Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 07544489 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 07544489) Full Text: DOI OpenURL
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. (English) Zbl 1394.62145 Insur. Math. Econ. 74, 197-209 (2017). MSC: 62P05 62H05 60E05 91B30 PDF BibTeX XML Cite \textit{G. Ratovomirija} et al., Insur. Math. Econ. 74, 197--209 (2017; Zbl 1394.62145) Full Text: DOI arXiv 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
Jordanova, Pavlina; Stehlík, Milan Mixed Poisson process with Pareto mixing variable and its risk applications. (English) Zbl 1348.62065 Lith. Math. J. 56, No. 2, 189-206 (2016). MSC: 62F10 62F12 PDF BibTeX XML Cite \textit{P. Jordanova} and \textit{M. Stehlík}, Lith. Math. J. 56, No. 2, 189--206 (2016; Zbl 1348.62065) Full Text: DOI OpenURL
Ratovomirija, Gildas On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. (English) Zbl 1415.91162 Eur. Actuar. J. 6, No. 1, 149-175 (2016). MSC: 91B30 62P05 62E15 PDF BibTeX XML Cite \textit{G. Ratovomirija}, Eur. Actuar. J. 6, No. 1, 149--175 (2016; Zbl 1415.91162) Full Text: DOI arXiv OpenURL
Boutsikas, M. V.; Rakitzis, A. C.; Antzoulakos, D. L. On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures. (English) Zbl 1339.60127 J. Comput. Appl. Math. 294, 124-137 (2016). MSC: 60K05 60G40 91B30 62P05 65C50 PDF BibTeX XML Cite \textit{M. V. Boutsikas} et al., J. Comput. Appl. Math. 294, 124--137 (2016; Zbl 1339.60127) Full Text: DOI OpenURL
Hashorva, Enkelejd; Ratovomirija, Gildas On Sarmanov mixed Erlang risks in insurance applications. (English) Zbl 1390.62208 ASTIN Bull. 45, No. 1, 175-205 (2015). MSC: 62P05 62H05 91B30 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{G. Ratovomirija}, ASTIN Bull. 45, No. 1, 175--205 (2015; Zbl 1390.62208) Full Text: DOI Link OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On some properties of a class of multivariate Erlang mixtures with insurance applications. (English) Zbl 1390.62092 ASTIN Bull. 45, No. 1, 151-173 (2015). MSC: 62H05 62E15 62P05 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, ASTIN Bull. 45, No. 1, 151--173 (2015; Zbl 1390.62092) Full Text: DOI Link OpenURL
Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E. A note on order statistics in the mixed Erlang case. (English) Zbl 1398.62118 Stat. Probab. Lett. 106, 13-18 (2015). MSC: 62G30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Stat. Probab. Lett. 106, 13--18 (2015; Zbl 1398.62118) Full Text: DOI OpenURL
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. (English) Zbl 1348.91137 Insur. Math. Econ. 64, 214-224 (2015). MSC: 91B30 60E05 62H05 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 64, 214--224 (2015; Zbl 1348.91137) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI OpenURL
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen An insurance risk model with Parisian implementation delays. (English) Zbl 1319.60098 Methodol. Comput. Appl. Probab. 16, No. 3, 583-607 (2014). Reviewer: Tamás Mátrai (Budapest) MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 583--607 (2014; Zbl 1319.60098) Full Text: DOI Link OpenURL
Kongrod, Siriporn; Bodhisuwan, Winai.; Payakkapong, Prasit The negative binomial-Erlang distribution with applications. (English) Zbl 1294.60019 Int. J. Pure Appl. Math. 92, No. 3, 389-401 (2014). MSC: 60E05 PDF BibTeX XML Cite \textit{S. Kongrod} et al., Int. J. Pure Appl. Math. 92, No. 3, 389--401 (2014; Zbl 1294.60019) Full Text: DOI Link OpenURL
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. (English) Zbl 1284.60027 Insur. Math. Econ. 52, No. 3, 560-572 (2013). MSC: 60E05 62H05 62E15 91B30 91G10 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 52, No. 3, 560--572 (2013; Zbl 1284.60027) Full Text: DOI OpenURL
Guo, Ling; Landriault, David; Willmot, Gordon E. On the analysis of a class of loss models incorporating time dependence. (English) Zbl 1280.91149 Eur. Actuar. J. 3, No. 1, 273-294 (2013). Reviewer: C. L. Parihar (Indore) MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{L. Guo} et al., Eur. Actuar. J. 3, No. 1, 273--294 (2013; Zbl 1280.91149) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI OpenURL
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. (English) Zbl 1235.91086 Insur. Math. Econ. 50, No. 2, 247-256 (2012). MSC: 91B30 62P05 91G10 91G40 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 50, No. 2, 247--256 (2012; Zbl 1235.91086) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English) Zbl 1229.91161 Insur. Math. Econ. 49, No. 3, 371-379 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI OpenURL
Dong, Hua; Liu, Zaiming A class of Sparre Andersen risk process. (English) Zbl 1210.91057 Front. Math. China 5, No. 3, 517-530 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Front. Math. China 5, No. 3, 517--530 (2010; Zbl 1210.91057) Full Text: DOI OpenURL
Willmot, Gordon E. On the discounted penalty function in the renewal risk model with general interclaim times. (English) Zbl 1119.91058 Insur. Math. Econ. 41, No. 1, 17-31 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 41, No. 1, 17--31 (2007; Zbl 1119.91058) Full Text: DOI OpenURL
Dickson, David C. M.; Willmot, Gordon E. The density of the time to ruin in the classical Poisson risk model. (English) Zbl 1097.62113 Astin Bull. 35, No. 1, 45-60 (2005). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{G. E. Willmot}, ASTIN Bull. 35, No. 1, 45--60 (2005; Zbl 1097.62113) Full Text: DOI OpenURL
Jevremovíc, Vesna; Mališić, Jovan On some moving-average processes with exponentially distributed innovations. (English) Zbl 1446.62244 J. Ital. Stat. Soc. 4, No. 3, 337-343 (1995). MSC: 62M10 60G55 60G10 PDF BibTeX XML Cite \textit{V. Jevremovíc} and \textit{J. Mališić}, J. Ital. Stat. Soc. 4, No. 3, 337--343 (1995; Zbl 1446.62244) Full Text: DOI OpenURL