Cheung, Eric C. K.; Zhu, Wei Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims. (English) Zbl 1520.91319 Insur. Math. Econ. 111, 84-101 (2023). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{W. Zhu}, Insur. Math. Econ. 111, 84--101 (2023; Zbl 1520.91319) Full Text: DOI
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung Finite-time ruin probabilities using bivariate Laguerre series. (English) Zbl 1511.91114 Scand. Actuar. J. 2023, No. 2, 153-190 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 45K05 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2023, No. 2, 153--190 (2023; Zbl 1511.91114) Full Text: DOI
Osatakul, Dhiti; Li, Shuanming; Wu, Xueyuan Discrete-time risk models with surplus-dependent premium corrections. (English) Zbl 1510.91065 Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023). MSC: 91B05 60G51 PDFBibTeX XMLCite \textit{D. Osatakul} et al., Appl. Math. Comput. 437, Article ID 127495, 19 p. (2023; Zbl 1510.91065) Full Text: DOI
Ji, Xinru; Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations. (English) Zbl 1513.62217 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 1513.62217) Full Text: DOI
Xie, Jiayi; Zhang, Zhimin; Yu, Wenguang Solving the finite-time ruin problems by Laguerre series expansion. (English) Zbl 1524.91093 Chin. J. Appl. Probab. Stat. 38, No. 6, 867-886 (2022). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{J. Xie} et al., Chin. J. Appl. Probab. Stat. 38, No. 6, 867--886 (2022; Zbl 1524.91093) Full Text: DOI
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 1510.60014 Appl. Math. Comput. 430, Article ID 127302, 11 p. (2022). MSC: 60E05 60E10 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Appl. Math. Comput. 430, Article ID 127302, 11 p. (2022; Zbl 1510.60014) Full Text: DOI
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 1499.91026 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 91B05 62P05 62E10 60F05 60G51 PDFBibTeX XMLCite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 1499.91026) Full Text: DOI
He, Yue; Kawai, Reiichiro Moment and polynomial bounds for ruin-related quantities in risk theory. (English) Zbl 1507.91044 Eur. J. Oper. Res. 302, No. 3, 1255-1271 (2022). MSC: 91B05 90C22 PDFBibTeX XMLCite \textit{Y. He} and \textit{R. Kawai}, Eur. J. Oper. Res. 302, No. 3, 1255--1271 (2022; Zbl 1507.91044) Full Text: DOI
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 PDFBibTeX XMLCite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI
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 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{H. Xu}, Commun. Stat., Theory Methods 51, No. 12, 4119--4132 (2022; Zbl 07533573) Full Text: DOI arXiv
Cheng, Dongya Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. (English) Zbl 1490.62314 Stochastics 93, No. 1, 56-71 (2021). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{D. Cheng}, Stochastics 93, No. 1, 56--71 (2021; Zbl 1490.62314) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI
Yang, Yang; Wang, Xinzhi; Zhang, Zhimin Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims. (English) Zbl 1492.91318 Nonlinear Anal., Model. Control 26, No. 5, 801-820 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{Y. Yang} et al., Nonlinear Anal., Model. Control 26, No. 5, 801--820 (2021; Zbl 1492.91318) Full Text: DOI
Bulinskaya, Ekaterina; Shigida, Boris Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period. (English) Zbl 1475.91287 Methodol. Comput. Appl. Probab. 23, No. 1, 103-121 (2021). MSC: 91G05 91-04 PDFBibTeX XMLCite \textit{E. Bulinskaya} and \textit{B. Shigida}, Methodol. Comput. Appl. Probab. 23, No. 1, 103--121 (2021; Zbl 1475.91287) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI
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 PDFBibTeX XMLCite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI
Cheng, Dongya; Yu, Changjun Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English) Zbl 1511.91035 Commun. Stat., Theory Methods 49, No. 7, 1742-1760 (2020). MSC: 91B05 60K10 62H05 62P05 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 1511.91035) Full Text: DOI
Albrecher, Hansjörg; Chen, Bohan; Vatamidou, Eleni; Zwart, Bert Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. (English) Zbl 1444.91188 J. Appl. Probab. 57, No. 2, 513-530 (2020). MSC: 91G05 60F10 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Appl. Probab. 57, No. 2, 513--530 (2020; Zbl 1444.91188) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
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 PDFBibTeX XMLCite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K.; Tan, Senren On double-boundary non-crossing probability for a class of compound processes with applications. (English) Zbl 1430.90013 Eur. J. Oper. Res. 282, No. 2, 602-613 (2020). MSC: 90B05 60G17 65T50 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 282, No. 2, 602--613 (2020; Zbl 1430.90013) Full Text: DOI Link
Cheng, Dongya; Yu, Changjun Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. (English) Zbl 1493.62580 Stochastics 91, No. 5, 643-656 (2019). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{C. Yu}, Stochastics 91, No. 5, 643--656 (2019; Zbl 1493.62580) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. Chen} et al., Commun. Stat., Theory Methods 48, No. 13, 3325--3340 (2019; Zbl 07539715) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI HAL
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 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI
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 PDFBibTeX XMLCite \textit{T. Zhang} et al., Chin. J. Appl. Probab. Stat. 35, No. 1, 39--50 (2019; Zbl 1438.62021) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 15, No. 2, 481--505 (2019; Zbl 1438.91119) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Math. Anal. Appl. 469, No. 2, 525--536 (2019; Zbl 1416.91164) Full Text: DOI
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 1508.62249 Commun. Stat., Theory Methods 47, No. 17, 4170-4186 (2018). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{R. Liu} et al., Commun. Stat., Theory Methods 47, No. 17, 4170--4186 (2018; Zbl 1508.62249) Full Text: DOI
Wen, Yuzhuo; Tang, Shengda; Deng, Guohe Analysis on the ruin time of risk models with phase-type claims under a threshold dividend strategy. (Chinese. English summary) Zbl 1438.91181 J. Nat. Sci. Hunan Norm. Univ. 41, No. 5, 69-74, 81 (2018). MSC: 91G50 91G05 44A10 PDFBibTeX XMLCite \textit{Y. Wen} et al., J. Nat. Sci. Hunan Norm. Univ. 41, No. 5, 69--74, 81 (2018; Zbl 1438.91181)
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 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Z. Cui} and \textit{C. Yu}, Chin. J. Appl. Probab. Stat. 34, No. 4, 416--426 (2018; Zbl 1424.91053) Full Text: DOI
Wen, Yuzhuo; Tang, Shengda; Deng, Guohe Analysis of the ruin time of threshold dividend strategy risk model under stochastic environment. (Chinese. English summary) Zbl 1424.91067 J. Guangxi Norm. Univ., Nat. Sci. 36, No. 3, 56-62 (2018). MSC: 91B30 44A10 PDFBibTeX XMLCite \textit{Y. Wen} et al., J. Guangxi Norm. Univ., Nat. Sci. 36, No. 3, 56--62 (2018; Zbl 1424.91067) Full Text: DOI
Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. (English) Zbl 1412.91059 J. Ind. Manag. Optim. 14, No. 1, 231-247 (2018). MSC: 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 14, No. 1, 231--247 (2018; Zbl 1412.91059) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. Wang} et al., Japan J. Ind. Appl. Math. 35, No. 3, 1173--1189 (2018; Zbl 1403.62194) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S.-j. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553--565 (2018; Zbl 1401.62217) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. Wang} et al., Lith. Math. J. 58, No. 1, 113--125 (2018; Zbl 1458.62255) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI
Xiao, Hongmin; Liu, Ailing; He, Yan Limit property of the delayed risk model under dependent claims and investment. (Chinese. English summary) Zbl 1399.91046 J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696-700 (2017). MSC: 91B30 60F15 91G10 PDFBibTeX XMLCite \textit{H. Xiao} et al., J. Lanzhou Univ., Nat. Sci. 53, No. 5, 696--700 (2017; Zbl 1399.91046) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 5, 452--469 (2017; Zbl 1401.91215) Full Text: DOI
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 PDFBibTeX XMLCite \textit{L. B. Afonso} et al., ASTIN Bull. 47, No. 2, 417--435 (2017; Zbl 1390.62201) Full Text: DOI
Gao, Miaomiao; Wang, Kaiyong; Chen, Lamei; Qian, Haojun Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate. (English) Zbl 1389.91041 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22-27 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Gao} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22--27 (2017; Zbl 1389.91041)
Guérin, Hélène; Renaud, Jean-François On the distribution of cumulative Parisian ruin. (English) Zbl 1397.91285 Insur. Math. Econ. 73, 116-123 (2017). MSC: 91B30 60G51 60K10 60G44 60J65 PDFBibTeX XMLCite \textit{H. Guérin} and \textit{J.-F. Renaud}, Insur. Math. Econ. 73, 116--123 (2017; Zbl 1397.91285) Full Text: DOI arXiv
Mao, Yanzhu; Wang, Kaiyong; Zhu, Ling; Ren, Yue Asymptotics for the finite-time ruin probability of a risk model with a general counting process. (English) Zbl 1369.62281 Japan J. Ind. Appl. Math. 34, No. 1, 243-252 (2017). MSC: 62P05 62E10 60F05 91B30 PDFBibTeX XMLCite \textit{Y. Mao} et al., Japan J. Ind. Appl. Math. 34, No. 1, 243--252 (2017; Zbl 1369.62281) Full Text: DOI
Bernackaitė, Emilija; Šiaulys, Jonas The finite-time ruin probability for an inhomogeneous renewal risk model. (English) Zbl 1369.91078 J. Ind. Manag. Optim. 13, No. 1, 207-222 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, J. Ind. Manag. Optim. 13, No. 1, 207--222 (2017; Zbl 1369.91078) Full Text: DOI
Zhang, Ting; Fang, Xi-Nian; Liu, Jie; Yang, Yang Asymptotics for the partial sum and its maximum of dependent random variables. (English) Zbl 1381.60073 Lith. Math. J. 57, No. 1, 142-153 (2017). MSC: 60F05 60E05 60G70 62E20 PDFBibTeX XMLCite \textit{T. Zhang} et al., Lith. Math. J. 57, No. 1, 142--153 (2017; Zbl 1381.60073) Full Text: DOI
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On the evaluation of finite-time ruin probabilities in a dependent risk model. (English) Zbl 1410.60044 Appl. Math. Comput. 275, 268-286 (2016). MSC: 60G40 91B30 91G70 91G60 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Appl. Math. Comput. 275, 268--286 (2016; Zbl 1410.60044) Full Text: DOI Link
Yang, Yang; Yuen, Kam C. Asymptotics for a discrete-time risk model with gamma-like insurance risks. (English) Zbl 1401.91206 Scand. Actuar. J. 2016, No. 6, 565-579 (2016). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 6, 565--579 (2016; Zbl 1401.91206) Full Text: DOI Link
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI
Yu, Shihang Finite-time ruin probability for risk model based on NGINAR(1). (Chinese. English summary) Zbl 1374.91062 Math. Pract. Theory 46, No. 17, 257-260 (2016). MSC: 91B30 62M10 62P05 60F10 PDFBibTeX XMLCite \textit{S. Yu}, Math. Pract. Theory 46, No. 17, 257--260 (2016; Zbl 1374.91062)
Yang, Yang; Yuen, Kam C. Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English) Zbl 1382.91048 J. Math. Anal. Appl. 442, No. 2, 600-626 (2016). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. C. Yuen}, J. Math. Anal. Appl. 442, No. 2, 600--626 (2016; Zbl 1382.91048) Full Text: DOI
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong The uniform local asymptotics for a Lévy process and its overshoot and undershoot. (English) Zbl 1381.60087 Commun. Stat., Theory Methods 45, No. 4, 1156-1181 (2016). MSC: 60G51 60E07 62P05 PDFBibTeX XMLCite \textit{Z. Cui} et al., Commun. Stat., Theory Methods 45, No. 4, 1156--1181 (2016; Zbl 1381.60087) Full Text: DOI
Fu, Ke-Ang On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims. (English) Zbl 1336.91047 J. Math. Anal. Appl. 442, No. 1, 17-30 (2016). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{K.-A. Fu}, J. Math. Anal. Appl. 442, No. 1, 17--30 (2016; Zbl 1336.91047) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI
Yang, Yang; Konstantinides, Dimitrios G. Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English) Zbl 1401.91205 Scand. Actuar. J. 2015, No. 8, 641-659 (2015). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{D. G. Konstantinides}, Scand. Actuar. J. 2015, No. 8, 641--659 (2015; Zbl 1401.91205) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Gaussian risk models with financial constraints. (English) Zbl 1401.91130 Scand. Actuar. J. 2015, No. 6, 469-481 (2015). MSC: 91B30 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2015, No. 6, 469--481 (2015; Zbl 1401.91130) Full Text: DOI arXiv Link
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming The finite time ruin probability in a risk model with capital injections. (English) Zbl 1398.91350 Scand. Actuar. J. 2015, No. 4, 301-318 (2015). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{C. Nie} et al., Scand. Actuar. J. 2015, No. 4, 301--318 (2015; Zbl 1398.91350) Full Text: DOI
Yang, Yang; Tan, Zhongquan; Zhong, Yunyun Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model. (English) Zbl 1406.91475 Stat. Interface 8, No. 1, 3-8 (2015). MSC: 91G40 62E10 62P05 60F05 62G32 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Interface 8, No. 1, 3--8 (2015; Zbl 1406.91475) Full Text: DOI
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas Ruin probability in the three-seasonal discrete-time risk model. (English) Zbl 1349.91137 Mod. Stoch., Theory Appl. 2, No. 4, 421-441 (2015). MSC: 91B30 60G50 PDFBibTeX XMLCite \textit{A. Grigutis} et al., Mod. Stoch., Theory Appl. 2, No. 4, 421--441 (2015; Zbl 1349.91137) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Eur. J. Oper. Res. 242, No. 1, 134--148 (2015; Zbl 1341.91090) Full Text: DOI Link
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Some ruin problems for the MAP risk model. (English) Zbl 1348.91163 Insur. Math. Econ. 65, 1-8 (2015). MSC: 91B30 60K25 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Insur. Math. Econ. 65, 1--8 (2015; Zbl 1348.91163) Full Text: DOI
Xiao, Hongmin; Zhao, Jie; Song, Guolong The limit properties for a risk model with heavy-tailed potential claims. (Chinese. English summary) Zbl 1340.91060 J. Northwest Norm. Univ., Nat. Sci. 51, No. 2, 9-11, 23 (2015). MSC: 91B30 60F05 60K05 PDFBibTeX XMLCite \textit{H. Xiao} et al., J. Northwest Norm. Univ., Nat. Sci. 51, No. 2, 9--11, 23 (2015; Zbl 1340.91060)
Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model. (English) Zbl 1348.91155 Insur. Math. Econ. 64, 45-53 (2015). MSC: 91B30 60K10 62P05 62H20 62E20 PDFBibTeX XMLCite \textit{T. Jiang} et al., Insur. Math. Econ. 64, 45--53 (2015; Zbl 1348.91155) Full Text: DOI
Cheng, Fengyang Tail probability of a random sum with a heavy-tailed random number and dependent summands. (English) Zbl 06479719 J. Math. Anal. Appl. 432, No. 1, 504-516 (2015). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{F. Cheng}, J. Math. Anal. Appl. 432, No. 1, 504--516 (2015; Zbl 06479719) Full Text: DOI
Chen, Yiqing; Liu, Jiajun; Liu, Fei Ruin with insurance and financial risks following the least risky FGM dependence structure. (English) Zbl 1318.91108 Insur. Math. Econ. 62, 98-106 (2015). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 62, 98--106 (2015; Zbl 1318.91108) Full Text: DOI
Willmot, Gordon E. On a partial integrodifferential equation of Seal’s type. (English) Zbl 1318.91124 Insur. Math. Econ. 62, 54-61 (2015). MSC: 91B30 35Q91 35R09 45K05 PDFBibTeX XMLCite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI
Thampi, K. K. Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails. (English) Zbl 1359.62469 Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62P05 60K10 62E10 91B30 PDFBibTeX XMLCite \textit{K. K. Thampi}, Int. Game Theory Rev. 17, No. 1, Article ID 1540011, 14 p. (2015; Zbl 1359.62469) Full Text: DOI
Kuznetsov, Alexey; Morales, Manuel Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. (English) Zbl 1401.91156 Scand. Actuar. J. 2014, No. 1, 1-31 (2014). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{A. Kuznetsov} and \textit{M. Morales}, Scand. Actuar. J. 2014, No. 1, 1--31 (2014; Zbl 1401.91156) Full Text: DOI
Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Stochastics 86, No. 4, 676--695 (2014; Zbl 1337.60227) Full Text: DOI
Yang, Yang; Lin, Jinguan; Tan, Zhongquan The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. (English) Zbl 1313.91093 Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194-204 (2014). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194--204 (2014; Zbl 1313.91093) Full Text: DOI
Sun, Ying; Wei, Li The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks. (English) Zbl 1306.91086 Insur. Math. Econ. 59, 178-183 (2014). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{L. Wei}, Insur. Math. Econ. 59, 178--183 (2014; Zbl 1306.91086) Full Text: DOI
Gao, Qingwu; Jin, Na; Shen, Houcai Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force. (English) Zbl 1309.91075 Rocky Mt. J. Math. 44, No. 5, 1505-1528 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 62P05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Rocky Mt. J. Math. 44, No. 5, 1505--1528 (2014; Zbl 1309.91075) Full Text: DOI Euclid
Yang, Yang; Liu, Wei; Lin, Jinguan; Zhang, Yulin Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate. (English) Zbl 1313.91094 J. Southeast Univ., Engl. Ed. 30, No. 1, 118-121 (2014). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Southeast Univ., Engl. Ed. 30, No. 1, 118--121 (2014; Zbl 1313.91094) Full Text: DOI
Robert, C. Y. On the De Vylder and Goovaerts conjecture about ruin for equalized claims. (English) Zbl 1329.60119 J. Appl. Probab. 51, No. 3, 874-879 (2014). MSC: 60G50 60G09 91B30 PDFBibTeX XMLCite \textit{C. Y. Robert}, J. Appl. Probab. 51, No. 3, 874--879 (2014; Zbl 1329.60119) Full Text: DOI Euclid
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI Link
Yang, Yang Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks. (English) Zbl 1458.62258 Commun. Stat., Theory Methods 43, No. 10-12, 2094-2104 (2014). MSC: 62P05 60G70 PDFBibTeX XMLCite \textit{Y. Yang}, Commun. Stat., Theory Methods 43, No. 10--12, 2094--2104 (2014; Zbl 1458.62258) Full Text: DOI
Gao, Qingwu; Yang, Xiuzhu Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest. (English) Zbl 1291.91109 J. Math. Anal. Appl. 419, No. 2, 1193-1213 (2014). MSC: 91B30 60J60 PDFBibTeX XMLCite \textit{Q. Gao} and \textit{X. Yang}, J. Math. Anal. Appl. 419, No. 2, 1193--1213 (2014; Zbl 1291.91109) Full Text: DOI
Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Bayesian dividend optimization and finite time ruin probabilities. (English) Zbl 1292.91182 Stoch. Models 30, No. 2, 216-249 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G50 91B30 60J70 49L20 93E11 93E20 91G60 PDFBibTeX XMLCite \textit{G. Leobacher} et al., Stoch. Models 30, No. 2, 216--249 (2014; Zbl 1292.91182) Full Text: DOI arXiv
Yang, Yang; Wang, Yuebao Tail behavior of the product of two dependent random variables with applications to risk theory. (English) Zbl 1329.62085 Extremes 16, No. 1, 55-74 (2013). MSC: 62E20 62H20 62G32 62P05 91B30 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{Y. Wang}, Extremes 16, No. 1, 55--74 (2013; Zbl 1329.62085) Full Text: DOI
Zhang, Yuanyuan; Wang, Wensheng Ruin probabilities of a bidimensional risk model with a constant interest rate. (English) Zbl 1313.91098 J. East China Norm. Univ., Nat. Sci. Ed. 2013, No. 6, 22-31 (2013). MSC: 91B30 62P05 60H30 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{W. Wang}, J. East China Norm. Univ., Nat. Sci. Ed. 2013, No. 6, 22--31 (2013; Zbl 1313.91098)
Kortschak, Dominik; Asmussen, Søren Second order corrections for the limits of normalized ruin times in the presence of heavy tails. (English) Zbl 1300.60108 Stoch. Syst. 3, No. 2, 591-633 (2013). MSC: 60K30 60K25 91B30 PDFBibTeX XMLCite \textit{D. Kortschak} and \textit{S. Asmussen}, Stoch. Syst. 3, No. 2, 591--633 (2013; Zbl 1300.60108) Full Text: DOI arXiv
Wang, Kaiyong; Lin, Jinguan Finite-time ruin probability of a compound dependent discrete-time risk model. (Chinese. English summary) Zbl 1299.91071 Math. Appl. 26, No. 4, 750-755 (2013). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{K. Wang} and \textit{J. Lin}, Math. Appl. 26, No. 4, 750--755 (2013; Zbl 1299.91071)
Xiao, Hongmin; Song, Guolong; Wang, Ying The finite-time ruin probability for risk models with upper-tailed independent heavily-tailed prospective claims. (Chinese. English summary) Zbl 1299.91076 J. Henan Norm. Univ., Nat. Sci. 41, No. 5, 5-8 (2013). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Xiao} et al., J. Henan Norm. Univ., Nat. Sci. 41, No. 5, 5--8 (2013; Zbl 1299.91076)
Castañer, A.; Claramunt, M. M.; Lefèvre, C. Survival probabilities in bivariate risk models, with application to reinsurance. (English) Zbl 1290.91077 Insur. Math. Econ. 53, No. 3, 632-642 (2013). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{A. Castañer} et al., Insur. Math. Econ. 53, No. 3, 632--642 (2013; Zbl 1290.91077) Full Text: DOI Link
Malinovskii, Vsevolod K. Level premium rates as a function of initial capital. (English) Zbl 1284.91254 Insur. Math. Econ. 52, No. 2, 370-380 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{V. K. Malinovskii}, Insur. Math. Econ. 52, No. 2, 370--380 (2013; Zbl 1284.91254) Full Text: DOI
Shi, Tianxiang; Landriault, David Distribution of the time to ruin in some Sparre Andersen risk models. (English) Zbl 1284.91270 Astin Bull. 43, No. 1, 39-59 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K25 PDFBibTeX XMLCite \textit{T. Shi} and \textit{D. Landriault}, ASTIN Bull. 43, No. 1, 39--59 (2013; Zbl 1284.91270) Full Text: DOI
Li, Shuanming; Huang, Fengjing; Jin, Can Joint distributions of some ruin related quantities in the compound binomial risk model. (English) Zbl 1282.91158 Stoch. Models 29, No. 4, 518-539 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 60K05 PDFBibTeX XMLCite \textit{S. Li} et al., Stoch. Models 29, No. 4, 518--539 (2013; Zbl 1282.91158) Full Text: DOI
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL
Castañer, Anna; Claramunt, M. Mercè; Gathy, Maude; Lefèvre, Claude; Mármol, Maite Ruin problems for a discrete time risk model with non-homogeneous conditions. (English) Zbl 1280.91091 Scand. Actuar. J. 2013, No. 2, 84-103 (2013). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91B30 PDFBibTeX XMLCite \textit{A. Castañer} et al., Scand. Actuar. J. 2013, No. 2, 84--103 (2013; Zbl 1280.91091) Full Text: DOI Link
Yang, Yang; Wang, Kaiyong Precise large deviations for dependent random variables with applications to the compound renewal risk model. (English) Zbl 1276.60030 Rocky Mt. J. Math. 43, No. 4, 1395-1414 (2013). MSC: 60F10 62E20 90B30 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. Wang}, Rocky Mt. J. Math. 43, No. 4, 1395--1414 (2013; Zbl 1276.60030) Full Text: DOI Euclid
Li, Shuanming; Sendova, Kristina P. The finite-time ruin probability under the compound binomial risk model. (English) Zbl 1277.91090 Eur. Actuar. J. 3, No. 1, 249-271 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{S. Li} and \textit{K. P. Sendova}, Eur. Actuar. J. 3, No. 1, 249--271 (2013; Zbl 1277.91090) Full Text: DOI Link
Chen, Yang; Wang, Yuebao; Wang, Kaiyong Asymptotic results for ruin probability of a two-dimensional renewal risk model. (English) Zbl 1271.62244 Stochastic Anal. Appl. 31, No. 1, 80-91 (2013). MSC: 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stochastic Anal. Appl. 31, No. 1, 80--91 (2013; Zbl 1271.62244) Full Text: DOI
Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. (English) Zbl 1263.91027 Methodol. Comput. Appl. Probab. 15, No. 1, 109-124 (2013). MSC: 91B30 60F05 PDFBibTeX XMLCite \textit{K. Wang} et al., Methodol. Comput. Appl. Probab. 15, No. 1, 109--124 (2013; Zbl 1263.91027) Full Text: DOI
Chen, Yang; Wang, Le; Wang, Yuebao Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. (English) Zbl 1266.91032 J. Math. Anal. Appl. 401, No. 1, 114-129 (2013). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B74 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Math. Anal. Appl. 401, No. 1, 114--129 (2013; Zbl 1266.91032) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jie Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model. (English) Zbl 1261.91023 J. Math. Anal. Appl. 398, No. 1, 352-361 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Math. Anal. Appl. 398, No. 1, 352--361 (2013; Zbl 1261.91023) Full Text: DOI
Yang, Yang; Lin, Jinguan; Huang, Chao; Ma, Xin The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English) Zbl 1296.91171 J. Korean Stat. Soc. 41, No. 2, 213-224 (2012). MSC: 91B30 60K10 62E20 62P05 60F10 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Korean Stat. Soc. 41, No. 2, 213--224 (2012; Zbl 1296.91171) Full Text: DOI
Feng, Runhuan; Volkmer, Hans W. Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (English) Zbl 1284.91561 Insur. Math. Econ. 51, No. 2, 409-421 (2012). MSC: 91G40 91B30 91G60 PDFBibTeX XMLCite \textit{R. Feng} and \textit{H. W. Volkmer}, Insur. Math. Econ. 51, No. 2, 409--421 (2012; Zbl 1284.91561) Full Text: DOI
Yang, Yang; Wang, Kaiyong Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims. (English) Zbl 1292.91098 Lith. Math. J. 52, No. 1, 111-121 (2012). MSC: 91B30 60K10 60F05 60G70 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. Wang}, Lith. Math. J. 52, No. 1, 111--121 (2012; Zbl 1292.91098) Full Text: DOI
Xiao, Hongmin; Cui, Yanjun; Li, Hong Ruin probability for a risk model based on the policy entrance process under negatively dependent claims. (Chinese. English summary) Zbl 1289.91094 Math. Pract. Theory 42, No. 23, 25-31 (2012). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Xiao} et al., Math. Pract. Theory 42, No. 23, 25--31 (2012; Zbl 1289.91094)