. 4, 932-943 (2021). MSC: 62P05 62E10 60F05 62-XX PDF BibTeX XML Cite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI 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
Yang, Yang; Wang, Xinzhi; Zhang, Zhimin Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims. (English) Zbl 07473956 Nonlinear Anal., Model. Control 26, No. 5, 801-820 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Nonlinear Anal., Model. Control 26, No. 5, 801--820 (2021; Zbl 07473956) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu Ruin problems for epidemic insurance. (English) Zbl 1481.91172 Adv. Appl. Probab. 53, No. 2, 484-509 (2021). MSC: 91G05 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Adv. Appl. Probab. 53, No. 2, 484--509 (2021; Zbl 1481.91172) Full Text: DOI OpenURL
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1473.62351 Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021; Zbl 1473.62351) Full Text: DOI OpenURL
Dibu, A. S.; Jacob, M. J.; Papaioannou, Apostolos D.; Ramsden, Lewis Delayed capital injections for a risk process with Markovian arrivals. (English) Zbl 1476.60127 Methodol. Comput. Appl. Probab. 23, No. 3, 1057-1076 (2021). MSC: 60J25 91B05 45B05 PDF BibTeX XML Cite \textit{A. S. Dibu} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1057--1076 (2021; Zbl 1476.60127) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu Schur-constant and related dependence models, with application to ruin probabilities. (English) Zbl 1476.60026 Methodol. Comput. Appl. Probab. 23, No. 1, 317-339 (2021). MSC: 60E05 62H05 91B05 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 23, No. 1, 317--339 (2021; Zbl 1476.60026) Full Text: DOI OpenURL
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. (English) Zbl 1476.91134 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847-857 (2021). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI OpenURL
Perotto, Filipo Studzinski; Trabelsi, Imen; Combettes, Stéphanie; Camps, Valérie; Verstaevel, Nicolas Deciding when to quit the gambler’s ruin game with unknown probabilities. (English) Zbl 07415305 Int. J. Approx. Reasoning 137, 16-33 (2021). MSC: 68T37 PDF BibTeX XML Cite \textit{F. S. Perotto} et al., Int. J. Approx. Reasoning 137, 16--33 (2021; Zbl 07415305) Full Text: DOI OpenURL
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. (English) Zbl 1475.62249 Japan J. Ind. Appl. Math. 38, No. 3, 947-963 (2021). MSC: 62P05 62E10 62E20 62G32 60G70 91G40 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI OpenURL
Sun, Zongqi; Yang, Peng The Laplace transform of ruin time with investment and barrier dividend. (Chinese. English summary) Zbl 1474.91034 J. Shenzhen Univ., Sci. Eng. 38, No. 2, 214-220 (2021). MSC: 91B05 44A10 91G05 PDF BibTeX XML Cite \textit{Z. Sun} and \textit{P. Yang}, J. Shenzhen Univ., Sci. Eng. 38, No. 2, 214--220 (2021; Zbl 1474.91034) Full Text: DOI OpenURL
Lotov, V. I.; Khodjibayev, V. R. Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original) Zbl 1470.60124 Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021). MSC: 60G50 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov} and \textit{V. R. Khodjibayev}, Sib. Math. J. 62, No. 3, 455--461 (2021; Zbl 1470.60124); translation from Sib. Mat. Zh. 62, No. 3, 567--575 (2021) Full Text: DOI OpenURL
Cheng, Dongya; Yu, Changjun Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English) Zbl 07528859 Commun. Stat., Theory Methods 49, No. 7, 1742-1760 (2020). MSC: 62P05 62E10 62-XX PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 07528859) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (English) Zbl 1455.91222 Methodol. Comput. Appl. Probab. 22, No. 4, 1507-1528 (2020). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1507--1528 (2020; Zbl 1455.91222) Full Text: DOI OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. (English) Zbl 1457.91330 Methodol. Comput. Appl. Probab. 22, No. 4, 1493-1506 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J20 60J22 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1493--1506 (2020; Zbl 1457.91330) Full Text: DOI OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv OpenURL
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 1463.62319 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 1463.62319) OpenURL
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 1454.91193 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 1454.91193) Full Text: DOI arXiv OpenURL
Wang, Wei; Wang, Xiulian Barrier dividend problem in a diffusion risk model with Erlang (2) distributed observation time. (Chinese. English summary) Zbl 1463.91118 J. Cent. China Norm. Univ., Nat. Sci. 54, No. 3, 335-338 (2020). MSC: 91G05 62P05 44A10 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 54, No. 3, 335--338 (2020; Zbl 1463.91118) Full Text: DOI OpenURL
Tang, Fengqin; Ding, Wenwen Approximation of the tail probabilities of loss process in a time dependent compound renewal risk model. (Chinese. English summary) Zbl 1463.60111 Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11-20 (2020). MSC: 60K10 62P05 91G40 PDF BibTeX XML Cite \textit{F. Tang} and \textit{W. Ding}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11--20 (2020; Zbl 1463.60111) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI OpenURL
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI OpenURL
Fu, Ke-Ang; Ni, Chang; Chen, Hao A particular bidimensional time-dependent renewal risk model with constant interest rates. (English) Zbl 1434.60254 Probab. Eng. Inf. Sci. 34, No. 2, 172-182 (2020). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{K.-A. Fu} et al., Probab. Eng. Inf. Sci. 34, No. 2, 172--182 (2020; Zbl 1434.60254) Full Text: DOI OpenURL
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI OpenURL
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. (English) Zbl 1437.62381 Japan J. Ind. Appl. Math. 37, No. 2, 507-525 (2020). MSC: 62P05 62E10 91B05 60G65 62G32 PDF BibTeX XML Cite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI OpenURL
Houmia, Anouar; Mejai, Maher; Benaid, Brahim; ben Dbabis, Makram Optimal proportional reinsurance policies for stochastic models. (English) Zbl 1451.91168 Stochastic Anal. Appl. 38, No. 2, 373-386 (2020). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{A. Houmia} et al., Stochastic Anal. Appl. 38, No. 2, 373--386 (2020; Zbl 1451.91168) Full Text: DOI OpenURL
Cheng, Dongya; Yu, Changjun Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. (English) Zbl 07554632 Stochastics 91, No. 5, 643-656 (2019). MSC: 62P05 62E20 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Stochastics 91, No. 5, 643--656 (2019; Zbl 07554632) Full Text: DOI OpenURL
Chen, Jikun; Xu, Hui; Cheng, Fengyang The product distribution of dependent random variables with applications to a discrete-time risk model. (English) Zbl 07539715 Commun. Stat., Theory Methods 48, No. 13, 3325-3340 (2019). MSC: 62E10 60E05 PDF BibTeX XML Cite \textit{J. Chen} et al., Commun. Stat., Theory Methods 48, No. 13, 3325--3340 (2019; Zbl 07539715) 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
Yang, Long; Deng, Guohe; Yang, Li; Huang, Yuanmin A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1449.62243 Chin. J. Appl. Probab. Stat. 35, No. 4, 373-396 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{L. Yang} et al., Chin. J. Appl. Probab. Stat. 35, No. 4, 373--396 (2019; Zbl 1449.62243) Full Text: DOI OpenURL
Borovkov, A. A. Integro-local theorems in boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1450.60049 Sib. Math. J. 60, No. 6, 957-972 (2019); translation from Sib. Mat. Zh. 60, No. 6, 1229-1246 (2019). Reviewer: Hans Daduna (Hamburg) MSC: 60K15 60F10 68M20 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 60, No. 6, 957--972 (2019; Zbl 1450.60049); translation from Sib. Mat. Zh. 60, No. 6, 1229--1246 (2019) Full Text: DOI OpenURL
Geiger, Daniel J.; Adekpedjou, Akim On corrected phase-type approximations of the time value of ruin with heavy tails. (English) Zbl 1436.62069 Stat. Risk. Model. 36, No. 1-4, 57-75 (2019). MSC: 62E17 91B05 62P20 PDF BibTeX XML Cite \textit{D. J. Geiger} and \textit{A. Adekpedjou}, Stat. Risk. Model. 36, No. 1--4, 57--75 (2019; Zbl 1436.62069) Full Text: DOI OpenURL
Su, Bihao; Li, Jingchao The joint distribution of ruin related quantities in the classical risk model. (Chinese. English summary) Zbl 1449.91037 J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419-423 (2019). MSC: 91B05 60E05 PDF BibTeX XML Cite \textit{B. Su} and \textit{J. Li}, J. Shenzhen Univ., Sci. Eng. 36, No. 4, 419--423 (2019; Zbl 1449.91037) OpenURL
Chen, Jie; Yu, Yong; Shen, Ying; Liu, Jianmei The expected discounted penalty function of a risk model with linear dividend barrier. (Chinese. English summary) Zbl 1449.91096 J. Qufu Norm. Univ., Nat. Sci. 45, No. 3, 23-26 (2019). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{J. Chen} et al., J. Qufu Norm. Univ., Nat. Sci. 45, No. 3, 23--26 (2019; Zbl 1449.91096) OpenURL
Mao, Yanzhu; Wang, Kaiyong Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English) Zbl 1449.91036 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487-490 (2019). MSC: 91B05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Mao} and \textit{K. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487--490 (2019; Zbl 1449.91036) Full Text: DOI OpenURL
Goffard, Pierre-Olivier Two-sided exit problems in the ordered risk model. (English) Zbl 1427.60067 Methodol. Comput. Appl. Probab. 21, No. 2, 539-549 (2019). MSC: 60G40 60G55 91B05 62G30 62P05 PDF BibTeX XML Cite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI HAL OpenURL
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K. Ruin and deficit under claim arrivals with the order statistics property. (English) Zbl 1427.91078 Methodol. Comput. Appl. Probab. 21, No. 2, 511-530 (2019). MSC: 91B05 60K30 60G55 60G51 91G05 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 511--530 (2019; Zbl 1427.91078) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI OpenURL
Zhang, Ting; Li, Feng; Yang, Yang; Lin, Jinguan Asymptotics for tail probabilities of the sum and its maximum of extended negatively dependent and heavy-tailed random variables. (Chinese. English summary) Zbl 1438.62021 Chin. J. Appl. Probab. Stat. 35, No. 1, 39-50 (2019). MSC: 62E20 62P05 91B05 62G32 PDF BibTeX XML Cite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI OpenURL
Buraczewski, Dariusz; Maślanka, Mariusz Precise large deviations for the first passage time of a random walk with negative drift. (English) Zbl 1479.60087 Proc. Am. Math. Soc. 147, No. 9, 4045-4054 (2019). MSC: 60G50 60F10 PDF BibTeX XML Cite \textit{D. Buraczewski} and \textit{M. Maślanka}, Proc. Am. Math. Soc. 147, No. 9, 4045--4054 (2019; Zbl 1479.60087) Full Text: DOI OpenURL
Dȩbicki, Krzysztof; Liu, Peng The time of ultimate recovery in Gaussian risk model. (English) Zbl 07101833 Extremes 22, No. 3, 499-521 (2019). MSC: 60G15 60G70 60K25 PDF BibTeX XML Cite \textit{K. Dȩbicki} and \textit{P. Liu}, Extremes 22, No. 3, 499--521 (2019; Zbl 07101833) Full Text: DOI arXiv Link OpenURL
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng Number of claims and ruin time for a refracted risk process. (English) Zbl 1417.91277 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Li} et al., MATRIX Book Ser. 2, 559--578 (2019; Zbl 1417.91277) Full Text: DOI arXiv OpenURL
Barrieu, Pauline (ed.) [Norberg, Ragnar] Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004 Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-06 60-06 91G05 91G45 91G70 62P05 60H10 60J70 60G40 00B15 00B30 PDF BibTeX XML Cite \textit{P. Barrieu} (ed.), Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. Hackensack, NJ: World Scientific (2019; Zbl 1453.91004) Full Text: DOI OpenURL
Lkabous, Mohamed Amine A note on Parisian ruin under a hybrid observation scheme. (English) Zbl 1414.62422 Stat. Probab. Lett. 145, 147-157 (2019). MSC: 62P05 91B30 62M10 PDF BibTeX XML Cite \textit{M. A. Lkabous}, Stat. Probab. Lett. 145, 147--157 (2019; Zbl 1414.62422) Full Text: DOI arXiv OpenURL
Chen, Yang; Yang, Yang; Jiang, Tao Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English) Zbl 1416.91164 J. Math. Anal. Appl. 469, No. 2, 525-536 (2019). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Math. Anal. Appl. 469, No. 2, 525--536 (2019; Zbl 1416.91164) Full Text: DOI OpenURL
Sabzevari, M. Variance of the asymmetric \(n\)-player gambler’s ruin problem with ties allowed. (English) Zbl 07550052 Commun. Stat., Simulation Comput. 47, No. 5, 1540-1549 (2018). MSC: 60G20 60G50 PDF BibTeX XML Cite \textit{M. Sabzevari}, Commun. Stat., Simulation Comput. 47, No. 5, 1540--1549 (2018; Zbl 07550052) Full Text: DOI OpenURL
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model. (English) Zbl 1485.91055 Informatica, Vilnius 29, No. 4, 733-756 (2018). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{O. Navickienė} et al., Informatica, Vilnius 29, No. 4, 733--756 (2018; Zbl 1485.91055) Full Text: Link OpenURL
Liu, Rongfei; Wang, Dingcheng; Guo, Fenglong The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks. (English) Zbl 07405685 Commun. Stat., Theory Methods 47, No. 17, 4170-4186 (2018). MSC: 62-XX 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{R. Liu} et al., Commun. Stat., Theory Methods 47, No. 17, 4170--4186 (2018; Zbl 07405685) Full Text: DOI OpenURL
Foley, R. D.; McDonald, D. R. Yaglom limits can depend on the starting state. (English) Zbl 1431.60075 Adv. Appl. Probab. 50, No. 1, 1-34 (2018). MSC: 60J10 60J50 PDF BibTeX XML Cite \textit{R. D. Foley} and \textit{D. R. McDonald}, Adv. Appl. Probab. 50, No. 1, 1--34 (2018; Zbl 1431.60075) Full Text: DOI arXiv OpenURL
Chen, Lamei; Gao, Miaomiao; Wang, Kaiyong; Chen, Shurong Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary) Zbl 1424.62174 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12-17 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI OpenURL
Cui, Zhaolei; Yu, Changjun The asymptotics for the ruin probabilities of a risk model with delayed heavy-tailed claims. (Chinese. English summary) Zbl 1424.91053 Chin. J. Appl. Probab. Stat. 34, No. 4, 416-426 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{C. Yu}, Chin. J. Appl. Probab. Stat. 34, No. 4, 416--426 (2018; Zbl 1424.91053) 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
Wang, Kaiyong; Chen, Lamei; Yang, Yang; Gao, Miaomiao The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English) Zbl 1403.62194 Japan J. Ind. Appl. Math. 35, No. 3, 1173-1189 (2018). MSC: 62P05 62E10 91B30 PDF BibTeX XML Cite \textit{K. Wang} et al., Japan J. Ind. Appl. Math. 35, No. 3, 1173--1189 (2018; Zbl 1403.62194) Full Text: DOI OpenURL
Panda, Gopinath; Banik, A. D.; Chaudhry, M. L. Computational analysis of the \(GI/G/1\) risk process using roots. (English) Zbl 1418.91253 Kar, Samarjit (ed.) et al., Operations research and optimization. FOTA 2016, Kolkata, India, November 24–26, 2016. Singapore: Springer. Springer Proc. Math. Stat. 225, 75-90 (2018). MSC: 91B30 90B22 PDF BibTeX XML Cite \textit{G. Panda} et al., Springer Proc. Math. Stat. 225, 75--90 (2018; Zbl 1418.91253) Full Text: DOI OpenURL
Ou, Hui; Huang, Ya; Zhou, Jieming Randomized dividends in the Markov-modulated Pascal model with stochastic interest rates. (Chinese. English summary) Zbl 1413.91041 J. Nat. Sci. Hunan Norm. Univ. 41, No. 1, 71-80 (2018). MSC: 91B30 91G30 60J20 PDF BibTeX XML Cite \textit{H. Ou} et al., J. Nat. Sci. Hunan Norm. Univ. 41, No. 1, 71--80 (2018; Zbl 1413.91041) OpenURL
Hussain, Sultan; Parvez, Aqsa Wealth investment strategies for insurance companies and the probability of ruin. (English) Zbl 1397.91286 Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555-1561 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{S. Hussain} and \textit{A. Parvez}, Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 3, 1555--1561 (2018; Zbl 1397.91286) Full Text: DOI OpenURL
Wang, Shi-jie; Zhang, Chuan-wei; Wang, Xue-jun; Wang, Wen-sheng The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks. (English) Zbl 1401.62217 Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553-565 (2018). MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{S.-j. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553--565 (2018; Zbl 1401.62217) Full Text: DOI OpenURL
Bai, Long Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon. (English) Zbl 1416.91152 Scand. Actuar. J. 2018, No. 6, 514-528 (2018). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{L. Bai}, Scand. Actuar. J. 2018, No. 6, 514--528 (2018; Zbl 1416.91152) Full Text: DOI arXiv OpenURL
Buraczewski, D.; Damek, E.; Zienkiewicz, J. Pointwise estimates for first passage times of perpetuity sequences. (English) Zbl 1405.60036 Stochastic Processes Appl. 128, No. 9, 2923-2951 (2018). MSC: 60F10 60H25 60J10 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., Stochastic Processes Appl. 128, No. 9, 2923--2951 (2018; Zbl 1405.60036) Full Text: DOI arXiv OpenURL
Fu, Ke-Ang; Yu, Chenglong On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English) Zbl 1458.62242 J. Comput. Appl. Math. 344, 367-380 (2018). MSC: 62P05 60F99 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Yu}, J. Comput. Appl. Math. 344, 367--380 (2018; Zbl 1458.62242) Full Text: DOI Link OpenURL
Kim, So-Yeun; Ko, Bangwon On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model. (English) Zbl 1406.91199 Lobachevskii J. Math. 39, No. 3, 348-354 (2018). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{B. Ko}, Lobachevskii J. Math. 39, No. 3, 348--354 (2018; Zbl 1406.91199) Full Text: DOI OpenURL
Privault, Nicolas Understanding Markov chains. Examples and applications. 2nd edition. (English) Zbl 1458.60002 Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-13-0658-7/pbk; 978-981-13-0659-4/ebook). xvii, 372 p. (2018). MSC: 60-01 60J10 60G50 60J80 PDF BibTeX XML Cite \textit{N. Privault}, Understanding Markov chains. Examples and applications. 2nd edition. Singapore: Springer (2018; Zbl 1458.60002) Full Text: DOI OpenURL
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi Dividend barrier strategy: proceed with caution. (English) Zbl 1419.91382 Stat. Probab. Lett. 137, 157-164 (2018). MSC: 91B30 60G51 62P05 60K10 PDF BibTeX XML Cite \textit{K. P. Sendova} et al., Stat. Probab. Lett. 137, 157--164 (2018; Zbl 1419.91382) 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
Wang, Kaiyong; Gao, Miaomiao; Yang, Yang; Chen, Yang Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1458.62255 Lith. Math. J. 58, No. 1, 113-125 (2018). MSC: 62P05 62E10 62H12 91B05 91G05 PDF BibTeX XML Cite \textit{K. Wang} et al., Lith. Math. J. 58, No. 1, 113--125 (2018; Zbl 1458.62255) Full Text: DOI OpenURL
Chen, Shumin; Li, Zhongfei; Zeng, Yan Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. (English) Zbl 1408.91227 SIAM J. Financ. Math. 9, No. 1, 274-314 (2018). MSC: 91G50 60J70 PDF BibTeX XML Cite \textit{S. Chen} et al., SIAM J. Financ. Math. 9, No. 1, 274--314 (2018; Zbl 1408.91227) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae An IBNR-RBNS insurance risk model with marked Poisson arrivals. (English) Zbl 1400.91238 Insur. Math. Econ. 79, 26-42 (2018). MSC: 91B30 62P05 60J25 60K10 PDF BibTeX XML Cite \textit{S. Ahn} et al., Insur. Math. Econ. 79, 26--42 (2018; Zbl 1400.91238) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi Distributional study of finite-time ruin related problems for the classical risk model. (English) Zbl 1427.91079 Appl. Math. Comput. 315, 319-330 (2017). MSC: 91B05 62P05 60K05 91G05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI OpenURL
Albrecher, Hansjörg; Cani, Arian Risk theory with affine dividend payment strategies. (English) Zbl 1415.91147 Elsholtz, Christian (ed.) et al., Number theory – Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy’s 60th birthday. Cham: Springer. 25-60 (2017). MSC: 91B30 60H30 44A10 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{A. Cani}, in: Number theory -- Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy's 60th birthday. Cham: Springer. 25--60 (2017; Zbl 1415.91147) Full Text: DOI Link OpenURL
Yin, Ming’E.; Niu, Xiangqiu Ruin probability for a discrete time model with investment returns and dependent structure. (Chinese. English summary) Zbl 1399.91052 J. Liaoning Norm. Univ., Nat. Sci. 40, No. 4, 451-455 (2017). MSC: 91B30 62P05 60J10 60G42 60G40 PDF BibTeX XML Cite \textit{Ming'E. Yin} and \textit{X. Niu}, J. Liaoning Norm. Univ., Nat. Sci. 40, No. 4, 451--455 (2017; Zbl 1399.91052) OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv 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
Zhang, Zhimin Nonparametric estimation of the finite time ruin probability in the classical risk model. (English) Zbl 1401.91215 Scand. Actuar. J. 2017, No. 5, 452-469 (2017). MSC: 91B30 60B15 62G05 62G20 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 5, 452--469 (2017; Zbl 1401.91215) Full Text: DOI OpenURL
Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D.; Guerreiro, Gracinda Rita Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance. (English) Zbl 1390.62201 ASTIN Bull. 47, No. 2, 417-435 (2017). MSC: 62P05 60J75 91B30 PDF BibTeX XML Cite \textit{L. B. Afonso} et al., ASTIN Bull. 47, No. 2, 417--435 (2017; Zbl 1390.62201) Full Text: DOI OpenURL
Zhang, Zhimin Approximating the density of the time to ruin via Fourier-cosine series expansion. (English) Zbl 1390.91326 ASTIN Bull. 47, No. 1, 169-198 (2017). MSC: 91G60 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, ASTIN Bull. 47, No. 1, 169--198 (2017; Zbl 1390.91326) Full Text: DOI OpenURL
Yu, Li; Wang, Qingfang; Huang, Shuidi Ruin problems for the discrete time insurance risk model with the dependent claim amount. (Chinese. English summary) Zbl 1413.62193 J. Math., Wuhan Univ. 37, No. 5, 1065-1074 (2017). MSC: 62P05 62M10 62J05 91B30 PDF BibTeX XML Cite \textit{L. Yu} et al., J. Math., Wuhan Univ. 37, No. 5, 1065--1074 (2017; Zbl 1413.62193) Full Text: DOI OpenURL
Dai, Hongshuai; Kong, Lingtao Optimal asset control of the dual model with a penalty at ruin. (English) Zbl 1399.49006 J. Math. Res. Appl. 37, No. 4, 477-488 (2017). MSC: 49J20 49J30 91B30 49N15 91G10 PDF BibTeX XML Cite \textit{H. Dai} and \textit{L. Kong}, J. Math. Res. Appl. 37, No. 4, 477--488 (2017; Zbl 1399.49006) Full Text: DOI OpenURL
Lv, Haijuan; Zhang, Jipei; Zhang, Jinyuan; Peng, Jiangyan Bounds for ruin probability in a dependent risk model with a Markov chain interest rate. (Chinese. English summary) Zbl 1399.91041 J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69-72 (2017). MSC: 91B30 62P05 60G42 60J20 60K05 PDF BibTeX XML Cite \textit{H. Lv} et al., J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69--72 (2017; Zbl 1399.91041) Full Text: DOI OpenURL
Hua, Zhiqiang; Zhang, Chunsheng; Chen, Liying Ruin probability of a two-dimensional discrete time risk model with random interest rates. (Chinese. English summary) Zbl 1399.91039 J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 58-63 (2017). MSC: 91B30 62P05 91G30 PDF BibTeX XML Cite \textit{Z. Hua} et al., J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 58--63 (2017; Zbl 1399.91039) Full Text: DOI OpenURL
Li, Huijie; Ni, Jialin; Fu, Ke’ang Asymptotic estimates for the bidimensional time-dependent risk model with investments and by-claims. (Chinese. English summary) Zbl 1399.62173 Appl. Math., Ser. A (Chin. Ed.) 32, No. 3, 283-294 (2017). MSC: 62P05 91B30 62M10 PDF BibTeX XML Cite \textit{H. Li} et al., Appl. Math., Ser. A (Chin. Ed.) 32, No. 3, 283--294 (2017; Zbl 1399.62173) OpenURL
Wang, Wenyuan; Zhang, Aili; Hu, Yijun; Ming, Ruixing On the Markov-modulated insurance risk model with interest, debit interest and tax payments. (Chinese. English summary) Zbl 1399.91045 Acta Math. Appl. Sin. 40, No. 2, 240-266 (2017). MSC: 91B30 60J75 60J20 91B64 PDF BibTeX XML Cite \textit{W. Wang} et al., Acta Math. Appl. Sin. 40, No. 2, 240--266 (2017; Zbl 1399.91045) OpenURL
Cheung, Eric C. K.; Wong, Jeff T. Y. On the dual risk model with Parisian implementation delays in dividend payments. (English) Zbl 1394.91204 Eur. J. Oper. Res. 257, No. 1, 159-173 (2017). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J. T. Y. Wong}, Eur. J. Oper. Res. 257, No. 1, 159--173 (2017; Zbl 1394.91204) Full Text: DOI OpenURL
Bruglieri, Maurizio; Pezzella, Ferdinando; Pisacane, Ornella Heuristic algorithms for the operator-based relocation problem in one-way electric carsharing systems. (English) Zbl 1387.90283 Discrete Optim. 23, 56-80 (2017). MSC: 90C59 90B06 68T20 90C11 90C90 PDF BibTeX XML Cite \textit{M. Bruglieri} et al., Discrete Optim. 23, 56--80 (2017; Zbl 1387.90283) Full Text: DOI arXiv OpenURL