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 OpenURL
Diaconis, Persi; Ethier, Stewart N. Gambler’s ruin and the ICM. (English) Zbl 07569962 Stat. Sci. 37, No. 3, 289-305 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{S. N. Ethier}, Stat. Sci. 37, No. 3, 289--305 (2022; Zbl 07569962) Full Text: DOI arXiv Link OpenURL
Xu, Ran; Wang, Wenyuan; Garrido, Jose Optimal dividend strategy under Parisian ruin with affine penalty. (English) Zbl 1492.93207 Methodol. Comput. Appl. Probab. 24, No. 3, 1385-1409 (2022). MSC: 93E20 60G51 91B05 PDF BibTeX XML Cite \textit{R. Xu} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1385--1409 (2022; Zbl 1492.93207) Full Text: DOI OpenURL
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 OpenURL
Akahori, J.; Constantinescu, C.; Imamura, Y.; Pham, H. H. An application of risk theory to mortgage lending. (English) Zbl 1492.91268 Scand. Actuar. J. 2022, No. 5, 447-469 (2022). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{J. Akahori} et al., Scand. Actuar. J. 2022, No. 5, 447--469 (2022; Zbl 1492.91268) Full Text: DOI OpenURL
Nguyen, Minh Anh; Dang, Giang Thi-Huong; Hà, Minh Hoàng; Pham, Minh-Trien The min-cost parallel drone scheduling vehicle routing problem. (English) Zbl 1495.90028 Eur. J. Oper. Res. 299, No. 3, 910-930 (2022). MSC: 90B06 90C11 90C59 PDF BibTeX XML Cite \textit{M. A. Nguyen} et al., Eur. J. Oper. Res. 299, No. 3, 910--930 (2022; Zbl 1495.90028) Full Text: DOI OpenURL
Lorek, Paweł; Markowski, Piotr Absorption time and absorption probabilities for a family of multidimensional gambler models. (English) Zbl 07470633 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 07470633) Full Text: arXiv Link OpenURL
Krinik, Alan; von Bremen, Hubertus; Ventura, Ivan; Nguyen, Uyen Vietthanh; Lin, Jeremy J.; Lu, Thuy Vu Dieu; Luk, Chon In (Dave); Yeh, Jeffrey; Cervantes, Luis A.; Lyche, Samuel R.; Marian, Brittney A.; Aljashamy, Saif A.; Dela, Mark; Oudich, Ali; Ostadhassanpanjehali, Pedram; Phey, Lyheng; Perez, David; Kath, John Joseph; Demmin, Malachi C.; Dawit, Yoseph; Hoogendyk, Christine Carmen Marie; Kim, Aaron; McDonough, Matthew; Castillo, Adam Trevor; Beecher, David; Wong, Weizhong; Ayeda, Heba Explicit transient probabilities of various Markov models. (English) Zbl 1496.60089 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 97-151 (2021). Reviewer: Liping Li (Beijing) MSC: 60J10 60J22 PDF BibTeX XML Cite \textit{A. Krinik} et al., Contemp. Math. 774, 97--151 (2021; Zbl 1496.60089) Full Text: DOI OpenURL
Grandits, Peter; Klein, Maike Ruin probability in a two-dimensional model with correlated Brownian motions. (English) Zbl 1470.91228 Scand. Actuar. J. 2021, No. 5, 362-379 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J70 35R35 PDF BibTeX XML Cite \textit{P. Grandits} and \textit{M. Klein}, Scand. Actuar. J. 2021, No. 5, 362--379 (2021; Zbl 1470.91228) Full Text: DOI arXiv OpenURL
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 OpenURL
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 OpenURL
Borovkov, A. A. Boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1448.60176 Sib. Math. J. 61, No. 1, 21-46 (2020); translation from Sib. Mat. Zh. 61, No. 1, 29-59 (2020). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 61, No. 1, 21--46 (2020; Zbl 1448.60176); translation from Sib. Mat. Zh. 61, No. 1, 29--59 (2020) Full Text: DOI OpenURL
Czarna, Irmina; Kaszubowski, Adam Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. (English) Zbl 1446.60035 J. Optim. Theory Appl. 185, No. 3, 982-1007 (2020). MSC: 60G40 60G51 93E20 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{A. Kaszubowski}, J. Optim. Theory Appl. 185, No. 3, 982--1007 (2020; Zbl 1446.60035) Full Text: DOI arXiv OpenURL
Lotov, Vladimir Ivanovich On some inequalities in boundary crossing problems for random walks. (Russian. English summary) Zbl 1439.60044 Sib. Èlektron. Mat. Izv. 17, 661-671 (2020). MSC: 60G50 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov}, Sib. Èlektron. Mat. Izv. 17, 661--671 (2020; Zbl 1439.60044) Full Text: DOI OpenURL
Grandits, P. A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. (English) Zbl 1450.91033 Theory Probab. Appl. 64, No. 4, 646-655 (2020) and Teor. Veroyatn. Primen. 64, No. 4, 811-823 (2019). Reviewer: Claudio Fontana (Paris) MSC: 91G50 93E20 60J70 PDF BibTeX XML Cite \textit{P. Grandits}, Theory Probab. Appl. 64, No. 4, 646--655 (2020; Zbl 1450.91033) Full Text: DOI Link OpenURL
Borovkov, A. A. Integro-local theorems in boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1450.60049 Sib. Math. J. 60, No. 6, 957-972 (2019); translation from Sib. Mat. Zh. 60, No. 6, 1229-1246 (2019). Reviewer: Hans Daduna (Hamburg) MSC: 60K15 60F10 68M20 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 60, No. 6, 957--972 (2019; Zbl 1450.60049); translation from Sib. Mat. Zh. 60, No. 6, 1229--1246 (2019) Full Text: DOI OpenURL
Grandits, Peter On the gain of collaboration in a two dimensional ruin problem. (English) Zbl 1446.91061 Eur. Actuar. J. 9, No. 2, 635-644 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 91G05 60G44 93E20 91G80 PDF BibTeX XML Cite \textit{P. Grandits}, Eur. Actuar. J. 9, No. 2, 635--644 (2019; Zbl 1446.91061) Full Text: DOI OpenURL
Pan, Yuqing; Borovkov, Konstantin A. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. (English) Zbl 1427.60050 Adv. Appl. Probab. 51, No. 3, 835-864 (2019). MSC: 60F10 60K35 60G50 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{K. A. Borovkov}, Adv. Appl. Probab. 51, No. 3, 835--864 (2019; Zbl 1427.60050) Full Text: DOI arXiv OpenURL
Buraczewski, Dariusz; Maślanka, Mariusz Precise large deviations for the first passage time of a random walk with negative drift. (English) Zbl 1479.60087 Proc. Am. Math. Soc. 147, No. 9, 4045-4054 (2019). MSC: 60G50 60F10 PDF BibTeX XML Cite \textit{D. Buraczewski} and \textit{M. Maślanka}, Proc. Am. Math. Soc. 147, No. 9, 4045--4054 (2019; Zbl 1479.60087) Full Text: DOI OpenURL
Lotov, V. I. Bounds for the probability to leave the interval. (English) Zbl 1407.60029 Stat. Probab. Lett. 145, 141-146 (2019). MSC: 60E15 PDF BibTeX XML Cite \textit{V. I. Lotov}, Stat. Probab. Lett. 145, 141--146 (2019; Zbl 1407.60029) Full Text: DOI OpenURL
Bruglieri, Maurizio; Pezzella, Ferdinando; Pisacane, Ornella An adaptive large neighborhood search for relocating vehicles in electric carsharing services. (English) Zbl 1409.90031 Discrete Appl. Math. 253, 185-200 (2019). MSC: 90B06 90C59 90C11 90C05 90B40 PDF BibTeX XML Cite \textit{M. Bruglieri} et al., Discrete Appl. Math. 253, 185--200 (2019; Zbl 1409.90031) Full Text: DOI Link OpenURL
Lorek, Paweł Siegmund duality for Markov chains on partially ordered state spaces. (English) Zbl 1506.60074 Probab. Eng. Inf. Sci. 32, No. 4, 495-521 (2018). MSC: 60J10 60J20 PDF BibTeX XML Cite \textit{P. Lorek}, Probab. Eng. Inf. Sci. 32, No. 4, 495--521 (2018; Zbl 1506.60074) Full Text: DOI OpenURL
Sabzevari, M. Variance of the asymmetric \(n\)-player gambler’s ruin problem with ties allowed. (English) Zbl 07550052 Commun. Stat., Simulation Comput. 47, No. 5, 1540-1549 (2018). MSC: 60G20 60G50 PDF BibTeX XML Cite \textit{M. Sabzevari}, Commun. Stat., Simulation Comput. 47, No. 5, 1540--1549 (2018; Zbl 07550052) Full Text: DOI OpenURL
Pacchiarotti, Barbara; Pigliacelli, Alessandro Large deviations for conditionally Gaussian processes: estimates of level crossing probability. (English) Zbl 1426.60034 Mod. Stoch., Theory Appl. 5, No. 4, 483-499 (2018). MSC: 60F10 60G15 60G07 PDF BibTeX XML Cite \textit{B. Pacchiarotti} and \textit{A. Pigliacelli}, Mod. Stoch., Theory Appl. 5, No. 4, 483--499 (2018; Zbl 1426.60034) Full Text: DOI arXiv OpenURL
Orosi, Greg Duration of play in the gambler’s ruin problem: a novel derivation. (English) Zbl 1425.60042 Appl. Math. E-Notes 18, 268-274 (2018). MSC: 60G40 PDF BibTeX XML Cite \textit{G. Orosi}, Appl. Math. E-Notes 18, 268--274 (2018; Zbl 1425.60042) Full Text: Link OpenURL
Chen, Shumin; Hao, Zhifeng Optimal reinsurance-investment strategies for an insurance company with real estate investment. (Chinese. English summary) Zbl 1413.91037 Oper. Res. Trans. 22, No. 1, 129-141 (2018). MSC: 91B30 93E20 60G40 PDF BibTeX XML Cite \textit{S. Chen} and \textit{Z. Hao}, Oper. Res. Trans. 22, No. 1, 129--141 (2018; Zbl 1413.91037) Full Text: DOI OpenURL
Dong, Xuan Tran; Huy, Tuan Nguyen; Kirane, Mokhtar Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model. (English) Zbl 1415.91152 Math. Methods Appl. Sci. 41, No. 10, 3820-3831 (2018). MSC: 91B30 44A10 PDF BibTeX XML Cite \textit{X. T. Dong} et al., Math. Methods Appl. Sci. 41, No. 10, 3820--3831 (2018; Zbl 1415.91152) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Li, Shu Drawdown analysis for the renewal insurance risk process. (English) Zbl 1401.91159 Scand. Actuar. J. 2017, No. 3, 267-285 (2017). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 3, 267--285 (2017; Zbl 1401.91159) Full Text: DOI OpenURL
Toffolo, Túlio A. M.; Esprit, Eline; Wauters, Tony; Vanden Berghe, Greet A two-dimensional heuristic decomposition approach to a three-dimensional multiple container loading problem. (English) Zbl 1394.90500 Eur. J. Oper. Res. 257, No. 2, 526-538 (2017). MSC: 90C27 90C59 90B80 90B90 PDF BibTeX XML Cite \textit{T. A. M. Toffolo} et al., Eur. J. Oper. Res. 257, No. 2, 526--538 (2017; Zbl 1394.90500) Full Text: DOI OpenURL
Bruglieri, Maurizio; Pezzella, Ferdinando; Pisacane, Ornella Heuristic algorithms for the operator-based relocation problem in one-way electric carsharing systems. (English) Zbl 1387.90283 Discrete Optim. 23, 56-80 (2017). MSC: 90C59 90B06 68T20 90C11 90C90 PDF BibTeX XML Cite \textit{M. Bruglieri} et al., Discrete Optim. 23, 56--80 (2017; Zbl 1387.90283) Full Text: DOI arXiv OpenURL
Gajek, Lesław; Kuciński, Łukasz Complete discounted cash flow valuation. (English) Zbl 1416.91395 Insur. Math. Econ. 73, 1-19 (2017). MSC: 91G50 60G51 93E20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{Ł. Kuciński}, Insur. Math. Econ. 73, 1--19 (2017; Zbl 1416.91395) Full Text: DOI OpenURL
Lorek, Paweł Generalized gambler’s ruin problem: explicit formulas via Siegmund duality. (English) Zbl 1370.60120 Methodol. Comput. Appl. Probab. 19, No. 2, 603-613 (2017). MSC: 60J10 60G40 91A60 PDF BibTeX XML Cite \textit{P. Lorek}, Methodol. Comput. Appl. Probab. 19, No. 2, 603--613 (2017; Zbl 1370.60120) Full Text: DOI arXiv OpenURL
Raju, I. Venkat Appal; Ramasubramanian, S. Risk diversifying treaty between two companies with only one in insurance business. (English) Zbl 1364.91070 Sankhyā, Ser. B 78, No. 2, 183-214 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{I. V. A. Raju} and \textit{S. Ramasubramanian}, Sankhyā, Ser. B 78, No. 2, 183--214 (2016; Zbl 1364.91070) Full Text: DOI OpenURL
Chanpana, T.; Chaidee, N.; Suntornchost, J. Multi-dimensional asymmetric and non-uniform gambler’s ruin problem with two players. (English) Zbl 1414.91079 East-West J. Math. 18, No. 1, 52-62 (2016). MSC: 91A60 60G40 91A05 PDF BibTeX XML Cite \textit{T. Chanpana} et al., East-West J. Math. 18, No. 1, 52--62 (2016; Zbl 1414.91079) OpenURL
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen A pair of optimal reinsurance-investment strategies in the two-sided exit framework. (English) Zbl 1371.91097 Insur. Math. Econ. 71, 284-294 (2016). MSC: 91B30 93E20 91G10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 71, 284--294 (2016; Zbl 1371.91097) Full Text: DOI OpenURL
Tan, JiYang; Yang, XiangQun; Li, ZiQiang; Cheng, YangJin A Markov decision problem in a risk model with interest rate and Markovian environment. (English) Zbl 1343.60108 Sci. China, Math. 59, No. 1, 191-204 (2016). MSC: 60J20 60J10 90C40 60G51 49J55 93E20 91B30 PDF BibTeX XML Cite \textit{J. Tan} et al., Sci. China, Math. 59, No. 1, 191--204 (2016; Zbl 1343.60108) Full Text: DOI OpenURL
Hernández, Camilo; Junca, Mauricio Optimal dividend payments under a time of ruin constraint: exponential claims. (English) Zbl 1348.91146 Insur. Math. Econ. 65, 136-142 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Hernández} and \textit{M. Junca}, Insur. Math. Econ. 65, 136--142 (2015; Zbl 1348.91146) Full Text: DOI arXiv OpenURL
Grandits, Peter An optimal consumption problem in finite time with a constraint on the ruin probability. (English) Zbl 1328.49016 Finance Stoch. 19, No. 4, 791-847 (2015). MSC: 49J55 93E20 49L20 49L25 90C39 60J65 91G80 91B30 45J05 35R35 PDF BibTeX XML Cite \textit{P. Grandits}, Finance Stoch. 19, No. 4, 791--847 (2015; Zbl 1328.49016) Full Text: DOI OpenURL
Jin, Fang; Ou, Hui; Yang, Xiang Qun A periodic dividend problem with inconstant barrier in Markovian environment. (English) Zbl 1319.60183 Acta Math. Sin., Engl. Ser. 31, No. 2, 281-294 (2015). MSC: 60K37 60J10 60J20 91B30 PDF BibTeX XML Cite \textit{F. Jin} et al., Acta Math. Sin., Engl. Ser. 31, No. 2, 281--294 (2015; Zbl 1319.60183) Full Text: DOI OpenURL
Katriel, Guy Gambler’s ruin: the duration of play. (English) Zbl 1306.60041 Stoch. Models 30, No. 3, 251-271 (2014). MSC: 60G40 60G50 91A60 PDF BibTeX XML Cite \textit{G. Katriel}, Stoch. Models 30, No. 3, 251--271 (2014; Zbl 1306.60041) Full Text: DOI OpenURL
Bäuerle, Nicole; Bayraktar, Erhan A note on applications of stochastic ordering to control problems in insurance and finance. (English) Zbl 1314.60104 Stochastics 86, No. 2, 330-340 (2014). MSC: 60G70 60J60 60E15 60H30 93E20 91B30 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{E. Bayraktar}, Stochastics 86, No. 2, 330--340 (2014; Zbl 1314.60104) Full Text: DOI arXiv OpenURL
Katriel, Guy Gambler’s ruin probability – a general formula. (English) Zbl 1283.91027 Stat. Probab. Lett. 83, No. 10, 2205-2210 (2013). MSC: 91A60 60G40 PDF BibTeX XML Cite \textit{G. Katriel}, Stat. Probab. Lett. 83, No. 10, 2205--2210 (2013; Zbl 1283.91027) Full Text: DOI arXiv OpenURL
Li, Bin; Zhou, Xiaowen The joint Laplace transforms for diffusion occupation times. (English) Zbl 1370.60136 Adv. Appl. Probab. 45, No. 4, 1049-1067 (2013). MSC: 60J60 60J55 60G51 91B30 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Zhou}, Adv. Appl. Probab. 45, No. 4, 1049--1067 (2013; Zbl 1370.60136) Full Text: DOI OpenURL
Kounta, Moussa; Lefebvre, Mario On a discrete version of the CIR process. (English) Zbl 1276.60077 J. Difference Equ. Appl. 19, No. 8, 1276-1291 (2013). MSC: 60J10 60J60 60J70 86A05 91B70 PDF BibTeX XML Cite \textit{M. Kounta} and \textit{M. Lefebvre}, J. Difference Equ. Appl. 19, No. 8, 1276--1291 (2013; Zbl 1276.60077) Full Text: DOI OpenURL
Ben Salah, Zied; Morales, Manuel Lévy systems and the time value of ruin for Markov additive processes. (English) Zbl 1271.60060 Eur. Actuar. J. 2, No. 2, 289-317 (2012). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 91B30 60J99 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{M. Morales}, Eur. Actuar. J. 2, No. 2, 289--317 (2012; Zbl 1271.60060) Full Text: DOI OpenURL
Anděl, Jiří; Hudecová, Šárka Variance of the game duration in the gambler’s ruin problem. (English) Zbl 1250.91026 Stat. Probab. Lett. 82, No. 9, 1750-1754 (2012). MSC: 91A60 60G40 PDF BibTeX XML Cite \textit{J. Anděl} and \textit{Š. Hudecová}, Stat. Probab. Lett. 82, No. 9, 1750--1754 (2012; Zbl 1250.91026) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. (English) Zbl 1253.93001 J. Appl. Probab. 49, No. 1, 150-166 (2012). Reviewer: Zoran Vondraček (Zagreb) MSC: 93-02 93E20 60J99 60G51 91G10 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., J. Appl. Probab. 49, No. 1, 150--166 (2012; Zbl 1253.93001) Full Text: DOI arXiv Euclid OpenURL
Elliott, Robert J.; Siu, Tak Kuen; Yang, Hailiang Ruin theory in a hidden Markov-modulated risk model. (English) Zbl 1237.91127 Stoch. Models 27, No. 3, 474-489 (2011). MSC: 91B30 93E11 60J20 PDF BibTeX XML Cite \textit{R. J. Elliott} et al., Stoch. Models 27, No. 3, 474--489 (2011; Zbl 1237.91127) Full Text: DOI OpenURL
Landriault, David; Sendova, Kristina P. A direct approach to a first-passage problem with applications in risk theory. (English) Zbl 1232.91350 Stoch. Models 27, No. 3, 388-406 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K15 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{K. P. Sendova}, Stoch. Models 27, No. 3, 388--406 (2011; Zbl 1232.91350) Full Text: DOI OpenURL
Ramasubramanian, S. Multidimensional insurance model with risk-reducing treaty. (English) Zbl 1237.91137 Stoch. Models 27, No. 3, 363-387 (2011). MSC: 91B30 60H30 60J35 PDF BibTeX XML Cite \textit{S. Ramasubramanian}, Stoch. Models 27, No. 3, 363--387 (2011; Zbl 1237.91137) Full Text: DOI OpenURL
Yuen, Kam Chuen; Yin, Chuancun On optimality of the barrier strategy for a general Lévy risk process. (English) Zbl 1219.91076 Math. Comput. Modelling 53, No. 9-10, 1700-1707 (2011). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{K. C. Yuen} and \textit{C. Yin}, Math. Comput. Modelling 53, No. 9--10, 1700--1707 (2011; Zbl 1219.91076) Full Text: DOI arXiv OpenURL
Hashemiparast, S. M.; Sabzevari, M. The asymmetric \(n\)-player gambler’s ruin problem with ties allowed and simulation. (English) Zbl 1225.60069 J. Korean Stat. Soc. 40, No. 3, 267-276 (2011). MSC: 60G40 60J10 60G20 91A06 91A60 PDF BibTeX XML Cite \textit{S. M. Hashemiparast} and \textit{M. Sabzevari}, J. Korean Stat. Soc. 40, No. 3, 267--276 (2011; Zbl 1225.60069) Full Text: DOI OpenURL
Vinogradov, O. P. The balloting problem for random streams and its relation to problems in risk theory. (English. Russian original) Zbl 1260.91125 Mosc. Univ. Comput. Math. Cybern. 34, No. 3, 135-139 (2010); translation from Vestn. Mosk. Univ., Ser. XV 2010, No. 3, 38-43 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{O. P. Vinogradov}, Mosc. Univ. Comput. Math. Cybern. 34, No. 3, 135--139 (2010; Zbl 1260.91125); translation from Vestn. Mosk. Univ., Ser. XV 2010, No. 3, 38--43 (2010) Full Text: DOI OpenURL
Chen, Shumin; Li, Zhongfei The optimal policy for an insurance company with real investment. (Chinese. English summary) Zbl 1240.91040 J. Syst. Sci. Math. Sci. 30, No. 10, 1293-1303 (2010). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{S. Chen} and \textit{Z. Li}, J. Syst. Sci. Math. Sci. 30, No. 10, 1293--1303 (2010; Zbl 1240.91040) OpenURL
Suen, Stephen; Wagner, Kevin P. Some results for the acceptance urn model. (English) Zbl 1225.60071 SIAM J. Discrete Math. 24, No. 3, 876-891 (2010). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G40 05A99 06B99 91A60 60C05 PDF BibTeX XML Cite \textit{S. Suen} and \textit{K. P. Wagner}, SIAM J. Discrete Math. 24, No. 3, 876--891 (2010; Zbl 1225.60071) Full Text: DOI OpenURL
Yin, Chuancun; Wang, Chunwei The perturbed compound Poisson risk process with investment and debit interest. (English) Zbl 1231.91255 Methodol. Comput. Appl. Probab. 12, No. 3, 391-413 (2010). MSC: 91B30 60K05 91B70 PDF BibTeX XML Cite \textit{C. Yin} and \textit{C. Wang}, Methodol. Comput. Appl. Probab. 12, No. 3, 391--413 (2010; Zbl 1231.91255) Full Text: DOI OpenURL
Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir On average losses in the ruin problem with fractional Brownian motion as input. (English) Zbl 1224.91046 Extremes 12, No. 1, 77-91 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 91B30 60G22 PDF BibTeX XML Cite \textit{P. Boulongne} et al., Extremes 12, No. 1, 77--91 (2009; Zbl 1224.91046) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Zhou, Xiaowen General tax structures and the Lévy insurance risk model. (English) Zbl 1210.60098 J. Appl. Probab. 46, No. 4, 1146-1156 (2009). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60K05 60K15 91B30 60G70 60J55 PDF BibTeX XML Cite \textit{A. E. Kyprianou} and \textit{X. Zhou}, J. Appl. Probab. 46, No. 4, 1146--1156 (2009; Zbl 1210.60098) Full Text: DOI arXiv OpenURL
Rabehasaina, Landy Risk processes with interest force in Markovian environment. (English) Zbl 1222.91025 Stoch. Models 25, No. 4, 580-613 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 91B30 60J25 60K30 60G55 60J27 PDF BibTeX XML Cite \textit{L. Rabehasaina}, Stoch. Models 25, No. 4, 580--613 (2009; Zbl 1222.91025) Full Text: DOI Link OpenURL
Guilbault, Jean-Luc; Lefebvre, Mario On a non-homogeneous difference equation from probability theory. (English) Zbl 1212.60131 Tatra Mt. Math. Publ. 43, 81-90 (2009). MSC: 60J10 PDF BibTeX XML Cite \textit{J.-L. Guilbault} and \textit{M. Lefebvre}, Tatra Mt. Math. Publ. 43, 81--90 (2009; Zbl 1212.60131) Full Text: DOI OpenURL
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. (English) Zbl 1175.91083 Stochastic Anal. Appl. 27, No. 4, 770-796 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B30 60E99 60G10 60G35 60J75 PDF BibTeX XML Cite \textit{F. Avram} et al., Stochastic Anal. Appl. 27, No. 4, 770--796 (2009; Zbl 1175.91083) Full Text: DOI OpenURL
Ng, Andrew C. Y. On a dual model with a dividend threshold. (English) Zbl 1163.91441 Insur. Math. Econ. 44, No. 2, 315-324 (2009). MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{A. C. Y. Ng}, Insur. Math. Econ. 44, No. 2, 315--324 (2009; Zbl 1163.91441) Full Text: DOI OpenURL
Ross, Sheldon M. A simple solution to a multiple player gambler’s ruin problem. (English) Zbl 1172.91006 Am. Math. Mon. 116, No. 1, 77-81 (2009). Reviewer: Christian-Oliver Ewald (Sydney) MSC: 91A60 60J20 97M40 PDF BibTeX XML Cite \textit{S. M. Ross}, Am. Math. Mon. 116, No. 1, 77--81 (2009; Zbl 1172.91006) Full Text: DOI OpenURL
Bondesson, Lennart; Grandell, Jan; Peetre, Jaak The life and work of Olof Thorin (1912–2004). (English) Zbl 1147.01005 Proc. Est. Acad. Sci. 57, No. 1, 18-25 (2008). MSC: 01A70 PDF BibTeX XML Cite \textit{L. Bondesson} et al., Proc. Est. Acad. Sci. 57, No. 1, 18--25 (2008; Zbl 1147.01005) Full Text: DOI OpenURL
Ivanova, G. P.; Kondratiev, V. Ya. On one estimate of the ruin probability. (English. Russian original) Zbl 1154.60031 Theory Probab. Appl. 52, No. 2, 345-350 (2008); translation from Teor. Veroyatn. Primen. 52, No. 2, 359-363 (2007). Reviewer: Pavel Stoynov (Sofia) MSC: 60G50 PDF BibTeX XML Cite \textit{G. P. Ivanova} and \textit{V. Ya. Kondratiev}, Theory Probab. Appl. 52, No. 2, 345--350 (2008; Zbl 1154.60031); translation from Teor. Veroyatn. Primen. 52, No. 2, 359--363 (2007) Full Text: DOI OpenURL
Roynette, Bernard; Vallois, Pierre; Volpi, Agnès Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes. (English) Zbl 1183.60018 ESAIM, Probab. Stat. 12, 58-93 (2008). MSC: 60G51 60E10 60F05 60G17 60G40 PDF BibTeX XML Cite \textit{B. Roynette} et al., ESAIM, Probab. Stat. 12, 58--93 (2008; Zbl 1183.60018) Full Text: DOI EuDML OpenURL
Wu, Xuquan; Yuan, Haili; Hu, Yijun On a class of stationary renewal risk model with constant dividend barrier. (English) Zbl 1174.91516 J. Math., Wuhan Univ. 27, No. 4, 419-424 (2007). MSC: 91B30 60K15 PDF BibTeX XML Cite \textit{X. Wu} et al., J. Math., Wuhan Univ. 27, No. 4, 419--424 (2007; Zbl 1174.91516) OpenURL
Zhou, Xiaowen Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. (English) Zbl 1132.60042 J. Appl. Probab. 44, No. 4, 1012-1030 (2007). MSC: 60G51 60B15 PDF BibTeX XML Cite \textit{X. Zhou}, J. Appl. Probab. 44, No. 4, 1012--1030 (2007; Zbl 1132.60042) Full Text: DOI Euclid OpenURL
Kyprianou, A. E.; Palmowski, Z. Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. (English) Zbl 1137.60047 J. Appl. Probab. 44, No. 2, 428-443 (2007). Reviewer: Pavel Stoynov (Sofia) MSC: 60K10 91B30 60K05 60K15 60G51 60G70 60J55 PDF BibTeX XML Cite \textit{A. E. Kyprianou} and \textit{Z. Palmowski}, J. Appl. Probab. 44, No. 2, 428--443 (2007; Zbl 1137.60047) Full Text: DOI OpenURL
Swan, Yvik C.; Bruss, F. Thomas A matrix-analytic approach to the \(N\)-player ruin problem. (English) Zbl 1137.60035 J. Appl. Probab. 43, No. 3, 755-766 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J20 60J10 PDF BibTeX XML Cite \textit{Y. C. Swan} and \textit{F. T. Bruss}, J. Appl. Probab. 43, No. 3, 755--766 (2006; Zbl 1137.60035) Full Text: DOI OpenURL
Swan, Yvik; Bruss, F. Thomas The Schwarz-Christoffel transformation as a tool in applied probability. (English) Zbl 1076.60070 Math. Sci. 29, No. 1, 21-32 (2004). Reviewer: Sabir R. Umarov (Albuquerque) MSC: 60J65 30C35 PDF BibTeX XML Cite \textit{Y. Swan} and \textit{F. T. Bruss}, Math. Sci. 29, No. 1, 21--32 (2004; Zbl 1076.60070) OpenURL
Dehling, Herold; Haupt, Beate Einführung in die Wahrscheinlichkeitstheorie und Statistik. (English) Zbl 1012.62001 Statistik und ihre Anwendungen. Berlin: Springer. xi, 282 p. (2003). Reviewer: Helmut Köcher (Dresden) MSC: 62-01 60-01 PDF BibTeX XML Cite \textit{H. Dehling} and \textit{B. Haupt}, Einführung in die Wahrscheinlichkeitstheorie und Statistik. Berlin: Springer (2003; Zbl 1012.62001) OpenURL
Collamore, J. F. Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors. (English) Zbl 1021.65003 Ann. Appl. Probab. 12, No. 1, 382-421 (2002). Reviewer: Radu Theodorescu (Quebec) MSC: 65C05 60J05 62D05 62M05 60F10 PDF BibTeX XML Cite \textit{J. F. Collamore}, Ann. Appl. Probab. 12, No. 1, 382--421 (2002; Zbl 1021.65003) Full Text: DOI OpenURL
Sobel, Milton; Frankowski, Krzysztof Extensions of gambler’s ruin with even odds: multinomial and other models. (English) Zbl 0993.60101 J. Stat. Plann. Inference 101, No. 1-2, 291-310 (2002). Reviewer: Jean-Pierre Lepeltier (Le Mans) MSC: 60K99 PDF BibTeX XML Cite \textit{M. Sobel} and \textit{K. Frankowski}, J. Stat. Plann. Inference 101, No. 1--2, 291--310 (2002; Zbl 0993.60101) Full Text: DOI OpenURL
Nyrhinen, Harri Finite and infinite time ruin probabilities in a stochastic economic environment. (English) Zbl 1047.60040 Stochastic Processes Appl. 92, No. 2, 265-285 (2001). MSC: 60G40 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, Stochastic Processes Appl. 92, No. 2, 265--285 (2001; Zbl 1047.60040) Full Text: DOI OpenURL
Amano, Kazuyuki; Tromp, John; Vitányi, Paul M. B.; Watanabe, Osamu On a generalized ruin problem. (English) Zbl 1018.91013 Goemans, Michel (ed.) et al., Approximation, randomization, and combinatorial optimization. Algorithms and techniques. 4th international workshop on approximation algorithms for combinatorial optimization problems, APPROX 2001 and 5th international workshop on randomization and approximation techniques in computer science, RANDOM 2001, Berkeley, CA, USA, August 18-20, 2001. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 2129, 181-191 (2001). MSC: 91A60 60C05 PDF BibTeX XML Cite \textit{K. Amano} et al., Lect. Notes Comput. Sci. 2129, 181--191 (2001; Zbl 1018.91013) Full Text: Link OpenURL
Mokaddis, G. S.; Metwally, S. A.; Kamel, E. A. Distribution of the busy period in a controllable \(M/G/2\) queue with \((0,K,N,M)\) policy. (English) Zbl 1017.90029 Int. J. Inf. Manage. Sci. 12, No. 1, 15-26 (2001). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{G. S. Mokaddis} et al., Int. J. Inf. Manage. Sci. 12, No. 1, 15--26 (2001; Zbl 1017.90029) OpenURL
Burnecki, Krzysztof Self-similar processes as weak limits of a risk reserve process. (English) Zbl 1007.60025 Probab. Math. Stat. 20, No. 2, 261-272 (2000). Reviewer: Shigeo Takenaka (Okayama) MSC: 60G18 62P05 PDF BibTeX XML Cite \textit{K. Burnecki}, Probab. Math. Stat. 20, No. 2, 261--272 (2000; Zbl 1007.60025) OpenURL
Drozdenko, Myroslav O. The probability of ruin. (English) Zbl 1032.91079 Theory Stoch. Process. 6(22), No. 3-4, 30-32 (2000). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. O. Drozdenko}, Theory Stoch. Process. 6(22), No. 3--4, 30--32 (2000; Zbl 1032.91079) OpenURL
Gusak, D. V. Ruin problem for an inhomogeneous semicontinuous integer-valued process. (English. Ukrainian original) Zbl 0972.60034 Ukr. Math. J. 52, No. 2, 234-248 (2000); translation from Ukr. Mat. Zh. 52, No. 2, 208-219 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G50 60J50 62P05 91B30 60G51 PDF BibTeX XML Cite \textit{D. V. Gusak}, Ukr. Mat. Zh. 52, No. 2, 208--219 (2000; Zbl 0972.60034); translation from Ukr. Mat. Zh. 52, No. 2, 208--219 (2000) Full Text: DOI OpenURL
Brémaud, Pierre An insensitivity property of Lundberg’s estimate for delayed claims. (English) Zbl 0968.62074 J. Appl. Probab. 37, No. 3, 914-917 (2000). MSC: 62P05 PDF BibTeX XML Cite \textit{P. Brémaud}, J. Appl. Probab. 37, No. 3, 914--917 (2000; Zbl 0968.62074) Full Text: DOI Link OpenURL
Schrimpf, Gerhard; Schneider, Johannes; Stamm-Wilbrandt, Hermann; Dueck, Gunter Record breaking optimization results using the ruin and recreate principle. (English) Zbl 0997.90105 J. Comput. Phys. 159, No. 2, 139-171 (2000). MSC: 90C59 90C27 90C35 PDF BibTeX XML Cite \textit{G. Schrimpf} et al., J. Comput. Phys. 159, No. 2, 139--171 (2000; Zbl 0997.90105) Full Text: DOI Link OpenURL
Taksar, Michael I. Optimal risk and dividend distribution control models for an insurance company. (English) Zbl 0947.91043 Math. Methods Oper. Res. 51, No. 1, 1-42 (2000). Reviewer: Klaus Ehemann (Hamburg) MSC: 91B28 91B30 93E99 60G99 PDF BibTeX XML Cite \textit{M. I. Taksar}, Math. Methods Oper. Res. 51, No. 1, 1--42 (2000; Zbl 0947.91043) Full Text: DOI OpenURL
Isaac, Richard Bold play is best: A simple proof. (English) Zbl 1005.60022 Math. Mag. 72, No. 5, 405-407 (1999). Reviewer: Nicko G.Gamkrelidze (Moskva) MSC: 60C05 PDF BibTeX XML Cite \textit{R. Isaac}, Math. Mag. 72, No. 5, 405--407 (1999; Zbl 1005.60022) Full Text: DOI OpenURL
Nyrhinen, Harri On the ruin probabilities in a general economic environment. (English) Zbl 0997.60041 Stochastic Processes Appl. 83, No. 2, 319-330 (1999). Reviewer: Alexis Derviz (Praha) MSC: 60G40 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, Stochastic Processes Appl. 83, No. 2, 319--330 (1999; Zbl 0997.60041) Full Text: DOI OpenURL
Nyrhinen, Harri Large deviations for the time of ruin. (English) Zbl 0947.60048 J. Appl. Probab. 36, No. 3, 733-746 (1999). MSC: 60G40 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, J. Appl. Probab. 36, No. 3, 733--746 (1999; Zbl 0947.60048) Full Text: DOI OpenURL
Rocha, Amy L.; Stern, Frederick The gambler’s ruin problem with \(n\) players and asymmetric play. (English) Zbl 0953.60019 Stat. Probab. Lett. 44, No. 1, 87-95 (1999). Reviewer: N.Curteanu (Iaşi) MSC: 60G40 PDF BibTeX XML Cite \textit{A. L. Rocha} and \textit{F. Stern}, Stat. Probab. Lett. 44, No. 1, 87--95 (1999; Zbl 0953.60019) Full Text: DOI OpenURL
Nyrhinen, Harri Rough descriptions of ruin for a general class of surplus processes. (English) Zbl 0932.60046 Adv. Appl. Probab. 30, No. 4, 1008-1026 (1998). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60G40 60F10 PDF BibTeX XML Cite \textit{H. Nyrhinen}, Adv. Appl. Probab. 30, No. 4, 1008--1026 (1998; Zbl 0932.60046) Full Text: DOI OpenURL
Itoh, Yoshiaki; Maehara, Hiroshi A variation to the ruin problem. (English) Zbl 0919.60020 Math. Jap. 47, No. 1, 97-102 (1998). MSC: 60C05 PDF BibTeX XML Cite \textit{Y. Itoh} and \textit{H. Maehara}, Math. Japon. 47, No. 1, 97--102 (1998; Zbl 0919.60020) OpenURL
El-Shehawey, Mohamed A.; Al-Matrafi, B. N. On a gambler’s ruin problem. (English) Zbl 0965.60043 Math. Slovaca 47, No. 4, 483-488 (1997). Reviewer: Jiří Anděl (Praha) MSC: 60G40 60G50 60J10 PDF BibTeX XML Cite \textit{M. A. El-Shehawey} and \textit{B. N. Al-Matrafi}, Math. Slovaca 47, No. 4, 483--488 (1997; Zbl 0965.60043) Full Text: EuDML OpenURL
Varopoulos, N. Th. The local theorem for symmetric diffusion on Lie groups. An overview. (English) Zbl 0914.22014 Drury, S. W. (ed.) et al., Harmonic analysis and number theory. Papers in honour of Carl S. Herz. Proceedings of the conference, April 15–19, 1996, Montréal, Canada. Providence, RI: American Mathematical Society. CMS Conf. Proc. 21, 143-152 (1997). Reviewer: A.F.M.ter Elst (Eindhoven) MSC: 22E30 58J65 60B15 PDF BibTeX XML Cite \textit{N. Th. Varopoulos}, CMS Conf. Proc. 21, 143--152 (1997; Zbl 0914.22014) OpenURL
De Vylder, F.; Goovaerts, M.; Marceau, E. The bi-atomic uniform minimal solution of Schmitter’s problem. (English) Zbl 0906.62107 Insur. Math. Econ. 20, No. 1, 59-78 (1997). MSC: 62P05 91B30 60F99 60K05 PDF BibTeX XML Cite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 59--78 (1997; Zbl 0906.62107) Full Text: DOI OpenURL
De Vylder, F.; Goovaerts, M.; Marceau, E. The solution of Schmitter’s simple problem: Numerical illustration. (English) Zbl 0906.62108 Insur. Math. Econ. 20, No. 1, 43-58 (1997). MSC: 62P05 65C99 91B30 PDF BibTeX XML Cite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 43--58 (1997; Zbl 0906.62108) Full Text: DOI OpenURL
Bach, Eric Moments in the duration of play. (English) Zbl 0897.60082 Stat. Probab. Lett. 36, No. 1, 1-7 (1997). MSC: 60G50 PDF BibTeX XML Cite \textit{E. Bach}, Stat. Probab. Lett. 36, No. 1, 1--7 (1997; Zbl 0897.60082) Full Text: DOI OpenURL
Paulsen, Jostein; Nilsen, Trygue Present value of some insurance portfolios with applications to ruin problems. (English) Zbl 0892.90018 Theory Stoch. Process. 2(18), No. 1-2, 64-73 (1996). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B28 91B62 62P05 91B30 60G44 PDF BibTeX XML Cite \textit{J. Paulsen} and \textit{T. Nilsen}, Theory Stoch. Process. 2(18), No. 1--2, 64--73 (1996; Zbl 0892.90018) OpenURL
Korolyuk, Vladimir Ruin problems: Explicit and asymptotic approaches. (English) Zbl 0893.60044 Theory Stoch. Process. 2(18), No. 1-2, 4-14 (1996). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60G50 91B30 62P05 PDF BibTeX XML Cite \textit{V. Korolyuk}, Theory Stoch. Process. 2(18), No. 1--2, 4--14 (1996; Zbl 0893.60044) OpenURL
Asmussen, Søren Stationary distributions via first passage times. (English) Zbl 0866.60077 Dshalalow, Jewgeni H. (ed.), Advances in queueing. Theory, methods, and open problems. Boca Raton, FL: CRC Press. Probability and Stochastics Series. 79-102 (1995). Reviewer: D.Aissani (Bejaia) MSC: 60K25 60K10 90B22 90B25 PDF BibTeX XML Cite \textit{S. Asmussen}, in: Advances in queueing. Theory, methods, and open problems. Boca Raton, FL: CRC Press. 79--102 (1995; Zbl 0866.60077) OpenURL
Sandell, Dennis A game with three players. (Swedish. English summary) Zbl 0837.90146 Normat 43, No. 3, 113-119 (1995). MSC: 91A60 PDF BibTeX XML Cite \textit{D. Sandell}, Normat 43, No. 3, 113--119 (1995; Zbl 0837.90146) OpenURL
Chang, Derek K. A game with four players. (English) Zbl 0827.60029 Stat. Probab. Lett. 23, No. 2, 111-115 (1995). Reviewer: A.Irle (Kiel) MSC: 60G40 PDF BibTeX XML Cite \textit{D. K. Chang}, Stat. Probab. Lett. 23, No. 2, 111--115 (1995; Zbl 0827.60029) Full Text: DOI OpenURL
Norberg, R. Stochastic calculus in actuarial science. (Russian) Zbl 1063.65512 Obozr. Prikl. Prom. Mat. 2, No. 5, 823-847 (1995). MSC: 65C40 65C30 91B70 PDF BibTeX XML Cite \textit{R. Norberg}, Obozr. Prikl. Prom. Mat. 2, No. 5, 823--847 (1995; Zbl 1063.65512) OpenURL