Dussap, Florian Nonparametric estimation of the expected discounted penalty function in the compound Poisson model. (English) Zbl 07524971 Electron. J. Stat. 16, No. 1, 2124-2174 (2022). MSC: 62G05 62P05 91G70 PDF BibTeX XML Cite \textit{F. Dussap}, Electron. J. Stat. 16, No. 1, 2124--2174 (2022; Zbl 07524971) Full Text: DOI Link OpenURL
Jiang, Zhengjun Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English) Zbl 07518395 Scand. Actuar. J. 2022, No. 3, 234-243 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K37 60J70 PDF BibTeX XML Cite \textit{Z. Jiang}, Scand. Actuar. J. 2022, No. 3, 234--243 (2022; Zbl 07518395) Full Text: DOI OpenURL
Chen, Hong-Yi; Lee, Alice C.; Lee, Cheng Few Alternative methods to deal with measurement error. (English) Zbl 1451.91230 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{H.-Y. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439--1484 (2021; Zbl 1451.91230) Full Text: DOI OpenURL
Gao, Niushan; Munari, Cosimo Surplus-invariant risk measures. (English) Zbl 1455.91275 Math. Oper. Res. 45, No. 4, 1342-1370 (2020). MSC: 91G70 PDF BibTeX XML Cite \textit{N. Gao} and \textit{C. Munari}, Math. Oper. Res. 45, No. 4, 1342--1370 (2020; Zbl 1455.91275) Full Text: DOI arXiv OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English) Zbl 1453.60149 Probab. Math. Stat. 40, No. 1, 57-81 (2020). MSC: 60J99 91G40 60G51 PDF BibTeX XML Cite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI OpenURL
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. (English) Zbl 1445.91054 Insur. Math. Econ. 92, 128-146 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 92, 128--146 (2020; Zbl 1445.91054) Full Text: DOI arXiv OpenURL
You, Honglong; Guo, Junyi; Jiang, Jiancheng Interval estimation of the ruin probability in the classical compound Poisson risk model. (English) Zbl 07160702 Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{H. You} et al., Comput. Stat. Data Anal. 144, Article ID 106890, 15 p. (2020; Zbl 07160702) Full Text: DOI OpenURL
Zhang, Xiaoxiao; Dong, Hua Dividend problem with Parisian delay for the classical risk model with debit interest. (Chinese. English summary) Zbl 1449.91115 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 5, 1272-1280 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{H. Dong}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 5, 1272--1280 (2019; Zbl 1449.91115) OpenURL
Strini, Josef Anton; Thonhauser, Stefan On a dividend problem with random funding. (English) Zbl 1433.91146 Eur. Actuar. J. 9, No. 2, 607-633 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Eur. Actuar. J. 9, No. 2, 607--633 (2019; Zbl 1433.91146) Full Text: DOI arXiv 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
Wang, Cuilian; Liu, Xiao Dividend problems for finite time interval in the classical risk model. (Chinese. English summary) Zbl 1438.91179 Chin. J. Appl. Probab. Stat. 35, No. 2, 193-199 (2019). MSC: 91G50 91G05 44A10 PDF BibTeX XML Cite \textit{C. Wang} and \textit{X. Liu}, Chin. J. Appl. Probab. Stat. 35, No. 2, 193--199 (2019; Zbl 1438.91179) Full Text: DOI OpenURL
Ramsden, Lewis; Papaioannou, Apostolos D. Ruin probabilities under capital constraints. (English) Zbl 1425.91232 Insur. Math. Econ. 88, 273-282 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Ramsden} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 88, 273--282 (2019; Zbl 1425.91232) Full Text: DOI Link OpenURL
Liang, Zhibin; Young, Virginia R. Optimal dividends with an affine penalty. (English) Zbl 1422.91359 J. Appl. Math. Comput. 60, No. 1-2, 703-730 (2019). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{V. R. Young}, J. Appl. Math. Comput. 60, No. 1--2, 703--730 (2019; Zbl 1422.91359) Full Text: DOI OpenURL
Yang, Yang; Su, Wen; Zhang, Zhimin Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (English) Zbl 1450.62133 Stat. Probab. Lett. 146, 147-155 (2019). MSC: 62P05 62G07 91G70 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 146, 147--155 (2019; Zbl 1450.62133) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{W. Su}, Scand. Actuar. J. 2018, No. 5, 426--449 (2018; Zbl 1416.91229) Full Text: DOI OpenURL
Brito, Irene; Gonçalves, Patrícia; Lima Ramos, Pedro Risk and win in the activities of an insurance company. (Portuguese. English summary) Zbl 1452.91265 Bol. Soc. Port. Mat. 75, 3-30 (2017). MSC: 91G05 PDF BibTeX XML Cite \textit{I. Brito} et al., Bol. Soc. Port. Mat. 75, 3--30 (2017; Zbl 1452.91265) Full Text: Link 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
Nath, Dilip C.; Das, Jagriti Modeling of claim severity through the mixture of exponential distribution and computation of its probability of ultimate ruin. (English) Zbl 1395.62326 Thail. Stat. 15, No. 2, 128-148 (2017). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{D. C. Nath} and \textit{J. Das}, Thail. Stat. 15, No. 2, 128--148 (2017; Zbl 1395.62326) OpenURL
Santana, David J.; González-Hernández, Juan; Rincón, Luis Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures. (English) Zbl 1408.91105 Methodol. Comput. Appl. Probab. 19, No. 3, 775-798 (2017). MSC: 91B30 62P05 91B70 62E17 PDF BibTeX XML Cite \textit{D. J. Santana} et al., Methodol. Comput. Appl. Probab. 19, No. 3, 775--798 (2017; Zbl 1408.91105) Full Text: DOI OpenURL
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre Some comparison results for finite-time ruin probabilities in the classical risk model. (English) Zbl 1397.91289 Insur. Math. Econ. 77, 143-149 (2017). MSC: 91B30 60E05 60E15 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., Insur. Math. Econ. 77, 143--149 (2017; Zbl 1397.91289) Full Text: DOI Link OpenURL
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI OpenURL
Czarna, Irmina; Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. (English) Zbl 1353.91022 J. Comput. Appl. Math. 313, 499-514 (2017). MSC: 91B30 62P05 60K10 60G51 PDF BibTeX XML Cite \textit{I. Czarna} et al., J. Comput. Appl. Math. 313, 499--514 (2017; Zbl 1353.91022) Full Text: DOI arXiv OpenURL
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng A note on ruin problems in perturbed classical risk models. (English) Zbl 1463.91033 Stat. Probab. Lett. 120, 28-33 (2017). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{P. Liu} et al., Stat. Probab. Lett. 120, 28--33 (2017; Zbl 1463.91033) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{I.-R. Mitric} and \textit{J. Trufin}, Scand. Actuar. J. 2016, No. 10, 932--951 (2016; Zbl 1401.91175) Full Text: DOI Link OpenURL
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
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Risk aggregation in multivariate dependent Pareto distributions. (English) Zbl 1371.91107 Insur. Math. Econ. 71, 154-163 (2016). MSC: 91B30 62P05 60E05 62E15 PDF BibTeX XML Cite \textit{J. M. Sarabia} et al., Insur. Math. Econ. 71, 154--163 (2016; Zbl 1371.91107) Full Text: DOI arXiv OpenURL
Li, Shuanming; Lu, Yi; Jin, Can Number of jumps in two-sided first-exit problems for a compound Poisson process. (English) Zbl 1349.91146 Methodol. Comput. Appl. Probab. 18, No. 3, 747-764 (2016). MSC: 91B30 60G40 60J75 PDF BibTeX XML Cite \textit{S. Li} et al., Methodol. Comput. Appl. Probab. 18, No. 3, 747--764 (2016; Zbl 1349.91146) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDF BibTeX XML Cite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI OpenURL
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDF BibTeX XML Cite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI OpenURL
Mnatsakanov, Robert M.; Sarkisian, Khachatur; Hakobyan, Artak Approximation of the ruin probability using the scaled Laplace transform inversion. (English) Zbl 1410.62026 Appl. Math. Comput. 268, 717-727 (2015). MSC: 62E17 44A10 60E10 91B30 PDF BibTeX XML Cite \textit{R. M. Mnatsakanov} et al., Appl. Math. Comput. 268, 717--727 (2015; Zbl 1410.62026) Full Text: DOI Link OpenURL
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On finite-time ruin probabilities in a generalized dual risk model with dependence. (English) Zbl 1341.91090 Eur. J. Oper. Res. 242, No. 1, 134-148 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 242, No. 1, 134--148 (2015; Zbl 1341.91090) Full Text: DOI Link OpenURL
Damarackas, Julius; Šiaulys, Jonas A note on the net profit condition for discrete and classical risk models. (English) Zbl 1403.91193 Lith. Math. J. 55, No. 4, 465-473 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J20 60K30 60G50 PDF BibTeX XML Cite \textit{J. Damarackas} and \textit{J. Šiaulys}, Lith. Math. J. 55, No. 4, 465--473 (2015; Zbl 1403.91193) Full Text: DOI OpenURL
Chen, Shu-Min Optimal dividend payout for classical risk model with risk constraint. (English) Zbl 1304.60082 Acta Math. Appl. Sin., Engl. Ser. 30, No. 3, 721-734 (2014). MSC: 60J60 91B30 PDF BibTeX XML Cite \textit{S.-M. Chen}, Acta Math. Appl. Sin., Engl. Ser. 30, No. 3, 721--734 (2014; Zbl 1304.60082) Full Text: DOI OpenURL
Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. Dividend problems in the dual risk model. (English) Zbl 1290.91073 Insur. Math. Econ. 53, No. 3, 906-918 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{L. B. Afonso} et al., Insur. Math. Econ. 53, No. 3, 906--918 (2013; Zbl 1290.91073) Full Text: DOI OpenURL
Atanasiu, Virginia Some practical insurance problems solved by mathematical theory and credibility theory. (English) Zbl 1299.62112 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 75, No. 1, 25-34 (2013). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{V. Atanasiu}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 75, No. 1, 25--34 (2013; Zbl 1299.62112) OpenURL
Albrecher, Hansjörg; Lautscham, Volkmar From ruin to bankruptcy for compound Poisson surplus processes. (English) Zbl 1283.91084 Astin Bull. 43, No. 2, 213-243 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{V. Lautscham}, ASTIN Bull. 43, No. 2, 213--243 (2013; Zbl 1283.91084) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI OpenURL
Ragulina, E. Yu. A problem of optimal conditional deductible choice in the classical risk model. (Ukrainian. English summary) Zbl 1289.91084 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 3, 31-38 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Yu. Ragulina}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 3, 31--38 (2012; Zbl 1289.91084) OpenURL
Ragulina, O. Yu. Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market. (Ukrainian. English summary) Zbl 1289.91085 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 2, 23-30 (2012). MSC: 91B30 60J75 62P05 91B70 PDF BibTeX XML Cite \textit{O. Yu. Ragulina}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 2, 23--30 (2012; Zbl 1289.91085) OpenURL
Ragulina, E. Yu. On the survival probability of an insurance company in two risk models. (Russian. English summary) Zbl 1265.62038 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 40-50 (2012). MSC: 62P05 49N90 91B30 60J75 PDF BibTeX XML Cite \textit{E. Yu. Ragulina}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 40--50 (2012; Zbl 1265.62038) OpenURL
Dong, Hua; Yin, Chuancun Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. (English) Zbl 1259.91072 J. Syst. Sci. Complex. 25, No. 1, 178-185 (2012). MSC: 91B69 93E03 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{C. Yin}, J. Syst. Sci. Complex. 25, No. 1, 178--185 (2012; Zbl 1259.91072) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{H. Schmidli}, Scand. Actuar. J. 2011, No. 3, 155--176 (2011; Zbl 1277.60145) Full Text: DOI OpenURL
Thonhauser, Stefan; Albrecher, Hansjörg Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. (English) Zbl 1262.91096 Stoch. Models 27, No. 1, 120-140 (2011). MSC: 91B30 60K10 49N25 PDF BibTeX XML Cite \textit{S. Thonhauser} and \textit{H. Albrecher}, Stoch. Models 27, No. 1, 120--140 (2011; Zbl 1262.91096) Full Text: DOI Link OpenURL
Ragulina, O. Yu. On the non-ruin probability of an insurance company in the classical risk model using conditional franchise and limit of responsibility. (Ukrainian. English summary) Zbl 1249.91047 Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1-2, 27-46 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. Yu. Ragulina}, Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1--2, 27--46 (2011; Zbl 1249.91047) OpenURL
Xu, Huai; Tang, Ling Approximations of the optimal dividends barrier in the classical risk models. (English) Zbl 1249.91058 Math. Appl. 24, No. 3, 512-518 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Xu} and \textit{L. Tang}, Math. Appl. 24, No. 3, 512--518 (2011; Zbl 1249.91058) OpenURL
Atanasiu, Virginia Applications aiming Bühlmann’s credibility model. (English) Zbl 1237.62144 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 73, No. 2, 51-64 (2011). MSC: 62P05 PDF BibTeX XML Cite \textit{V. Atanasiu}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 73, No. 2, 51--64 (2011; Zbl 1237.62144) OpenURL
Eisenberg, Julia; Schmidli, Hanspeter Optimal control of capital injections by reinsurance with a constant rate of interest. (English) Zbl 1230.91072 J. Appl. Probab. 48, No. 3, 733-748 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 93E20 60K10 60J65 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{H. Schmidli}, J. Appl. Probab. 48, No. 3, 733--748 (2011; Zbl 1230.91072) Full Text: DOI OpenURL
Albrecher, Hansjörg; Borst, Sem C.; Boxma, Onno J.; Resing, Jacques Ruin excursions, the \(G/G/\infty \) queue, and tax payments in renewal risk models. (English) Zbl 1223.91024 J. Appl. Probab. 48A, Spec. Vol., 3-14 (2011). MSC: 91B30 60K30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 48A, 3--14 (2011; Zbl 1223.91024) Full Text: DOI OpenURL
Ragulina, O. Yu. On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. (Ukrainian. English summary) Zbl 1249.91046 Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1-2, 82-116 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. Yu. Ragulina}, Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1--2, 82--116 (2010; Zbl 1249.91046) OpenURL
Perera, Ryle S. Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market. (English) Zbl 1231.91411 Insur. Math. Econ. 46, No. 3, 479-484 (2010). MSC: 91G10 60H30 60G46 91B30 PDF BibTeX XML Cite \textit{R. S. Perera}, Insur. Math. Econ. 46, No. 3, 479--484 (2010; Zbl 1231.91411) Full Text: DOI OpenURL
Li, Yan; Liu, Guoxin Optimal stopping of the classical risk model controlled by dividend strategy. (Chinese. English summary) Zbl 1240.91048 Acta Math. Appl. Sin. 33, No. 6, 1123-1132 (2010). MSC: 91B30 60G40 PDF BibTeX XML Cite \textit{Y. Li} and \textit{G. Liu}, Acta Math. Appl. Sin. 33, No. 6, 1123--1132 (2010; Zbl 1240.91048) OpenURL
Zhao, Wu; Wang, Dingcheng; Zeng, Yong Ruin probability for the classical renewal model with stochastic interest rate. (Chinese. English summary) Zbl 1240.91091 J. Syst. Eng. 25, No. 5, 592-596, 602 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Zhao} et al., J. Syst. Eng. 25, No. 5, 592--596, 602 (2010; Zbl 1240.91091) OpenURL
Wang, Shanshan; Zhang, Chunsheng; Wu, Rong Calculations of ruin probabilities concerning claim occurrences. (English) Zbl 1237.62160 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 919-931 (2010). MSC: 62P05 91B30 65R10 PDF BibTeX XML Cite \textit{S. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 919--931 (2010; Zbl 1237.62160) Full Text: DOI OpenURL
Wei, Li Ruin probability in the presence of interest earnings and tax payments. (English) Zbl 1231.91249 Insur. Math. Econ. 45, No. 1, 133-138 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Wei}, Insur. Math. Econ. 45, No. 1, 133--138 (2009; Zbl 1231.91249) Full Text: DOI OpenURL
Wang, Chunwei; Yin, Chuancun Dividend payments in the classical risk model under absolute ruin with debit interest. (English) Zbl 1224.91090 Appl. Stoch. Models Bus. Ind. 25, No. 3, 247-262 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{C. Wang} and \textit{C. Yin}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 247--262 (2009; Zbl 1224.91090) Full Text: DOI OpenURL
Zhang, Shuna; Chen, Hongyan; Hu, Yijun The ruin probability for a generalized compound Poisson-geometric risk model. (Chinese. English summary) Zbl 1212.91058 J. Math., Wuhan Univ. 29, No. 4, 567-572 (2009). MSC: 91B30 60G46 PDF BibTeX XML Cite \textit{S. Zhang} et al., J. Math., Wuhan Univ. 29, No. 4, 567--572 (2009; Zbl 1212.91058) OpenURL
Su, Huilin; Wang, Xiaoqian; He, Lei Second-expansions of ruin probabilities with regular function tails. (Chinese. English summary) Zbl 1212.62045 J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 2, 36-40 (2009). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{H. Su} et al., J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 2, 36--40 (2009; Zbl 1212.62045) OpenURL
Wei, Guanghua; Gao, Qibing Upper bounds for ruin probability in the double compound Poisson risk model under constant interest force. (Chinese. English summary) Zbl 1212.91049 J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 1, 30-34 (2009). MSC: 91B30 60G46 PDF BibTeX XML Cite \textit{G. Wei} and \textit{Q. Gao}, J. Nanjing Norm. Univ., Nat. Sci. Ed. 32, No. 1, 30--34 (2009; Zbl 1212.91049) OpenURL
Xing, Yongsheng; Ma, Jianjing The ruin probability of a classical risk model and the distribution of the cycle maximum of the M/G/1 queue. (Chinese. English summary) Zbl 1199.91110 Chin. J. Appl. Probab. Stat. 24, No. 6, 581-584 (2008). MSC: 91B30 90B22 60K25 PDF BibTeX XML Cite \textit{Y. Xing} and \textit{J. Ma}, Chin. J. Appl. Probab. Stat. 24, No. 6, 581--584 (2008; Zbl 1199.91110) OpenURL
Xing, Yongsheng; Ma, Jianjing The survival probability of a class of risk models in negative surplus. (Chinese. English summary) Zbl 1199.91109 Acta Sci. Nat. Univ. Nankaiensis 41, No. 4, 59-62 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Xing} and \textit{J. Ma}, Acta Sci. Nat. Univ. Nankaiensis 41, No. 4, 59--62 (2008; Zbl 1199.91109) OpenURL
Ma, Jianjing; Xing, Yongsheng Ruin probability of compound negative binomial risk model. (Chinese. English summary) Zbl 1199.91092 Acta Sci. Nat. Univ. Nankaiensis 41, No. 1, 110-112 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Ma} and \textit{Y. Xing}, Acta Sci. Nat. Univ. Nankaiensis 41, No. 1, 110--112 (2008; Zbl 1199.91092) OpenURL
Malinovskii, Vsevolod K. Risk theory insight into a zone-adaptive control strategy. (English) Zbl 1152.91595 Insur. Math. Econ. 42, No. 2, 656-667 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 42, No. 2, 656--667 (2008; Zbl 1152.91595) Full Text: DOI OpenURL
Sarabia, José María; Guillén, Montserrat Joint modelling of the total amount and the number of claims by conditionals. (English) Zbl 1152.91602 Insur. Math. Econ. 43, No. 3, 466-473 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. M. Sarabia} and \textit{M. Guillén}, Insur. Math. Econ. 43, No. 3, 466--473 (2008; Zbl 1152.91602) Full Text: DOI OpenURL
Wei, Li The ruin probability in the presence of extended regular variation and optimal investment. (English) Zbl 1148.91023 Acta Math. Appl. Sin., Engl. Ser. 24, No. 4, 649-654 (2008). MSC: 91B28 60J25 91B30 PDF BibTeX XML Cite \textit{L. Wei}, Acta Math. Appl. Sin., Engl. Ser. 24, No. 4, 649--654 (2008; Zbl 1148.91023) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. Adaptive control strategies and dependence of finite time ruin on the premium loading. (English) Zbl 1141.91534 Insur. Math. Econ. 42, No. 1, 81-94 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 42, No. 1, 81--94 (2008; Zbl 1141.91534) Full Text: DOI Link OpenURL
Yang, Li; Sun, Hao; Tian, Xinghu On the discounted penalty function in a two-step premium rate model with linear dividend barrier. (Chinese. English summary) Zbl 1174.91522 Math. Pract. Theory 37, No. 11, 58-67 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Yang} et al., Math. Pract. Theory 37, No. 11, 58--67 (2007; Zbl 1174.91522) OpenURL
Ming, Ruixing; Modibo, Diarra; Hu, Yijun The asymptotic behavior for the ruin probability in the classical risk model. (English) Zbl 1174.91502 J. Math., Wuhan Univ. 27, No. 3, 249-254 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Ming} et al., J. Math., Wuhan Univ. 27, No. 3, 249--254 (2007; Zbl 1174.91502) OpenURL
Pitts, Susan M. The fast Fourier transform algorithm in ruin theory for the classical risk model. (English) Zbl 1243.91064 HERMIS-\(\mu\pi\) 7, 81-94 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{S. M. Pitts}, HERMIS-\(\mu\pi\) 7, 81--94 (2006; Zbl 1243.91064) OpenURL
Politis, Konstadinos A functional approach for ruin probabilities. (English) Zbl 1133.91034 Stoch. Models 22, No. 3, 509-536 (2006). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{K. Politis}, Stoch. Models 22, No. 3, 509--536 (2006; Zbl 1133.91034) Full Text: DOI OpenURL
Šiaulys, J.; Asanavičiūutė, R. On the Gerber-Shiu discounted penalty function for subexponential claims. (English) Zbl 1131.60080 Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Asanavičiūutė}, Lith. Math. J. 46, No. 4, 487--493 (2006; Zbl 1131.60080) Full Text: DOI OpenURL
Chernecky, Vasily Exact non-ruin probabilities in infinite time. (English) Zbl 1141.60053 Theory Stoch. Process. 12, No. 28, Part 3-4, 20-25 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 60K10 45R05 60K05 PDF BibTeX XML Cite \textit{V. Chernecky}, Theory Stoch. Process. 12(28), No. 3--4, 20--25 (2006; Zbl 1141.60053) OpenURL
Lu, Yuhua; Wu, Rong; Xu, Run The joint distributions of some extrema for the classical risk process perturbed by diffusion. (English) Zbl 1127.60086 Chin. J. Eng. Math. 23, No. 2, 355-360 (2006). MSC: 60K10 60K05 PDF BibTeX XML Cite \textit{Y. Lu} et al., Chin. J. Eng. Math. 23, No. 2, 355--360 (2006; Zbl 1127.60086) OpenURL
Šiaulys, J.; Kočetova, J. On the discounted penalty function for claims having mixed exponential distribution. (English) Zbl 1183.60032 Nonlinear Anal., Model. Control 11, No. 4, 413-426 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{J. Kočetova}, Nonlinear Anal., Model. Control 11, No. 4, 413--426 (2006; Zbl 1183.60032) OpenURL
Carr, Peter; Linetsky, Vadim A jump to default extended CEV model: an application of Bessel processes. (English) Zbl 1101.60057 Finance Stoch. 10, No. 3, 303-330 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J35 60J60 60J70 91G80 28A99 91G40 PDF BibTeX XML Cite \textit{P. Carr} and \textit{V. Linetsky}, Finance Stoch. 10, No. 3, 303--330 (2006; Zbl 1101.60057) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2005, No. 2, 103--126 (2005; Zbl 1092.91036) Full Text: DOI OpenURL
Albrecher, Hansjörg; Boxma, Onno J. On the discounted penalty function in a Markov-dependent risk model. (English) Zbl 1129.91023 Insur. Math. Econ. 37, No. 3, 650-672 (2005). MSC: 91B30 60K15 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{O. J. Boxma}, Insur. Math. Econ. 37, No. 3, 650--672 (2005; Zbl 1129.91023) Full Text: DOI Link OpenURL
Yu, Jinyou; Wei, Xiao; Hu, Yijun Moderate deviations for negatively associated random sums of heavy tailed random variables. (English) Zbl 1081.60512 J. Math., Wuhan Univ. 25, No. 5, 494-498 (2005). MSC: 60F10 91B30 PDF BibTeX XML Cite \textit{J. Yu} et al., J. Math., Wuhan Univ. 25, No. 5, 494--498 (2005; Zbl 1081.60512) OpenURL
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. Two-sided bounds for ruin probability under constant interest force. (English) Zbl 1065.91036 J. Math. Sci., New York 123, No. 1, 3824-3833 (2004). Reviewer: George Stoica (Saint John) MSC: 91B30 PDF BibTeX XML Cite \textit{D. G. Konstantinides} et al., J. Math. Sci., New York 123, No. 1, 3824--3833 (2004; Zbl 1065.91036) Full Text: DOI OpenURL
Rullière, Didier; Loisel, Stéphane Another look at the Picard–Lefèvre formula for finite-time ruin probabilities. (English) Zbl 1103.91048 Insur. Math. Econ. 35, No. 2, 187-203 (2004). Reviewer: Giacomo Bonanno (Davis) MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{D. Rullière} and \textit{S. Loisel}, Insur. Math. Econ. 35, No. 2, 187--203 (2004; Zbl 1103.91048) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. Politis}, Scand. Actuar. J. 2003, No. 1, 75--96 (2003; Zbl 1092.91054) Full Text: DOI OpenURL
Dickson, David C. M.; Waters, Howard R. The distribution of the time to ruin in the classical risk model. (English) Zbl 1098.62136 Astin Bull. 32, No. 2, 299-313 (2002). Reviewer: Bero Roos (Hamburg) MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 32, No. 2, 299--313 (2002; Zbl 1098.62136) Full Text: DOI OpenURL
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (English) Zbl 1074.91029 Insur. Math. Econ. 31, No. 3, 447-460 (2002). Reviewer: Georgy Osipenko (St. Peterburg) MSC: 91B30 PDF BibTeX XML Cite \textit{D. Konstantinides} et al., Insur. Math. Econ. 31, No. 3, 447--460 (2002; Zbl 1074.91029) Full Text: DOI OpenURL
Wang, Nan; Politis, Konstadinos Some characteristics of a surplus process in the presence of an upper barrier. (English) Zbl 1055.91058 Insur. Math. Econ. 30, No. 2, 231-241 (2002). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{N. Wang} and \textit{K. Politis}, Insur. Math. Econ. 30, No. 2, 231--241 (2002; Zbl 1055.91058) Full Text: DOI OpenURL
Wu, Rong; Zhang, Chunsheng; Wang, Guojing The joint distribution for the classical risk model. (Chinese. English summary) Zbl 1022.62104 Acta Math. Appl. Sin. 25, No. 3, 554-560 (2002). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{R. Wu} et al., Acta Math. Appl. Sin. 25, No. 3, 554--560 (2002; Zbl 1022.62104) OpenURL
Albrecher, Hansjörg; Kantor, Josef Simulation of ruin probabilities for risk processes of Markovian type. (English) Zbl 1014.91055 Monte Carlo Methods Appl. 8, No. 2, 111-127 (2002). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Kantor}, Monte Carlo Methods Appl. 8, No. 2, 111--127 (2002; Zbl 1014.91055) Full Text: DOI OpenURL
Albrecher, Hansjörg; Teugels, Jozef L.; Tichy, Robert F. On a gamma series expansion for the time-dependent probability of collective ruin. (English) Zbl 1025.62036 Insur. Math. Econ. 29, No. 3, 345-355 (2001). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 29, No. 3, 345--355 (2001; Zbl 1025.62036) Full Text: DOI OpenURL
Shpyrko, Victor The approximations of the ruin probability in classical risk model. (English) Zbl 0973.91049 Theory Stoch. Process. 7(23), No. 1-2, 278-290 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{V. Shpyrko}, Theory Stoch. Process. 7(23), No. 1--2, 278--290 (2001; Zbl 0973.91049) OpenURL
Drozdenko, Myroslav O. The probability of ruin. (English) Zbl 1032.91079 Theory Stoch. Process. 6(22), No. 3-4, 30-32 (2000). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. O. Drozdenko}, Theory Stoch. Process. 6(22), No. 3--4, 30--32 (2000; Zbl 1032.91079) OpenURL
De Vylder, Etienne F. Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. (English) Zbl 0952.91042 Scand. Actuarial J. 1999, No. 2, 97-105 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B30 62P05 65C50 PDF BibTeX XML Cite \textit{E. F. De Vylder}, Scand. Actuarial J. 1999, No. 2, 97--105 (1999; Zbl 0952.91042) Full Text: DOI OpenURL
De Vylder, F. E.; Goovaerts, M. J. Inequality extensions of Prabhu’s formula in ruin theory. (English) Zbl 0982.91032 Insur. Math. Econ. 24, No. 3, 249-271 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 249--271 (1999; Zbl 0982.91032) Full Text: DOI OpenURL
De Vylder, F. Etienne; Goovaerts, Marc J. Explicit finite-time and infinite-time ruin probabilities in the continuous case. (English) Zbl 0963.91062 Insur. Math. Econ. 24, No. 3, 155-172 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 155--172 (1999; Zbl 0963.91062) Full Text: DOI OpenURL
Pervozvansky, A. A. jun. Equation for survival probability in a finite time interval in case of non-zero real interest force. (English) Zbl 0961.91023 Insur. Math. Econ. 23, No. 3, 287-295 (1998). MSC: 91B30 45K05 62P05 PDF BibTeX XML Cite \textit{A. A. Pervozvansky jun.}, Insur. Math. Econ. 23, No. 3, 287--295 (1998; Zbl 0961.91023) Full Text: DOI OpenURL
De Vylder, F.; Goovaerts, M.; Marceau, E. The bi-atomic uniform minimal solution of Schmitter’s problem. (English) Zbl 0906.62107 Insur. Math. Econ. 20, No. 1, 59-78 (1997). MSC: 62P05 91B30 60F99 60K05 PDF BibTeX XML Cite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 59--78 (1997; Zbl 0906.62107) Full Text: DOI OpenURL
De Vylder, F.; Marceau, E. Classical numerical ruin probabilities. (English) Zbl 0880.62108 Scand. Actuarial J. 1996, No. 2, 109-123 (1996). MSC: 62P05 60K05 91B30 PDF BibTeX XML Cite \textit{F. De Vylder} and \textit{E. Marceau}, Scand. Actuarial J. 1996, No. 2, 109--123 (1996; Zbl 0880.62108) Full Text: DOI OpenURL
De Vylder, F.; Marceau, E. Explicit analytic ruin probabilities for bounded claims. (English) Zbl 0841.62094 Insur. Math. Econ. 16, No. 1, 79-105 (1995). MSC: 62P05 PDF BibTeX XML Cite \textit{F. De Vylder} and \textit{E. Marceau}, Insur. Math. Econ. 16, No. 1, 79--105 (1995; Zbl 0841.62094) Full Text: DOI OpenURL
Adamczyk, Katarzyna Asymptotic properties of the ANOVA test under general loss functions. (English) Zbl 0796.62059 Rocz. Pol. Tow. Mat., Ser. III, Mat. Stosow. 36, 75-97 (1993). MSC: 62J10 62F05 PDF BibTeX XML Cite \textit{K. Adamczyk}, Rocz. Pol. Tow. Mat., Ser. III, Mat. Stosow. 36, 75--97 (1993; Zbl 0796.62059) OpenURL
Dickson, David C. M. On the distribution of the surplus prior to ruin. (English) Zbl 0770.62090 Insur. Math. Econ. 11, No. 3, 191-207 (1992). Reviewer: T.Mikosch (Zürich) MSC: 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 11, No. 3, 191--207 (1992; Zbl 0770.62090) Full Text: DOI OpenURL
Dickson, David C. M. The probability of ultimate ruin with a variable premium loading - a special case. (English) Zbl 0764.62088 Scand. Actuarial J. 1991, No. 1, 75-86 (1991). Reviewer: E.Shiu (Iowa City) MSC: 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Scand. Actuarial J. 1991, No. 1, 75--86 (1991; Zbl 0764.62088) Full Text: DOI OpenURL
Boogaert, P.; De Waegenaere, A. Simulation of ruin probabilities. (English) Zbl 0717.62103 Insur. Math. Econ. 9, No. 2-3, 95-99 (1990). Reviewer: W.-R.Heilmann MSC: 62P05 65C05 60G42 91B30 PDF BibTeX XML Cite \textit{P. Boogaert} and \textit{A. De Waegenaere}, Insur. Math. Econ. 9, No. 2--3, 95--99 (1990; Zbl 0717.62103) Full Text: DOI OpenURL
Dufresne, François; Gerber, Hans U. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. (English) Zbl 0637.62101 Insur. Math. Econ. 7, No. 2, 75-80 (1988). MSC: 62P05 62E15 PDF BibTeX XML Cite \textit{F. Dufresne} and \textit{H. U. Gerber}, Insur. Math. Econ. 7, No. 2, 75--80 (1988; Zbl 0637.62101) Full Text: DOI OpenURL