Jiang, Zhengjun Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English) Zbl 1492.91300 Scand. Actuar. J. 2022, No. 3, 234-243 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K37 60J70 PDFBibTeX XMLCite \textit{Z. Jiang}, Scand. Actuar. J. 2022, No. 3, 234--243 (2022; Zbl 1492.91300) Full Text: DOI
Zhang, Zhimin; Su, Wen A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English) Zbl 1416.91229 Scand. Actuar. J. 2018, No. 5, 426-449 (2018). MSC: 91B30 60K10 62G05 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{W. Su}, Scand. Actuar. J. 2018, No. 5, 426--449 (2018; Zbl 1416.91229) Full Text: DOI
Mitric, Ilie-Radu; Trufin, Julien On a risk measure inspired from the ruin probability and the expected deficit at ruin. (English) Zbl 1401.91175 Scand. Actuar. J. 2016, No. 10, 932-951 (2016). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{I.-R. Mitric} and \textit{J. Trufin}, Scand. Actuar. J. 2016, No. 10, 932--951 (2016; Zbl 1401.91175) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI
Eisenberg, Julia; Schmidli, Hanspeter Minimising expected discounted capital injections by reinsurance in a classical risk model. (English) Zbl 1277.60145 Scand. Actuar. J. 2011, No. 3, 155-176 (2011). MSC: 60K10 62P05 91B30 93E20 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{H. Schmidli}, Scand. Actuar. J. 2011, No. 3, 155--176 (2011; Zbl 1277.60145) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. (English) Zbl 1092.91036 Scand. Actuar. J. 2005, No. 2, 103-126 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Scand. Actuar. J. 2005, No. 2, 103--126 (2005; Zbl 1092.91036) Full Text: DOI
Politis, Konstadinos Semiparametric estimation for non-ruin probabilities. (English) Zbl 1092.91054 Scand. Actuar. J. 2003, No. 1, 75-96 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 62G05 62G09 62G20 62P05 PDFBibTeX XMLCite \textit{K. Politis}, Scand. Actuar. J. 2003, No. 1, 75--96 (2003; Zbl 1092.91054) Full Text: DOI