## Found 45 Documents (Results 1–45)

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### Ruin problems for the discrete time insurance risk model with discount rate and multiple types of insurance. (Chinese. English summary)Zbl 1474.62376

MSC:  62P05 91G05
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### The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income. (Chinese. English summary)Zbl 1449.62237

MSC:  62P05 91B05
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### The maximum surplus before ruin for two classes of perturbed risk model. (English)Zbl 1390.62211

MSC:  62P05 91B30 60J60
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### Gerber-Shiu analysis with two-sided acceptable levels. (English)Zbl 1364.91071

MSC:  91B30 60K10 60K20
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### On the distribution of the surplus before ruin in a Markov-modulated risk model. (Chinese. English summary)Zbl 1389.91056

MSC:  91B30 62P05
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### Ruin problems for the discrete time risk process based on ARMA model. (Chinese. English summary)Zbl 1363.91028

MSC:  91B30 62P05

### On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English)Zbl 1334.90063

MSC:  90B70 62E99 91D35
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### Gerber-Shiu functionals for classical risk processes perturbed by an $$\alpha$$-stable motion. (English)Zbl 1348.91159

MSC:  91B30 60K10 62P05
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### Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English)Zbl 1345.60081

MSC:  60J20 60J05 91B30
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### The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English)Zbl 1293.91101

MSC:  91B30 60K20 60K37 60J75
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MSC:  91B30
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### Several ruin problems of a discrete time risk model with diffusion and by-claims. (Chinese. English summary)Zbl 1289.91099

MSC:  91B30 62P05

### On a discrete-time risk model with delayed claims and dividends. (English)Zbl 1263.91054

MSC:  91G70 91G40 62P05
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### The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English)Zbl 1268.91085

MSC:  91B30 60G15 60K10
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### The compound Poisson risk model with a threshold strategy under constant interest. (Chinese. English summary)Zbl 1265.91164

MSC:  91G80 91B30 62P05

### The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions. (Chinese. English summary)Zbl 1265.91090

MSC:  91B30 62P05

### The maximum surplus before ruin in a generalized Erlang $$(n)$$ risk process perturbed by diffusion. (English)Zbl 1249.91042

MSC:  91B30 62P05

MSC:  91B30
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### On the joint distribution for a kind of Cox risk process. (English)Zbl 1240.91062

MSC:  91B30 62P05

### On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. (English)Zbl 1224.91071

MSC:  91B30 62P05 60K10
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### Ruin problems for a risk model in a stochastic economic environment. (English. Chinese summary)Zbl 1212.91052

MSC:  91B30 62P05

### On the discounted penalty function in a Cox risk model. (English)Zbl 1212.91046

MSC:  91B30 62P05

### Ruin problems for the discrete time risk model under stochastic rates of interest. (Chinese. English summary)Zbl 1199.91115

MSC:  91B30 62P05

### A review of discrete-time risk models. (English)Zbl 1180.62151

MSC:  62P05 91B30 60J20 60K99
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### The joint distribution of a risk model with random income. (English)Zbl 1199.91119

MSC:  91B30 62P05 62H05

### The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English)Zbl 1169.91390

MSC:  91B30 62P05
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### Some distributions for risk process perturbed by diffusion under interest force. (Chinese. English summary)Zbl 1174.91532

MSC:  91B30 62P05

MSC:  91B30

### Further analysis of ruin in a discrete risk model. (Chinese. English summary)Zbl 1174.62559

MSC:  62P05 91B30

### Discrete Lundberg-type bounds with actuarial applications. (English)Zbl 1187.91107

MSC:  91B30 60G51 62P05
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MSC:  91B30
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### The maximum surplus before ruin in an Erlang$$(n)$$ risk process and related problems. (English)Zbl 1168.60363

MSC:  60K10 60K05 91B30
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### The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. (English)Zbl 1161.60334

MSC:  60K10 60K05 91B30
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### On the joint distribution of surplus before and after ruin under a Markovian regime switching model. (English)Zbl 1093.60051

MSC:  60J27 91B30
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### Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. (English)Zbl 1143.91033

MSC:  91B30 60G40 60K15
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### On a joint distribution for the risk process with constant interest force. (English)Zbl 1110.62149

MSC:  62P05 91B30 60K10 60K05
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### On the discounted penalty function in a Markov-dependent risk model. (English)Zbl 1129.91023

MSC:  91B30 60K15 60K20
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### Ruin problems for the discrete time insurance risk model with dependent rates. (Chinese. English summary)Zbl 1079.60525

MSC:  60K10 62P05 91B30

### On a class of renewal risk models with a constant dividend barrier. (English)Zbl 1122.91345

MSC:  91B30 60K10
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### On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English)Zbl 1054.60017

MSC:  60E05 91B30
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### The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)Zbl 1103.91369

MSC:  91B30 34K60 60G55
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### The joint density function of three characteristics on jump-diffusion risk process. (English)Zbl 1066.91063

MSC:  91B30 60J70 60J75
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### Some results for classical risk process with stochastic return on investments. (English)Zbl 1023.62107

MSC:  62P05 91B30 45J05 60J20
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### On the distribution of surplus immediately before ruin under interest force. (English)Zbl 0998.62094

MSC:  62P05 45M99 60K10
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### The asymptotic formulas and Lundberg upper bound in fully discrete risk model. (Chinese. English summary)Zbl 0992.91052

MSC:  91B30 60K30 62P05 60K99

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