Liu, Xijun; Gao, Qingwu Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments. (English) Zbl 07772216 Commun. Stat., Theory Methods 53, No. 2, 641-665 (2024). MSC: 62P05 62E20 60E05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Q. Gao}, Commun. Stat., Theory Methods 53, No. 2, 641--665 (2024; Zbl 07772216) Full Text: DOI
Liu, Xijun; Gao, Qingwu Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-Stationary arrivals. (English) Zbl 07753898 J. Math. Inequal. 17, No. 3, 849-865 (2023). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Q. Gao}, J. Math. Inequal. 17, No. 3, 849--865 (2023; Zbl 07753898) Full Text: DOI
Jasiulis-Gołdyn, Barbara Helena; Lechańska, Alicja; KrystynaMisiewicz, Jolanta Cramér-Lundberg model for some classes of extremal Markov sequences. (English) Zbl 07753822 Lith. Math. J. 63, No. 3, 272-290 (2023). MSC: 91G05 60G70 44A35 60G50 PDF BibTeX XML Cite \textit{B. H. Jasiulis-Gołdyn} et al., Lith. Math. J. 63, No. 3, 272--290 (2023; Zbl 07753822) Full Text: DOI arXiv OA License
Yuan, Meng; Lu, Dawei Asymptotics for a time-dependent by-claim model with dependent subexponential claims. (English) Zbl 07749733 Insur. Math. Econ. 112, 120-141 (2023). MSC: 62P05 62E20 91B05 PDF BibTeX XML Cite \textit{M. Yuan} and \textit{D. Lu}, Insur. Math. Econ. 112, 120--141 (2023; Zbl 07749733) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin. (English) Zbl 07749730 Insur. Math. Econ. 112, 80-96 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 112, 80--96 (2023; Zbl 07749730) Full Text: DOI
Liu, Zaiming; Geng, Bingzhen; Man, Xinyue; Liu, Xinyu Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims. (English) Zbl 07745491 Stochastics 95, No. 7, 1147-1169 (2023). MSC: 62P05 60K10 91B05 PDF BibTeX XML Cite \textit{Z. Liu} et al., Stochastics 95, No. 7, 1147--1169 (2023; Zbl 07745491) Full Text: DOI
Mazalov, Vladimir; Ivashko, Anna Harmonic numbers in gambler’s ruin problem. (English) Zbl 1520.91086 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 278-287 (2023). MSC: 91A60 60G50 PDF BibTeX XML Cite \textit{V. Mazalov} and \textit{A. Ivashko}, Lect. Notes Comput. Sci. 13930, 278--287 (2023; Zbl 1520.91086) Full Text: DOI
Wang, Shijie; Yang, Yueli; Liu, Yang; Yang, Lianqiang Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1517.62081 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 76, 13 p. (2023; Zbl 1517.62081) Full Text: DOI
Bazyari, Abouzar On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance. (English) Zbl 1520.91308 Sankhyā, Ser. A 85, No. 2, 1623-1650 (2023). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Bazyari}, Sankhyā, Ser. A 85, No. 2, 1623--1650 (2023; Zbl 1520.91308) Full Text: DOI
Bazyari, Abouzar On the ruin probabilities for a general perturbed renewal risk process. (English) Zbl 1520.91307 J. Stat. Plann. Inference 227, 1-17 (2023). MSC: 91G05 60K10 60G46 62G32 PDF BibTeX XML Cite \textit{A. Bazyari}, J. Stat. Plann. Inference 227, 1--17 (2023; Zbl 1520.91307) Full Text: DOI
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 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{W. Zhu}, Insur. Math. Econ. 111, 84--101 (2023; Zbl 1520.91319) Full Text: DOI
Yu, Han; Zhang, Yu; Wang, Xikui Minimization of ruin probability with joint strategies of investment and reinsurance. (English) Zbl 07711325 Commun. Stat., Theory Methods 52, No. 15, 5451-5469 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Yu} et al., Commun. Stat., Theory Methods 52, No. 15, 5451--5469 (2023; Zbl 07711325) Full Text: DOI
Zhang, Gongqiu; Li, Lingfei A general approach for Parisian stopping times under Markov processes. (English) Zbl 1520.91408 Finance Stoch. 27, No. 3, 769-829 (2023). MSC: 91G20 60J28 60J22 91G60 PDF BibTeX XML Cite \textit{G. Zhang} and \textit{L. Li}, Finance Stoch. 27, No. 3, 769--829 (2023; Zbl 1520.91408) Full Text: DOI arXiv
Chen, Yiqing; Liu, Jiajun; Yang, Yang Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks. (English) Zbl 1514.62204 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023). MSC: 62P05 62E20 91G05 PDF BibTeX XML Cite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023; Zbl 1514.62204) Full Text: DOI
Sun, Huimin; Geng, Bingzhen; Wang, Shijie Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims. (English) Zbl 07702494 Commun. Stat., Theory Methods 52, No. 7, 2057-2071 (2023). MSC: 62P05 62E20 PDF BibTeX XML Cite \textit{H. Sun} et al., Commun. Stat., Theory Methods 52, No. 7, 2057--2071 (2023; Zbl 07702494) Full Text: DOI
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Kriukov, Nikolai Simultaneous ruin probability for multivariate Gaussian risk model. (English) Zbl 1511.60061 Stochastic Processes Appl. 160, 386-408 (2023). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Bisewski} et al., Stochastic Processes Appl. 160, 386--408 (2023; Zbl 1511.60061) Full Text: DOI arXiv
Yang, Yang; Su, Qi Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims. (English) Zbl 1515.91139 J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Q. Su}, J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023; Zbl 1515.91139) Full Text: DOI
Boxma, Onno; Frostig, Esther; Palmowski, Zbigniew A dual risk model with additive and proportional gains: ruin probability and dividends. (English) Zbl 1518.91214 Adv. Appl. Probab. 55, No. 2, 549-580 (2023). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 60J99 60K10 60G55 PDF BibTeX XML Cite \textit{O. Boxma} et al., Adv. Appl. Probab. 55, No. 2, 549--580 (2023; Zbl 1518.91214) Full Text: DOI arXiv
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 07668906 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 07668906) Full Text: DOI
Tzaninis, Spyridon M.; Macheras, Nikolaos D. A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process. (English) Zbl 1509.60158 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 225-247 (2023). MSC: 60K05 60A10 60G44 60G55 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis} and \textit{N. D. Macheras}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 225--247 (2023; Zbl 1509.60158) Full Text: arXiv Link
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 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2023, No. 2, 153--190 (2023; Zbl 1511.91114) Full Text: DOI
Zou, Lei; Peng, Jiangyan; Yang, Ruonan Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations. (English) Zbl 1504.60178 Japan J. Ind. Appl. Math. 40, No. 1, 603-643 (2023). MSC: 60K10 91B05 91G40 PDF BibTeX XML Cite \textit{L. Zou} et al., Japan J. Ind. Appl. Math. 40, No. 1, 603--643 (2023; Zbl 1504.60178) 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 PDF BibTeX XML Cite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 1513.62217) Full Text: DOI
Redhouane, Frihi; Abdelaziz, Rassoul; Ouldrouis, Hamid POT-based estimator of the ruin probability in infinite time for loss models: an application to insurance risk. (English) Zbl 07766004 Chil. J. Stat. 13, No. 2, 201-220 (2022). MSC: 62E20 62F12 62G32 62P05 PDF BibTeX XML Cite \textit{F. Redhouane} et al., Chil. J. Stat. 13, No. 2, 201--220 (2022; Zbl 07766004) Full Text: DOI
Lu, Dawei; Yuan, Meng Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims. (English) Zbl 1505.62512 Methodol. Comput. Appl. Probab. 24, No. 4, 2265-2286 (2022). MSC: 62P05 91G05 62E10 PDF BibTeX XML Cite \textit{D. Lu} and \textit{M. Yuan}, Methodol. Comput. Appl. Probab. 24, No. 4, 2265--2286 (2022; Zbl 1505.62512) Full Text: DOI
Gavrilenko, S. V.; Korolev, V. Yu. On approximations to the ruin probability for the classical risk process. (English. Russian original) Zbl 1509.60104 J. Math. Sci., New York 267, No. 1, 57-63 (2022); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 22, 137-147 (2010). MSC: 60G50 60F05 60K05 PDF BibTeX XML Cite \textit{S. V. Gavrilenko} and \textit{V. Yu. Korolev}, J. Math. Sci., New York 267, No. 1, 57--63 (2022; Zbl 1509.60104); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 22, 137--147 (2010) Full Text: DOI
Kasozi, Juma Numerical ultimate survival probabilities in an insurance portfolio compounded by risky investments. (English) Zbl 1505.91331 Appl. Appl. Math. 17, No. 1, 54-67 (2022). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{J. Kasozi}, Appl. Appl. Math. 17, No. 1, 54--67 (2022; Zbl 1505.91331) Full Text: Link
Xu, Hao; Wei, Zhiya; Peng, Xuhui A research on bidimensional compound Poisson-geometric processes risk model with interference. (Chinese. English summary) Zbl 1499.91025 Chin. J. Appl. Probab. Stat. 38, No. 3, 333-343 (2022). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{H. Xu} et al., Chin. J. Appl. Probab. Stat. 38, No. 3, 333--343 (2022; Zbl 1499.91025) Full Text: Link
Lefèvre, Claude; Tamturk, Muhsin More for less insurance model: an alternative to (re)insurance. (English) Zbl 1498.91364 J. Stat. Theory Pract. 16, No. 4, Paper No. 64, 19 p. (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Tamturk}, J. Stat. Theory Pract. 16, No. 4, Paper No. 64, 19 p. (2022; Zbl 1498.91364) Full Text: DOI
Boxma, O. J.; Mandjes, M. R. H. Queueing and risk models with dependencies. (English) Zbl 1515.60284 Queueing Syst. 102, No. 1-2, 69-86 (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 PDF BibTeX XML Cite \textit{O. J. Boxma} and \textit{M. R. H. Mandjes}, Queueing Syst. 102, No. 1--2, 69--86 (2022; Zbl 1515.60284) Full Text: DOI
Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin Gambler’s ruin problem in a Markov-modulated jump-diffusion risk model. (English) Zbl 1501.91157 Scand. Actuar. J. 2022, No. 8, 682-694 (2022). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{Y. Liu} et al., Scand. Actuar. J. 2022, No. 8, 682--694 (2022; Zbl 1501.91157) Full Text: DOI
Guerrero-Lara, Ernesto A.; López-Flores, Jesús E.; Pantí-Trejo, Henry G. Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims. (Spanish. English summary) Zbl 1513.62216 Rev. Mat. Teor. Apl. 29, No. 2, 239-260 (2022). MSC: 62P05 62F12 91B05 62M05 PDF BibTeX XML Cite \textit{E. A. Guerrero-Lara} et al., Rev. Mat. Teor. Apl. 29, No. 2, 239--260 (2022; Zbl 1513.62216) Full Text: DOI
Hussain, Abid A novel version for three-player gambler’s ruin problem. (English) Zbl 07602421 J. Stat. Comput. Simulation 92, No. 14, 2863-2874 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Hussain}, J. Stat. Comput. Simulation 92, No. 14, 2863--2874 (2022; Zbl 07602421) Full Text: DOI
Lamin, Aounallah; Yamnenko, Rostyslav Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims. (Ukrainian. English summary) Zbl 1513.62219 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20-27 (2022). MSC: 62P05 60G50 60G15 91B05 PDF BibTeX XML Cite \textit{A. Lamin} and \textit{R. Yamnenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20--27 (2022; Zbl 1513.62219) Full Text: DOI
Wang, Shijie; Qian, Huan; Sun, Huimin; Geng, Bingzhen Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims. (English) Zbl 07596362 Commun. Stat., Theory Methods 51, No. 22, 7871-7884 (2022). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 51, No. 22, 7871--7884 (2022; Zbl 07596362) Full Text: DOI
Martire, Antonio Luciano Volterra integral equations: an approach based on Lipschitz-continuity. (English) Zbl 1510.45003 Appl. Math. Comput. 435, Article ID 127496, 8 p. (2022). MSC: 45D05 45L05 PDF BibTeX XML Cite \textit{A. L. Martire}, Appl. Math. Comput. 435, Article ID 127496, 8 p. (2022; Zbl 1510.45003) Full Text: DOI
Cheng, Ming; Konstantinides, Dimitrios G.; Wang, Dingcheng Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims. (English) Zbl 1510.91142 Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022). MSC: 91G05 60K10 62P05 PDF BibTeX XML Cite \textit{M. Cheng} et al., Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022; Zbl 1510.91142) Full Text: DOI
Rincón, Luis; Santana, David J. Ruin probability for finite Erlang mixture claims via recurrence sequences. (English) Zbl 1493.60034 Methodol. Comput. Appl. Probab. 24, No. 3, 2213-2236 (2022). MSC: 60E05 62P05 PDF BibTeX XML Cite \textit{L. Rincón} and \textit{D. J. Santana}, Methodol. Comput. Appl. Probab. 24, No. 3, 2213--2236 (2022; Zbl 1493.60034) Full Text: DOI
Liu, Xijun; Gao, Qingwu Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. (English) Zbl 1490.91052 Stochastics 94, No. 2, 191-211 (2022). MSC: 91B05 60K10 62E20 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Q. Gao}, Stochastics 94, No. 2, 191--211 (2022; Zbl 1490.91052) Full Text: DOI
Yang, Yang; Wang, Xinzhi; Chen, Shaoying Second order asymptotics for infinite-time ruin probability in a compound renewal risk model. (English) Zbl 1490.91053 Methodol. Comput. Appl. Probab. 24, No. 2, 1221-1236 (2022). MSC: 91B05 60K10 60G50 62P05 65C05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1221--1236 (2022; Zbl 1490.91053) Full Text: DOI
Baltazar-Larios, F.; Esparza, Luz Judith R. Statistical inference for partially observed Markov-modulated diffusion risk model. (English) Zbl 1493.62578 Methodol. Comput. Appl. Probab. 24, No. 2, 571-593 (2022). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{F. Baltazar-Larios} and \textit{L. J. R. Esparza}, Methodol. Comput. Appl. Probab. 24, No. 2, 571--593 (2022; Zbl 1493.62578) Full Text: DOI
Alcoforado, Renata G.; Bergel, Agnieszka I.; Cardoso, Rui M. R.; Reis, Alfredo D. Egídio dos; Rodríguez-Martínez, Eugenio V. Ruin and dividend measures in the renewal dual risk model. (English) Zbl 1489.91214 Methodol. Comput. Appl. Probab. 24, No. 2, 537-569 (2022). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{R. G. Alcoforado} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 537--569 (2022; Zbl 1489.91214) Full Text: DOI arXiv
Albrecher, Hansjörg; Araujo-Acuna, José Carlos On the randomized Schmitter problem. (English) Zbl 1489.91213 Methodol. Comput. Appl. Probab. 24, No. 2, 515-535 (2022). MSC: 91G05 91G80 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. C. Araujo-Acuna}, Methodol. Comput. Appl. Probab. 24, No. 2, 515--535 (2022; Zbl 1489.91213) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin. (English) Zbl 1492.91305 ASTIN Bull. 52, No. 2, 619-643 (2022). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 52, No. 2, 619--643 (2022; Zbl 1492.91305) 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 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 1499.91026) 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 PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 1489.60129 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 1489.60129) Full Text: DOI arXiv Link
Jiang, Zhengjun Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English) Zbl 1492.91300 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 1492.91300) Full Text: DOI
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 1489.60140 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 9, No. 1, 45--64 (2022; Zbl 1489.60140) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 1496.91039 Extremes 25, No. 1, 1-23 (2022). MSC: 91B05 60J70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 1496.91039) Full Text: DOI arXiv
Lorek, Paweł; Markowski, Piotr Absorption time and absorption probabilities for a family of multidimensional gambler models. (English) Zbl 1519.91056 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125-150 (2022). MSC: 91A60 60J20 60G40 60J85 PDF BibTeX XML Cite \textit{P. Lorek} and \textit{P. Markowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125--150 (2022; Zbl 1519.91056) Full Text: arXiv Link
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDF BibTeX XML Cite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI
Guo, Fenglong Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English) Zbl 1510.91146 Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022). MSC: 91G05 62P05 62E20 91G70 PDF BibTeX XML Cite \textit{F. Guo}, Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022; Zbl 1510.91146) Full Text: DOI
Chukova, Stefanka; Lazarova, Meglena; Minkova, Leda Pólya-Aeppli process of order \(k\) of the second kind with an application. (English) Zbl 07608537 İstatistik 13, No. 3, 98-107 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Chukova} et al., İstatistik 13, No. 3, 98--107 (2021; Zbl 07608537) Full Text: Link
Sun, Huimin; Geng, Bingzhen; Wang, Shijie Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence. (English) Zbl 1496.60109 Stochastics 93, No. 7, 1028-1042 (2021). MSC: 60K10 91B05 PDF BibTeX XML Cite \textit{H. Sun} et al., Stochastics 93, No. 7, 1028--1042 (2021; Zbl 1496.60109) Full Text: DOI
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 PDF BibTeX XML Cite \textit{D. Cheng}, Stochastics 93, No. 1, 56--71 (2021; Zbl 1490.62314) Full Text: DOI
Lin, Jianxi Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims. (English) Zbl 07532943 Commun. Stat., Theory Methods 50, No. 5, 1200-1209 (2021). MSC: 91B30 62E20 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 50, No. 5, 1200--1209 (2021; Zbl 07532943) 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 PDF BibTeX XML Cite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI
Belolipetskiy, A. A.; Sychev, A. A. A mathematical model of insurer bankruptcy on a finite time interval. (English. Russian original) Zbl 1491.91103 Comput. Math. Model. 32, No. 3, 259-275 (2021); translation from Prikl. Mat. Inf. 67, 4-18 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{A. A. Belolipetskiy} and \textit{A. A. Sychev}, Comput. Math. Model. 32, No. 3, 259--275 (2021; Zbl 1491.91103); translation from Prikl. Mat. Inf. 67, 4--18 (2021) Full Text: DOI
Gordienko, E.; De Chávez, J. Ruiz; Vázquez-Ortega, P. Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes. (English) Zbl 1483.91196 Appl. Math. 48, No. 1, 79-88 (2021). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Appl. Math. 48, No. 1, 79--88 (2021; Zbl 1483.91196) 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 PDF BibTeX XML Cite \textit{Y. Yang} et al., Nonlinear Anal., Model. Control 26, No. 5, 801--820 (2021; Zbl 1492.91318) Full Text: DOI
Shimizu, Yasutaka Asymptotic statistics in insurance risk theory. (English) Zbl 1512.62004 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-16-9283-3/pbk; 978-981-16-9284-0/ebook). x, 110 p. (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62-02 62P05 60G51 62F12 62G20 91-02 91B05 91G05 91G70 PDF BibTeX XML Cite \textit{Y. Shimizu}, Asymptotic statistics in insurance risk theory. Singapore: Springer (2021; Zbl 1512.62004) Full Text: DOI
Behme, Anita; Strietzel, Philipp Lukas A \(2\times 2\) random switching model and its dual risk model. (English) Zbl 1483.90043 Queueing Syst. 99, No. 1-2, 27-64 (2021). MSC: 90B22 60K30 60K10 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, Queueing Syst. 99, No. 1--2, 27--64 (2021; Zbl 1483.90043) Full Text: DOI arXiv
Albrecher, Hansjörg; Bladt, Martin; Vatamidou, Eleni Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails. (English) Zbl 1477.91013 Methodol. Comput. Appl. Probab. 23, No. 4, 1237-1255 (2021). MSC: 91B05 60K10 91-10 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1237--1255 (2021; Zbl 1477.91013) Full Text: DOI arXiv
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1473.62351 Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021; Zbl 1473.62351) Full Text: DOI
Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Guo}, Methodol. Comput. Appl. Probab. 23, No. 3, 893--923 (2021; Zbl 1480.91220) Full Text: DOI
Martín-González, Ehyter Matías; Kolkovska, Ekaterina Todorova; Murillo-Salas, Antonio Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk. (English) Zbl 1474.62035 Methodol. Comput. Appl. Probab. 23, No. 3, 753-766 (2021). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{E. M. Martín-González} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 753--766 (2021; Zbl 1474.62035) Full Text: DOI
Lefèvre, Claude; Simon, Matthieu Schur-constant and related dependence models, with application to ruin probabilities. (English) Zbl 1476.60026 Methodol. Comput. Appl. Probab. 23, No. 1, 317-339 (2021). MSC: 60E05 62H05 91B05 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 23, No. 1, 317--339 (2021; Zbl 1476.60026) 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 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen; Yuan, Yu Minimizing the probability of absolute ruin under ambiguity aversion. (English) Zbl 1476.62223 Appl. Math. Optim. 84, No. 3, 2495-2525 (2021). MSC: 62P05 62G35 60J70 90C39 91B05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Appl. Math. Optim. 84, No. 3, 2495--2525 (2021; Zbl 1476.62223) 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 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI
Cao, Qi; Wang, Xiulian Minimization of ruin probability under excess-claim reinsurance and investment. (Chinese. English summary) Zbl 1488.62178 J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15-18 (2021). MSC: 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Q. Cao} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15--18 (2021; Zbl 1488.62178) Full Text: DOI
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDF BibTeX XML Cite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv
Esquível, M. L.; Mota, P. P.; Pina, J. P. On a stochastic model for a cooperative banking scheme for microcredit. (English) Zbl 1470.91304 Theory Probab. Appl. 66, No. 2, 326-335 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 402-414 (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{M. L. Esquível} et al., Theory Probab. Appl. 66, No. 2, 326--335 (2021; Zbl 1470.91304) Full Text: DOI
Cai, Chunhao; Xiao, Weilin Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. (English) Zbl 1504.65010 J. Integral Equations Appl. 33, No. 1, 1-17 (2021). MSC: 65C30 35R09 45K05 60G15 60G44 60G22 65R20 PDF BibTeX XML Cite \textit{C. Cai} and \textit{W. Xiao}, J. Integral Equations Appl. 33, No. 1, 1--17 (2021; Zbl 1504.65010) Full Text: DOI arXiv
Liu, Bing; Zhou, Ming Robust portfolio selection for individuals: minimizing the probability of lifetime ruin. (English) Zbl 1474.91178 J. Ind. Manag. Optim. 17, No. 2, 937-952 (2021). MSC: 91G10 91B42 PDF BibTeX XML Cite \textit{B. Liu} and \textit{M. Zhou}, J. Ind. Manag. Optim. 17, No. 2, 937--952 (2021; Zbl 1474.91178) Full Text: DOI
Lotov, V. I.; Khodjibayev, V. R. Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original) Zbl 1470.60124 Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021). MSC: 60G50 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov} and \textit{V. R. Khodjibayev}, Sib. Math. J. 62, No. 3, 455--461 (2021; Zbl 1470.60124); translation from Sib. Mat. Zh. 62, No. 3, 567--575 (2021) Full Text: DOI
Muromskaya, A. A. On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original) Zbl 1461.91256 J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. A. Muromskaya}, J. Math. Sci., New York 254, No. 4, 574--581 (2021; Zbl 1461.91256); translation from Fundam. Prikl. Mat. 22, No. 3, 179--189 (2018) Full Text: DOI
Longo, Michele; Stabile, Gabriele Sub-optimal investment for insurers. (English) Zbl 1511.91117 Commun. Stat., Theory Methods 49, No. 17, 4298-4312 (2020). MSC: 91G05 60H30 62P05 PDF BibTeX XML Cite \textit{M. Longo} and \textit{G. Stabile}, Commun. Stat., Theory Methods 49, No. 17, 4298--4312 (2020; Zbl 1511.91117) Full Text: DOI
Li, Jiahui; Yuen, Kam Chuen; Chen, Mi A discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1511.91038 Commun. Stat., Theory Methods 49, No. 16, 3965-3984 (2020). MSC: 91B05 62M10 62P05 PDF BibTeX XML Cite \textit{J. Li} et al., Commun. Stat., Theory Methods 49, No. 16, 3965--3984 (2020; Zbl 1511.91038) 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 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 1511.91035) Full Text: DOI
Lin, Jianxi Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima. (English) Zbl 1511.60067 Commun. Stat., Theory Methods 49, No. 11, 2648-2670 (2020). MSC: 60G50 60G70 62E20 62P05 91B05 PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 49, No. 11, 2648--2670 (2020; Zbl 1511.60067) Full Text: DOI
Gao, Qingwu; Liu, Xijun Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory. (English) Zbl 1484.62026 J. Korean Stat. Soc. 49, No. 2, 596-624 (2020). MSC: 62E20 60G70 62P05 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Liu}, J. Korean Stat. Soc. 49, No. 2, 596--624 (2020; Zbl 1484.62026) Full Text: DOI
Michna, Zbigniew Ruin probabilities for two collaborating insurance companies. (English) Zbl 1473.60077 Probab. Math. Stat. 40, No. 2, 369-386 (2020). MSC: 60G51 60G70 91G20 PDF BibTeX XML Cite \textit{Z. Michna}, Probab. Math. Stat. 40, No. 2, 369--386 (2020; Zbl 1473.60077) Full Text: arXiv
Niu, Yinju; Ma, Chongwu The ruin probability of the risk model with claim numbers in Poisson negative binomial distribution. (Chinese. English summary) Zbl 1474.62369 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530-533 (2020). MSC: 62P05 91G05 60G44 PDF BibTeX XML Cite \textit{Y. Niu} and \textit{C. Ma}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 5, 530--533 (2020; Zbl 1474.62369) Full Text: DOI
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 1465.91034 Stoch. Models 36, No. 4, 661-680 (2020). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv
Yu, Li; Zhan, Xiaolin; Wang, Jingfang Ruin problems for the discrete time insurance risk model with discount rate and multiple types of insurance. (Chinese. English summary) Zbl 1474.62376 J. Math., Wuhan Univ. 40, No. 6, 737-745 (2020). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{L. Yu} et al., J. Math., Wuhan Univ. 40, No. 6, 737--745 (2020; Zbl 1474.62376) Full Text: DOI
Cheng, Dongya; Yang, Yang; Wang, Xinzhi Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims. (English) Zbl 1460.62198 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). MSC: 62P20 60K10 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 1460.62198) Full Text: DOI
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 1463.62319 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 1463.62319)
Hägele, Miriam Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions. (English) Zbl 1460.60035 Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020). MSC: 60G50 91G40 PDF BibTeX XML Cite \textit{M. Hägele}, Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020; Zbl 1460.60035) Full Text: DOI arXiv Link
Ji, Lanpeng On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. (English) Zbl 1454.91196 Scand. Actuar. J. 2020, No. 9, 819-842 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{L. Ji}, Scand. Actuar. J. 2020, No. 9, 819--842 (2020; Zbl 1454.91196) Full Text: DOI arXiv
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 1454.91193 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 1454.91193) Full Text: DOI arXiv
Aurzada, Frank; Buck, Micha Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. (English) Zbl 1452.91258 Eur. Actuar. J. 10, No. 1, 261-269 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Buck}, Eur. Actuar. J. 10, No. 1, 261--269 (2020; Zbl 1452.91258) Full Text: DOI arXiv
Xiao, Hongmin; Wang, Zhankui Finite-time ruin probability of a bidimensional dependent risk model based on entrance process. (Chinese. English summary) Zbl 1463.91119 J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38-44 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Xiao} and \textit{Z. Wang}, J. Northwest Norm. Univ., Nat. Sci. 56, No. 2, 38--44 (2020; Zbl 1463.91119) Full Text: DOI
Tang, Fengqin; Ding, Wenwen Approximation of the tail probabilities of loss process in a time dependent compound renewal risk model. (Chinese. English summary) Zbl 1463.60111 Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11-20 (2020). MSC: 60K10 62P05 91G40 PDF BibTeX XML Cite \textit{F. Tang} and \textit{W. Ding}, Appl. Math., Ser. A (Chin. Ed.) 35, No. 1, 11--20 (2020; Zbl 1463.60111) Full Text: DOI
Spielmann, J.; Vostrikova, L. On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100 Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020). MSC: 60G51 91G40 60G44 60H30 PDF BibTeX XML Cite \textit{J. Spielmann} and \textit{L. Vostrikova}, Theory Probab. Appl. 65, No. 2, 249--269 (2020; Zbl 1459.60100); translation from Teor. Veroyatn. Primen. 65, No. 2, 312--337 (2020) Full Text: DOI arXiv
Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei Itô calculus for Cramér-Lundberg model. (English) Zbl 1448.91251 JSIAM Lett. 12, 25-28 (2020). MSC: 91G05 60K10 60H30 PDF BibTeX XML Cite \textit{J. Akahori} et al., JSIAM Lett. 12, 25--28 (2020; Zbl 1448.91251) Full Text: DOI
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI
Cohen, Asaf; Young, Virginia R. Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. (English) Zbl 1447.91130 Insur. Math. Econ. 93, 333-340 (2020). MSC: 91G05 45J05 60J60 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 93, 333--340 (2020; Zbl 1447.91130) Full Text: DOI arXiv