Rusilko, Tat’yana Vladimirovna Application of queueing network models in insurance. (English) Zbl 07602929 Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 22, No. 3, 315-321 (2022). MSC: 91G05 90B22 60K30 PDF BibTeX XML Cite \textit{T. V. Rusilko}, Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 22, No. 3, 315--321 (2022; Zbl 07602929) Full Text: DOI MNR OpenURL
Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V. Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations. (English. Russian original) Zbl 1500.91110 Comput. Math. Math. Phys. 62, No. 9, 1438-1454 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473-1490 (2022). MSC: 91G05 93E20 49L25 45K05 PDF BibTeX XML Cite \textit{T. A. Belkina} et al., Comput. Math. Math. Phys. 62, No. 9, 1438--1454 (2022; Zbl 1500.91110); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473--1490 (2022) Full Text: DOI OpenURL
Di Francesco, Marco Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints. (English) Zbl 1470.91239 Decis. Econ. Finance 44, No. 1, 269-294 (2021). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{M. Di Francesco}, Decis. Econ. Finance 44, No. 1, 269--294 (2021; Zbl 1470.91239) Full Text: DOI OpenURL
Zubchenko, V. P.; Kostiuk, Ye. O.; Lukashchuk, M. O.; Yaroshevskyĭ, A. M. Rating change classication of insurance companies indicators. (Ukrainian. English summary) Zbl 1474.91173 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 31-35 (2020). MSC: 91G05 91G80 PDF BibTeX XML Cite \textit{V. P. Zubchenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 31--35 (2020; Zbl 1474.91173) Full Text: DOI OpenURL
Liao, Xiyue; Chen, Guoqiang; Ku, Ben; Narula, Rahul; Duncan, Janet Text mining methods applied to insurance company customer calls: a case study. (English) Zbl 1437.91395 N. Am. Actuar. J. 24, No. 1, 153-163 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{X. Liao} et al., N. Am. Actuar. J. 24, No. 1, 153--163 (2020; Zbl 1437.91395) Full Text: DOI OpenURL
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDF BibTeX XML Cite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI OpenURL
Zhuang, Xintian; Che, Taigen; Su, Yanli; Wang, Jinhong Study for loan guarantee insurance of small loan companies based on three group evolutionary game. (Chinese. English summary) Zbl 1449.91118 J. Syst. Sci. Math. Sci. 39, No. 5, 743-754 (2019). MSC: 91G05 91A22 91A80 PDF BibTeX XML Cite \textit{X. Zhuang} et al., J. Syst. Sci. Math. Sci. 39, No. 5, 743--754 (2019; Zbl 1449.91118) OpenURL
Bénézet, Cyril; Bonnefoy, Jérémie; Chassagneux, Jean-François; Deng, Shuoqing; Garcia Trillos, Camilo; Lenôtre, Lionel A sparse grid approach to balance sheet risk measurement. (English) Zbl 1417.91548 ESAIM, Proc. Surv. 65, 236-265 (2019). MSC: 91G60 65D05 91B30 62P05 PDF BibTeX XML Cite \textit{C. Bénézet} et al., ESAIM, Proc. Surv. 65, 236--265 (2019; Zbl 1417.91548) Full Text: DOI arXiv OpenURL
Belkina, Tatiana; Luo, Shangzhen Asymptotic investment behaviors under a jump-diffusion risk process. (English) Zbl 1414.91164 N. Am. Actuar. J. 21, No. 1, 36-62 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{T. Belkina} and \textit{S. Luo}, N. Am. Actuar. J. 21, No. 1, 36--62 (2017; Zbl 1414.91164) Full Text: DOI arXiv OpenURL
Dammer, Diana Research of mathematical model of insurance company in the form of queueing system in a random environment. (English) Zbl 1397.90107 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 16th international conference, ITMM 2017, named after A. F. Terpugov, Kazan, Russia, September 29 – October 3, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-68068-2/pbk; 978-3-319-68069-9/ebook). Communications in Computer and Information Science 800, 204-214 (2017). MSC: 90B22 91B38 PDF BibTeX XML Cite \textit{D. Dammer}, Commun. Comput. Inf. Sci. 800, 204--214 (2017; Zbl 1397.90107) Full Text: DOI OpenURL
Muromskaya, Anastasia A. Generalization of Lundberg’s inequality for the case of stock insurance company. (English. Russian original) Zbl 1415.91159 Mosc. Univ. Math. Bull. 72, No. 1, 31-34 (2017); translation from Vestn. Mosk. Univ., Ser. I 72, No. 1, 32-36 (2017). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, Mosc. Univ. Math. Bull. 72, No. 1, 31--34 (2017; Zbl 1415.91159); translation from Vestn. Mosk. Univ., Ser. I 72, No. 1, 32--36 (2017) Full Text: DOI OpenURL
Bondarev, B. V.; Khmelina, M. I. The functioning of the insurance company with premiums, depending on the current capital. Modified Clark-Samuelson model. (Russian. English summary) Zbl 1476.91121 Tr. Inst. Prikl. Mat. Mekh. 30, 9-19 (2016). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{M. I. Khmelina}, Tr. Inst. Prikl. Mat. Mekh. 30, 9--19 (2016; Zbl 1476.91121) OpenURL
Costa, Leonardo; Pizzinga, Adrian; Atherino, Rodrigo Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis. (English) Zbl 07281530 J. Appl. Stat. 43, No. 5, 847-870 (2016). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Costa} et al., J. Appl. Stat. 43, No. 5, 847--870 (2016; Zbl 07281530) Full Text: DOI Link OpenURL
Li, Danping; Rong, Ximin; Zhao, Hui The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. (English) Zbl 1433.91137 IMA J. Manag. Math. 27, No. 2, 255-280 (2016). MSC: 91G05 60H30 93E20 PDF BibTeX XML Cite \textit{D. Li} et al., IMA J. Manag. Math. 27, No. 2, 255--280 (2016; Zbl 1433.91137) Full Text: DOI OpenURL
Dammer, Diana A mathematical model of an insurance company in the form of a queueing system with an unlimited number of servers considering one-time insurance payments. (English) Zbl 1416.91168 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 15th international scientific conference, ITMM 2016, named after A. F. Terpugov, Katun, Russia, September 12–16, 2016. Proceedings. Cham: Springer. Commun. Comput. Inf. Sci. 638, 34-43 (2016). MSC: 91B30 90B22 PDF BibTeX XML Cite \textit{D. Dammer}, Commun. Comput. Inf. Sci. 638, 34--43 (2016; Zbl 1416.91168) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. How an aggressively expanding insurance company becomes insolvent. (English) Zbl 1401.91173 Scand. Actuar. J. 2016, No. 8, 673-691 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Scand. Actuar. J. 2016, No. 8, 673--691 (2016; Zbl 1401.91173) Full Text: DOI OpenURL
Nyrhinen, Harri On real growth and run-off companies in insurance ruin theory. (English) Zbl 1350.91012 Adv. Appl. Probab. 48, No. 3, 903-925 (2016). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, Adv. Appl. Probab. 48, No. 3, 903--925 (2016; Zbl 1350.91012) Full Text: DOI arXiv Euclid OpenURL
Belkina, T. A.; Konyukhova, Nadja B.; Kurochkin, S. V. Dynamical insurance models with investment: constrained singular problems for integrodifferential equations. (English. Russian original) Zbl 1349.91129 Comput. Math. Math. Phys. 56, No. 1, 43-92 (2016); translation from Zh. Vychisl. Mat. Mat. Fiz. 56, No. 1, 47-98 (2016). MSC: 91B30 45J05 34B16 60H30 PDF BibTeX XML Cite \textit{T. A. Belkina} et al., Comput. Math. Math. Phys. 56, No. 1, 43--92 (2016; Zbl 1349.91129); translation from Zh. Vychisl. Mat. Mat. Fiz. 56, No. 1, 47--98 (2016) Full Text: DOI OpenURL
Guan, Chonghu; Yi, Fahuai A free boundary problem arising from a stochastic optimal control model under controllable risk. (English) Zbl 1331.35400 J. Differ. Equations 260, No. 6, 4845-4870 (2016). MSC: 35R35 60G40 91B70 93E20 PDF BibTeX XML Cite \textit{C. Guan} and \textit{F. Yi}, J. Differ. Equations 260, No. 6, 4845--4870 (2016; Zbl 1331.35400) Full Text: DOI OpenURL
Braun, Alexander; Schmeiser, Hato; Rymaszewski, Przemysław Stock vs. mutual insurers: who should and who does charge more? (English) Zbl 1341.91088 Eur. J. Oper. Res. 242, No. 3, 875-889 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Braun} et al., Eur. J. Oper. Res. 242, No. 3, 875--889 (2015; Zbl 1341.91088) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. On rational pricing for a profit-seeking insurer in the year of hard market. (English) Zbl 1318.91118 Insur. Math. Econ. 62, 107-117 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 62, 107--117 (2015; Zbl 1318.91118) Full Text: DOI OpenURL
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven Portfolio optimization under solvency constraints: a dynamical approach. (English) Zbl 1414.91328 N. Am. Actuar. J. 18, No. 3, 394-416 (2014). MSC: 91G10 91B30 91G70 PDF BibTeX XML Cite \textit{S. Asanga} et al., N. Am. Actuar. J. 18, No. 3, 394--416 (2014; Zbl 1414.91328) Full Text: DOI Link OpenURL
Chen, Shumin; Li, Zhongfei; Zeng, Yan Optimal dividend strategies with time-inconsistent preferences. (English) Zbl 1402.91671 J. Econ. Dyn. Control 46, 150-172 (2014). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{S. Chen} et al., J. Econ. Dyn. Control 46, 150--172 (2014; Zbl 1402.91671) Full Text: DOI OpenURL
Konstantinides, Dimitrios G.; Kountzakis, Christos E. The restricted convex risk measures in actuarial solvency. (English) Zbl 1398.91335 Decis. Econ. Finance 37, No. 2, 287-318 (2014). MSC: 91B30 46N10 PDF BibTeX XML Cite \textit{D. G. Konstantinides} and \textit{C. E. Kountzakis}, Decis. Econ. Finance 37, No. 2, 287--318 (2014; Zbl 1398.91335) Full Text: DOI OpenURL
Guo, Wenjing Optimal portfolio choice for an insurer with loss aversion. (English) Zbl 1304.91194 Insur. Math. Econ. 58, 217-222 (2014). MSC: 91G10 91B30 60G51 PDF BibTeX XML Cite \textit{W. Guo}, Insur. Math. Econ. 58, 217--222 (2014; Zbl 1304.91194) Full Text: DOI OpenURL
Zhmykhova, T. V. Investment management strategy of insurance company capital on financial \((B,S)\)-market. (Ukrainian. English summary) Zbl 1313.91100 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 135-138 (2014). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{T. V. Zhmykhova}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 135--138 (2014; Zbl 1313.91100) OpenURL
Perestyuk, M. O.; Mishura, Yu. S.; Ragulina, O. Yu. On the ruin probability in a risk model with variable premium intensity. (Ukrainian. English summary) Zbl 1313.91079 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 25-32 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. O. Perestyuk} et al., Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 25--32 (2014; Zbl 1313.91079) Full Text: DOI OpenURL
Thonhauser, Stefan Optimal investment under transaction costs for an insurer. (English) Zbl 1303.91161 Eur. Actuar. J. 3, No. 2, 359-383 (2013). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{S. Thonhauser}, Eur. Actuar. J. 3, No. 2, 359--383 (2013; Zbl 1303.91161) Full Text: DOI Link OpenURL
Hu, Xinhan; Ye, Wuyi; Miao, Baiqi A relationship between credit risk and market value of listed companies based on copula method. (Chinese. English summary) Zbl 1289.91194 J. Univ. Sci. Technol. China 43, No. 5, 410-419 (2013). MSC: 91G70 91G40 91B30 62P05 PDF BibTeX XML Cite \textit{X. Hu} et al., J. Univ. Sci. Technol. China 43, No. 5, 410--419 (2013; Zbl 1289.91194) Full Text: DOI OpenURL
Dacorogna, Michel M.; Albrecher, Hansjörg; Moller, Michael; Sahiti, Suzane Equalization reserves for natural catastrophes and shareholder value: a simulation study. (English) Zbl 1273.91451 Eur. Actuar. J. 3, No. 1, 1-21 (2013). MSC: 91G50 91B30 PDF BibTeX XML Cite \textit{M. M. Dacorogna} et al., Eur. Actuar. J. 3, No. 1, 1--21 (2013; Zbl 1273.91451) Full Text: DOI Link OpenURL
Azcue, Pablo; Muler, Nora Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. (English) Zbl 1269.49041 Math. Methods Oper. Res. 77, No. 2, 177-206 (2013). MSC: 49K45 49L25 91B30 93E20 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Math. Methods Oper. Res. 77, No. 2, 177--206 (2013; Zbl 1269.49041) Full Text: DOI OpenURL
Liu, Jingzhen; Bai, Lihua; Yiu, Ka-Fai Cedric Optimal investment with a value-at-risk constraint. (English) Zbl 1302.93245 J. Ind. Manag. Optim. 8, No. 3, 531-547 (2012). MSC: 93E20 49L20 PDF BibTeX XML Cite \textit{J. Liu} et al., J. Ind. Manag. Optim. 8, No. 3, 531--547 (2012; Zbl 1302.93245) Full Text: DOI OpenURL
Zhang, Jingxiao; Liu, Sheng; Kannan, D. Optimal investment and proportional reinsurance under no short-selling and no borrowing. (English) Zbl 1243.93139 Dyn. Syst. Appl. 20, No. 2-3, 205-222 (2011). MSC: 93E20 60H30 60H10 91B30 PDF BibTeX XML Cite \textit{J. Zhang} et al., Dyn. Syst. Appl. 20, No. 2--3, 205--222 (2011; Zbl 1243.93139) OpenURL
Elliott, Robert J.; Siu, Tak Kuen A stochastic differential game for optimal investment of an insurer with regime switching. (English) Zbl 1232.91346 Quant. Finance 11, No. 3, 365-380 (2011). MSC: 91B30 91G50 91A15 49N70 49L20 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Quant. Finance 11, No. 3, 365--380 (2011; Zbl 1232.91346) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen A BSDE approach to a risk-based optimal investment of an insurer. (English) Zbl 1213.60100 Automatica 47, No. 2, 253-261 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 91A23 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{T. K. Siu}, Automatica 47, No. 2, 253--261 (2011; Zbl 1213.60100) Full Text: DOI OpenURL
Ohrimenko, M. G.; Dzyuban, I. Yu. Optimization of advertising activity of an insurance company and an algorithm for its solution. (English. Russian original) Zbl 1178.90212 Cybern. Syst. Anal. 45, No. 2, 303-308 (2009); translation from Kibern. Sist. Anal. 2009, No. 2, 159-165 (2009). MSC: 90B60 49N90 PDF BibTeX XML Cite \textit{M. G. Ohrimenko} and \textit{I. Yu. Dzyuban}, Cybern. Syst. Anal. 45, No. 2, 303--308 (2009; Zbl 1178.90212); translation from Kibern. Sist. Anal. 2009, No. 2, 159--165 (2009) Full Text: DOI OpenURL
Chernyavskij, A. L.; Dorofeyuk, A. A.; Kul’kova, G. V. Expert-ranging methods of perfecting the decision-making procedures in insurance business. (Russian. English summary) Zbl 1199.91074 Tavricheskiĭ Vestn. Inform. Mat. 2008, No. 2, 236-242 (2008). MSC: 91B30 91B06 90B50 PDF BibTeX XML Cite \textit{A. L. Chernyavskij} et al., Tavricheskiĭ Vestn. Inform. Mat. 2008, No. 2, 236--242 (2008; Zbl 1199.91074) OpenURL
Wang, Jianwen; Liang, Yanjun An empirical study of the credit risk of listed corporation in China based on the KMV model. (Chinese. English summary) Zbl 1174.91512 Math. Pract. Theory 38, No. 10, 46-52 (2008). MSC: 91B30 91B62 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Y. Liang}, Math. Pract. Theory 38, No. 10, 46--52 (2008; Zbl 1174.91512) OpenURL
Kalion, V. A.; Kalion, V. V. Mathematical modelling of probability of ruin of an insurance company with reinsurance. (Ukrainian. English summary) Zbl 1164.91366 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2007, No. 2, 9-13 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{V. A. Kalion} and \textit{V. V. Kalion}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2007, No. 2, 9--13 (2007; Zbl 1164.91366) OpenURL
Zhmykhova, T. V. Generalization of the Cramer-Lundberg model with gamma-distributed premiums and claims with the possibility of investment in risk-free assets. (Ukrainian. English summary) Zbl 1164.62431 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 58-68 (2007). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{T. V. Zhmykhova}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 58--68 (2007; Zbl 1164.62431) OpenURL
Sun, Shuwang; Chen, Li Some results for ruin probabilities of \(n\)-company stop loss—proportional mixed reinsurance. (Chinese. English summary) Zbl 1174.91507 J. Guizhou Norm. Univ., Nat. Sci. 25, No. 2, 53-56 (2007). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Sun} and \textit{L. Chen}, J. Guizhou Norm. Univ., Nat. Sci. 25, No. 2, 53--56 (2007; Zbl 1174.91507) OpenURL
Bondarev, B. V.; Zhmykhova, T. V. Determination of the probability of bankruptcy for a model of an insurance company. (Ukrainian, English) Zbl 1152.91034 Ukr. Mat. Zh. 59, No. 4, 447-457 (2007); translation in Ukr. Math. J. 59, No. 4, 500-512 (2007). MSC: 91B30 60E05 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{T. V. Zhmykhova}, Ukr. Mat. Zh. 59, No. 4, 447--457 (2007; Zbl 1152.91034); translation in Ukr. Math. J. 59, No. 4, 500--512 (2007) Full Text: DOI OpenURL
Bajev, A. V.; Bondarev, B. V.; Stepanov, E. V. Calculation of minimum value of fund of an insurance company. (Russian. English summary) Zbl 1199.91071 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2006, No. 2, 46-62 (2006). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{A. V. Bajev} et al., Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2006, No. 2, 46--62 (2006; Zbl 1199.91071) OpenURL
Androshchuk, M. O.; Mishura, Yu. S. Estimate of bankruptcy probability in the risk asset investment model in case of impossibility of interest-free loan. (Ukrainian. English summary) Zbl 1164.62401 Prykl. Stat., Aktuarna Finans. Mat. 2006, No. 1-2, 4-13 (2006). MSC: 62P05 91B30 60J65 PDF BibTeX XML Cite \textit{M. O. Androshchuk} and \textit{Yu. S. Mishura}, Prykl. Stat., Aktuarna Finans. Mat. 2006, No. 1--2, 4--13 (2006; Zbl 1164.62401) OpenURL
Mishura, Yuliya An estimate of ruin probabilities for long range dependence models. (Ukrainian, English) Zbl 1125.60068 Teor. Jmovirn. Mat. Stat. 72, 93-100 (2005); translation in Theory Probab. Math. Stat. 72, 103-111 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H30 60H10 91B30 60G44 60G15 PDF BibTeX XML Cite \textit{Y. Mishura}, Teor. Ĭmovirn. Mat. Stat. 72, 93--100 (2005; Zbl 1125.60068); translation in Theory Probab. Math. Stat. 72, 103--111 (2006) Full Text: Link OpenURL
Bratyk, M. V. Estimation for the ruin probability of an insurance company with capital invested in the stock with long-range dependence. (Ukrainian. English summary) Zbl 1101.62097 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 13, 32-35 (2005). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. V. Bratyk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 13, 32--35 (2005; Zbl 1101.62097) OpenURL
Tymko, A. V. On the probability of ruin of insurance companies for an infinite number of “steps” of activity. (Russian. English summary) Zbl 1150.91444 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 1, 28-34 (2004). MSC: 91B30 PDF BibTeX XML Cite \textit{A. V. Tymko}, Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 1, 28--34 (2004; Zbl 1150.91444) OpenURL
Bondarev, B. V.; Khudolij, O. S. On the problem of calculation of insurance premium for a model of evolution of insurance company. (Russian. English summary) Zbl 1065.60126 Prykl. Stat., Aktuarna Finans. Mat. 2003, No. 1-2, 27-31 (2003). MSC: 60K10 62P05 91B30 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{O. S. Khudolij}, Prykl. Stat., Aktuarna Finans. Mat. 2003, No. 1--2, 27--31 (2003; Zbl 1065.60126) OpenURL
Bayev, A. V.; Bondarev, B. V. Operations of an insurance company when investments on \((B,S)\)-market are available. (Russian. English summary) Zbl 1150.60433 Prykl. Stat., Aktuarna Finans. Mat. 2003, No. 1-2, 11-26 (2003). MSC: 60K10 62P05 91B62 PDF BibTeX XML Cite \textit{A. V. Bayev} and \textit{B. V. Bondarev}, Prykl. Stat., Aktuarna Finans. Mat. 2003, No. 1--2, 11--26 (2003; Zbl 1150.60433) OpenURL
Bastič, Majda; Nekrep, Mojca Portfolio optimization. (English) Zbl 1063.90538 Zadnick Stirn, L. (ed.) et al., SOR ’03 Proceedings. The 7th international symposium on operational research in Slovenia, Podčetrtek, Slovenia, September 24–26, 2003. Ljubljana: Slovenian Society Informatika, Section for Operational Research (ISBN 961-6165-15-1/pbk). 121-126 (2003). MSC: 90B50 91G10 PDF BibTeX XML Cite \textit{M. Bastič} and \textit{M. Nekrep}, in: SOR '03 Proceedings. The 7th international symposium on operational research in Slovenia, Podčetrtek, Slovenia, September 24--26, 2003. Ljubljana: Slovenian Society Informatika, Section for Operational Research. 121--126 (2003; Zbl 1063.90538) OpenURL
Bulinskaya, E. V. Cost approach to insurance. (Russian) Zbl 1049.91090 Obozr. Prikl. Prom. Mat. 10, No. 2, 276-286 (2003). Reviewer: Elena Glukhova (Moskva) MSC: 91B30 PDF BibTeX XML Cite \textit{E. V. Bulinskaya}, Obozr. Prikl. Prom. Mat. 10, No. 2, 276--286 (2003; Zbl 1049.91090) OpenURL
Zhilina, L. S. The ruin probability for an insurance company with multinomial distribution of insurance payments. (Russian. English summary) Zbl 1098.62571 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 24-27 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{L. S. Zhilina}, Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 24--27 (2002; Zbl 1098.62571) OpenURL
Choulli, T.; Taksar, M.; Zhou, X. Y. Excess-of-loss reinsurance for a company with debt liability and constraints on risk reduction. (English) Zbl 1405.91251 Quant. Finance 1, No. 6, 573-596 (2001). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Choulli} et al., Quant. Finance 1, No. 6, 573--596 (2001; Zbl 1405.91251) Full Text: DOI OpenURL
Bondarev, B. V.; Zhilina, L. S. The ruin probability for an insurance company with sub-Gaussian random variables of policies and sub-Gaussian insurance payments. (Russian. English summary) Zbl 1098.62135 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2001, No. 1, 7-15 (2001). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. V. Bondarev} and \textit{L. S. Zhilina}, Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2001, No. 1, 7--15 (2001; Zbl 1098.62135) OpenURL
Rodkina, Alexandra; Mao, Xuerong On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise. (English) Zbl 1016.39004 J. Difference Equ. Appl. 7, No. 4, 529-550 (2001). MSC: 39A11 91B30 60H25 PDF BibTeX XML Cite \textit{A. Rodkina} and \textit{X. Mao}, J. Difference Equ. Appl. 7, No. 4, 529--550 (2001; Zbl 1016.39004) Full Text: DOI OpenURL
Zhilina, L. S. Ruin probability of an insurance company which also performs as a bank. (Russian. English summary) Zbl 0985.91036 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 2, 12-19 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{L. S. Zhilina}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 2, 12--19 (2000; Zbl 0985.91036) OpenURL
Zhyrnyj, G. G. On some problem of determination of insurance premium leading to functional equation. (Russian. English summary) Zbl 0971.91017 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 113-116 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 91B16 91B30 PDF BibTeX XML Cite \textit{G. G. Zhyrnyj}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 113--116 (2000; Zbl 0971.91017) OpenURL
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. (English) Zbl 0958.91026 Finance Stoch. 4, No. 3, 299-324 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B30 60J60 93E20 35K20 62P05 91B28 PDF BibTeX XML Cite \textit{S. Asmussen} et al., Finance Stoch. 4, No. 3, 299--324 (2000; Zbl 0958.91026) Full Text: DOI OpenURL
Ensslin, Leonardo; Montibeller Neto, Gilberto; de Lima, Marcus Vinicius A. Constructing and implementing a DSS to help evaluate perceived risk of accounts receivable. (English) Zbl 0961.90038 Haimes, Yacov Y. (ed.) et al., Research and practice in multiple criteria decision making. Proceedings of the 14th international conference on multiple criteria decision making (MCDM), Charlottesville, VA, USA, June 8-12, 1998. Berlin: Springer. Lect. Notes Econ. Math. Syst. 487, 248-259 (2000). MSC: 90B50 91B30 91B74 PDF BibTeX XML Cite \textit{L. Ensslin} et al., Lect. Notes Econ. Math. Syst. 487, 248--259 (2000; Zbl 0961.90038) OpenURL
Knopov, Pavel S.; Derieva, Elena N. One model of insurance company optimal control. (English) Zbl 1060.91508 Theory Stoch. Process. 5(21), No. 3-4, 46-51 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 91B30 60K15 62P05 PDF BibTeX XML Cite \textit{P. S. Knopov} and \textit{E. N. Derieva}, Theory Stoch. Process. 5(21), No. 3--4, 46--51 (1999; Zbl 1060.91508) OpenURL
Højgaard, Bjarne; Taksar, Michael Controlling risk exposure and dividends payout schemes: Insurance company example. (English) Zbl 0999.91052 Math. Finance 9, No. 2, 153-182 (1999). Reviewer: M.Matłoka (Poznań) MSC: 91B38 91B28 91B30 PDF BibTeX XML Cite \textit{B. Højgaard} and \textit{M. Taksar}, Math. Finance 9, No. 2, 153--182 (1999; Zbl 0999.91052) Full Text: DOI OpenURL
Ardan, Iryna Some methods of choice of the insurance accidents. (Ukrainian. English summary) Zbl 0965.91017 Visn. L’viv. Univ., Ser. Mekh.-Mat. 54, 5-9 (1999). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{I. Ardan}, Visn. L'viv. Univ., Ser. Mekh.-Mat. 54, 5--9 (1999; Zbl 0965.91017) OpenURL
Mulvey, John M.; Madsen, Chris; Morin, François Linking strategic and tactical planning systems for asset and liability management. (English) Zbl 0920.90041 Ann. Oper. Res. 85, 249-266 (1999). MSC: 91B30 90B90 PDF BibTeX XML Cite \textit{J. M. Mulvey} et al., Ann. Oper. Res. 85, 249--266 (1999; Zbl 0920.90041) Full Text: DOI OpenURL
Ivanova, G. P. A discrete model for the problem of optimizing the activity of an insurance company. (English) Zbl 0943.90076 Comput. Math. Model. 9, No. 4, 347-351 (1998). MSC: 90C90 91B30 PDF BibTeX XML Cite \textit{G. P. Ivanova}, Comput. Math. Model. 9, No. 4, 347--351 (1998; Zbl 0943.90076) Full Text: DOI OpenURL
Svishchuk, A. V.; Goncharova, S. Ja. Optimal stochastic control of risk processes. (Ukrainian) Zbl 1074.90545 Nelinijni Kolyvannya 1998, No. 2, 122-131 (1998). Reviewer: R. K. Azimov (Andizhan) MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{A. V. Svishchuk} and \textit{S. Ja. Goncharova}, Neliniĭni Kolyvannya 1998, No. 2, 122--131 (1998; Zbl 1074.90545) OpenURL
Lyubchenko, G. I.; Nakonechnyi, A. N. Optimization methods for compound Poisson risk processes. (English. Russian original) Zbl 0916.90064 Cybern. Syst. Anal. 34, No. 2, 230-237 (1998); translation from Kibern. Sist. Anal. 1998, No. 2, 87-96 (1998). MSC: 91B30 PDF BibTeX XML Cite \textit{G. I. Lyubchenko} and \textit{A. N. Nakonechnyi}, Cybern. Syst. Anal. 34, No. 2, 230--237 (1998; Zbl 0916.90064); translation from Kibern. Sist. Anal. 1998, No. 2, 87--96 (1998) Full Text: DOI OpenURL
Furrer, Hansjörg; Michna, Zbigniew; Weron, Aleksander Stable Lévy motion approximation in collective risk theory. (English) Zbl 0901.90068 Insur. Math. Econ. 20, No. 2, 97-114 (1997). MSC: 91B30 60J65 60E07 PDF BibTeX XML Cite \textit{H. Furrer} et al., Insur. Math. Econ. 20, No. 2, 97--114 (1997; Zbl 0901.90068) Full Text: DOI OpenURL
Rotar’, V. I.; Skolomitskij, A. G. On evaluation of risk in insurance activity. (Russian. English summary) Zbl 0869.90014 Ehkon. Mat. Metody 32, No. 1, 96-105 (1996). MSC: 91B30 PDF BibTeX XML Cite \textit{V. I. Rotar'} and \textit{A. G. Skolomitskij}, Èkon. Mat. Metody 32, No. 1, 96--105 (1996; Zbl 0869.90014) OpenURL
Li, Susan X.; Huang, Zhimin Determination of the portfolio selection for a property-liability insurance company. (English) Zbl 0913.90080 Eur. J. Oper. Res. 88, No. 2, 257-268 (1996). MSC: 91B30 PDF BibTeX XML Cite \textit{S. X. Li} and \textit{Z. Huang}, Eur. J. Oper. Res. 88, No. 2, 257--268 (1996; Zbl 0913.90080) Full Text: DOI OpenURL
Weinrich, G. Rigidity of insurance premiums in competition conditions. A simplified model. (Italian) Zbl 0813.90034 Manara, Carlo Felice (ed.) et al., Papers in honor of Giovanni Melzi. Milano: Univ. Cattolica del Sacro Cuore. Sci. Mat. 11, 401-418 (1994). Reviewer: G.Weinrich (Milano) MSC: 91B99 PDF BibTeX XML Cite \textit{G. Weinrich}, Sci. Mat. 11, 401--418 (1994; Zbl 0813.90034) OpenURL
Picard, Philippe On some measures of the severity of ruin in the classical Poisson model. (English) Zbl 0813.62093 Insur. Math. Econ. 14, No. 2, 107-115 (1994). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{P. Picard}, Insur. Math. Econ. 14, No. 2, 107--115 (1994; Zbl 0813.62093) Full Text: DOI OpenURL
Ross, James B.; Woodruff, Criss G. Modal Premium Factors in Ordinary Life Insurance. (English) Zbl 1022.91516 J. Actuar. Pract. 2, No. 2, 221-236 (1994). MSC: 91B30 90B35 PDF BibTeX XML Cite \textit{J. B. Ross} and \textit{C. G. Woodruff}, J. Actuar. Pract. 2, No. 2, 221--236 (1994; Zbl 1022.91516) Full Text: Link OpenURL
Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter Finite-time Lundberg inequalities in the Cox case. (English) Zbl 0785.62094 Scand. Actuarial J. 1993, No. 1, 17-41 (1993). Reviewer: M.Schweizer (Göttingen) MSC: 62P05 60E15 60K10 60K05 PDF BibTeX XML Cite \textit{P. Embrechts} et al., Scand. Actuarial J. 1993, No. 1, 17--41 (1993; Zbl 0785.62094) Full Text: DOI OpenURL
Paulsen, Jostein Risk theory in a stochastic economic environment. (English) Zbl 0777.62098 Stochastic Processes Appl. 46, No. 2, 327-361 (1993). Reviewer: M.Scheutzow (Berlin) MSC: 62P05 60H30 PDF BibTeX XML Cite \textit{J. Paulsen}, Stochastic Processes Appl. 46, No. 2, 327--361 (1993; Zbl 0777.62098) Full Text: DOI OpenURL
Peters, Craig Steven; Mangel, Marc New methods for the problem of collective ruin. (English) Zbl 0711.90050 SIAM J. Appl. Math. 50, No. 5, 1442-1456 (1990). MSC: 90B99 60J75 45J05 34E20 44A10 91B30 PDF BibTeX XML Cite \textit{C. S. Peters} and \textit{M. Mangel}, SIAM J. Appl. Math. 50, No. 5, 1442--1456 (1990; Zbl 0711.90050) Full Text: DOI OpenURL
Schnieper, René Insurance premiums, the insurance market and the need for reinsurance. (English) Zbl 0699.62098 Mitt., Schweiz. Ver. Versicherungsmath. 1990, No. 1, 129-147 (1990). MSC: 62P05 PDF BibTeX XML Cite \textit{R. Schnieper}, Mitt., Schweiz. Ver. Versicherungsmath. 1990, No. 1, 129--147 (1990; Zbl 0699.62098) OpenURL
Page, Dominique Insurance-investment: Diffusion analysis. (English) Zbl 0686.62087 Insur. Math. Econ. 8, No. 4, 287-302 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{D. Page}, Insur. Math. Econ. 8, No. 4, 287--302 (1989; Zbl 0686.62087) Full Text: DOI OpenURL
Chang, Jack S. K.; Cheung, C. S.; Krinsky, I. On the derivation of reinsurance premiums. (English) Zbl 0676.62088 Insur. Math. Econ. 8, No. 2, 137-144 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{J. S. K. Chang} et al., Insur. Math. Econ. 8, No. 2, 137--144 (1989; Zbl 0676.62088) Full Text: DOI OpenURL