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 PDFBibTeX XMLCite \textit{P. Liu} et al., Stat. Probab. Lett. 120, 28--33 (2017; Zbl 1463.91033) Full Text: DOI arXiv
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
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
Li, Yanhong; Zhao, Chunming; Zhang, Chunsheng Joint density of the number of claims until ruin and the time to ruin in the generalized Erlang(2) risk model. (English) Zbl 1340.91049 Acta Sci. Nat. Univ. Nankaiensis 48, No. 1, 92-102 (2015). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Acta Sci. Nat. Univ. Nankaiensis 48, No. 1, 92--102 (2015; Zbl 1340.91049)
Cheung, Eric C. K. Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. (English) Zbl 1304.91095 Insur. Math. Econ. 53, No. 2, 343-354 (2013). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Insur. Math. Econ. 53, No. 2, 343--354 (2013; Zbl 1304.91095) 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
Zhao, Chunming; Zhang, Chunsheng Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims. (English) Zbl 1264.91076 J. Comput. Appl. Math. 244, 102-114 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G99 60K10 PDFBibTeX XMLCite \textit{C. Zhao} and \textit{C. Zhang}, J. Comput. Appl. Math. 244, 102--114 (2013; Zbl 1264.91076) Full Text: DOI
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 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI