Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDFBibTeX XMLCite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI
Willmot, Gordon E.; Lin, X. Sheldon Lundberg approximations for compound distributions with insurance applications. (English) Zbl 0962.62099 Lecture Notes in Statistics. 156. New York, NY: Springer. x, 250 p. (2000). Reviewer: E.M.Psyadlo (Odessa) MSC: 62P05 62-02 91B30 91-02 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{X. S. Lin}, Lundberg approximations for compound distributions with insurance applications. New York, NY: Springer (2000; Zbl 0962.62099)
Lin, X. Sheldon; Willmot, Gordon E. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (English) Zbl 0971.91031 Insur. Math. Econ. 27, No. 1, 19-44 (2000). Reviewer: Elias Shiu (Iowa City) MSC: 91B30 62P05 60K05 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 27, No. 1, 19--44 (2000; Zbl 0971.91031) Full Text: DOI
Lin, X. Sheldon; Willmot, Gordon E. Analysis of a defective renewal equation arising in ruin theory. (English) Zbl 1028.91556 Insur. Math. Econ. 25, No. 1, 63-84 (1999). MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 25, No. 1, 63--84 (1999; Zbl 1028.91556) Full Text: DOI