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 OpenURL
Jiang, Wuyuan The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income. (Chinese. English summary) Zbl 1449.62237 Chin. J. Appl. Probab. Stat. 35, No. 3, 263-274 (2019). MSC: 62P05 91B05 PDF BibTeX XML Cite \textit{W. Jiang}, Chin. J. Appl. Probab. Stat. 35, No. 3, 263--274 (2019; Zbl 1449.62237) Full Text: DOI OpenURL
Jiang, Wuyuan; Ma, Chaoqun The maximum surplus before ruin for two classes of perturbed risk model. (English) Zbl 1390.62211 Appl. Anal. 97, No. 1, 124-133 (2018). MSC: 62P05 91B30 60J60 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{C. Ma}, Appl. Anal. 97, No. 1, 124--133 (2018; Zbl 1390.62211) Full Text: DOI OpenURL
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI OpenURL
Zhang, Min; Zhang, Zhimin On the distribution of the surplus before ruin in a Markov-modulated risk model. (Chinese. English summary) Zbl 1389.91056 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 40, No. 6, 608-612 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Zhang} and \textit{Z. Zhang}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 40, No. 6, 608--612 (2016; Zbl 1389.91056) Full Text: DOI OpenURL
Bao, Zhenhua; Wei, Longfei Ruin problems for the discrete time risk process based on ARMA model. (Chinese. English summary) Zbl 1363.91028 J. Liaoning Norm. Univ., Nat. Sci. 39, No. 2, 145-150 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Bao} and \textit{L. Wei}, J. Liaoning Norm. Univ., Nat. Sci. 39, No. 2, 145--150 (2016; Zbl 1363.91028) OpenURL
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDF BibTeX XML Cite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI OpenURL
Kolkovska, Ekaterina T.; Martín-González, Ehyter M. Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion. (English) Zbl 1348.91159 Insur. Math. Econ. 66, 22-28 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. T. Kolkovska} and \textit{E. M. Martín-González}, Insur. Math. Econ. 66, 22--28 (2016; Zbl 1348.91159) Full Text: DOI OpenURL
Wang, Shanshan; An, Chuangji; Zhang, Chunsheng Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier. (English) Zbl 1345.60081 Front. Math. China 10, No. 2, 377-393 (2015). MSC: 60J20 60J05 91B30 PDF BibTeX XML Cite \textit{S. Wang} et al., Front. Math. China 10, No. 2, 377--393 (2015; Zbl 1345.60081) Full Text: DOI OpenURL
Yang, Chen; Sendova, Kristina P. The discounted moments of the surplus after the last innovation before ruin under the dual risk model. (English) Zbl 1293.91101 Stoch. Models 30, No. 1, 99-124 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 60K37 60J75 PDF BibTeX XML Cite \textit{C. Yang} and \textit{K. P. Sendova}, Stoch. Models 30, No. 1, 99--124 (2014; Zbl 1293.91101) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the generalized Gerber-Shiu function for surplus processes with interest. (English) Zbl 1284.91248 Insur. Math. Econ. 52, No. 2, 127-134 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 52, No. 2, 127--134 (2013; Zbl 1284.91248) Full Text: DOI OpenURL
Yi, Yali; Hu, Yuanyan; Ou, Shide Several ruin problems of a discrete time risk model with diffusion and by-claims. (Chinese. English summary) Zbl 1289.91099 J. Math., Wuhan Univ. 33, No. 4, 709-716 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Yi} et al., J. Math., Wuhan Univ. 33, No. 4, 709--716 (2013; Zbl 1289.91099) OpenURL
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong On a discrete-time risk model with delayed claims and dividends. (English) Zbl 1263.91054 Risk Decis. Anal. 4, No. 1, 3-16 (2013). MSC: 91G70 91G40 62P05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Risk Decis. Anal. 4, No. 1, 3--16 (2013; Zbl 1263.91054) Full Text: DOI OpenURL
Wang, Shan Shan; Zhang, Chun Sheng The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process. (English) Zbl 1268.91085 Acta Math. Sin., Engl. Ser. 27, No. 12, 2379-2394 (2011). MSC: 91B30 60G15 60K10 PDF BibTeX XML Cite \textit{S. S. Wang} and \textit{C. S. Zhang}, Acta Math. Sin., Engl. Ser. 27, No. 12, 2379--2394 (2011; Zbl 1268.91085) Full Text: DOI OpenURL
He, Feiyue; Liu, Xiangzeng; He, Xingshi; Zhao, Wenzhi; Li, Zhihua The compound Poisson risk model with a threshold strategy under constant interest. (Chinese. English summary) Zbl 1265.91164 Basic Sci. J. Text. Univ. 24, No. 4, 530-535 (2011). MSC: 91G80 91B30 62P05 PDF BibTeX XML Cite \textit{F. He} et al., Basic Sci. J. Text. Univ. 24, No. 4, 530--535 (2011; Zbl 1265.91164) OpenURL
Jiang, Wuyuan The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions. (Chinese. English summary) Zbl 1265.91090 Acta Math. Appl. Sin. 34, No. 5, 949-956 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Jiang}, Acta Math. Appl. Sin. 34, No. 5, 949--956 (2011; Zbl 1265.91090) OpenURL
Jiang, Wuyuan; Liu, Zaiming The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion. (English) Zbl 1249.91042 Chin. J. Appl. Probab. Stat. 27, No. 3, 256-264 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Liu}, Chin. J. Appl. Probab. Stat. 27, No. 3, 256--264 (2011; Zbl 1249.91042) OpenURL
Cheung, Eric C. K.; Landriault, David A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. (English) Zbl 1231.91156 Insur. Math. Econ. 46, No. 1, 127-134 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, Insur. Math. Econ. 46, No. 1, 127--134 (2010; Zbl 1231.91156) Full Text: DOI OpenURL
Song, Min; Wu, Rong; Wang, Guojing On the joint distribution for a kind of Cox risk process. (English) Zbl 1240.91062 Chin. J. Appl. Probab. Stat. 26, No. 6, 597-604 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Song} et al., Chin. J. Appl. Probab. Stat. 26, No. 6, 597--604 (2010; Zbl 1240.91062) OpenURL
Li, Shuanming; Lu, Yi On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. (English) Zbl 1224.91071 Scand. Actuar. J. 2010, No. 2, 136-147 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 2, 136--147 (2010; Zbl 1224.91071) Full Text: DOI OpenURL
Wu, Xuquan Ruin problems for a risk model in a stochastic economic environment. (English. Chinese summary) Zbl 1212.91052 J. Math., Wuhan Univ. 29, No. 3, 293-296 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Wu}, J. Math., Wuhan Univ. 29, No. 3, 293--296 (2009; Zbl 1212.91052) OpenURL
Wang, Chunwei; Gao, Xingping On the discounted penalty function in a Cox risk model. (English) Zbl 1212.91046 J. Qufu Norm. Univ., Nat. Sci. 35, No. 2, 31-35 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Wang} and \textit{X. Gao}, J. Qufu Norm. Univ., Nat. Sci. 35, No. 2, 31--35 (2009; Zbl 1212.91046) OpenURL
Yu, Xueli; Xiao, Gangjing Ruin problems for the discrete time risk model under stochastic rates of interest. (Chinese. English summary) Zbl 1199.91115 Chin. J. Appl. Probab. Stat. 25, No. 1, 38-46 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Yu} and \textit{G. Xiao}, Chin. J. Appl. Probab. Stat. 25, No. 1, 38--46 (2009; Zbl 1199.91115) OpenURL
Li, Shuanming; Lu, Yi; Garrido, José A review of discrete-time risk models. (English) Zbl 1180.62151 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321-337 (2009). MSC: 62P05 91B30 60J20 60K99 PDF BibTeX XML Cite \textit{S. Li} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321--337 (2009; Zbl 1180.62151) Full Text: DOI EuDML OpenURL
Zhang, Wei; Wu, Rong; Liu, Zaiming The joint distribution of a risk model with random income. (English) Zbl 1199.91119 Acta Sci. Nat. Univ. Nankaiensis 41, No. 6, 92-94 (2008). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{W. Zhang} et al., Acta Sci. Nat. Univ. Nankaiensis 41, No. 6, 92--94 (2008; Zbl 1199.91119) OpenURL
Li, Shuanming; Lu, Yi The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English) Zbl 1169.91390 Astin Bull. 38, No. 1, 53-71 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, ASTIN Bull. 38, No. 1, 53--71 (2008; Zbl 1169.91390) Full Text: DOI OpenURL
Zhao, Xia Some distributions for risk process perturbed by diffusion under interest force. (Chinese. English summary) Zbl 1174.91532 Chin. J. Appl. Probab. Stat. 24, No. 1, 43-51 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Zhao}, Chin. J. Appl. Probab. Stat. 24, No. 1, 43--51 (2008; Zbl 1174.91532) OpenURL
Yu, Li; Hu, Zhilong Ruin problems for discrete time insurance risk models with changeable rates. (Chinese. English summary) Zbl 1150.91452 J. Hefei Univ. Technol., Nat. Sci. 30, No. 3, 346-349 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Yu} and \textit{Z. Hu}, J. Hefei Univ. Technol., Nat. Sci. 30, No. 3, 346--349 (2007; Zbl 1150.91452) OpenURL
Pu, Bingyuan; Tang, Yinghui; Liu, Yan Further analysis of ruin in a discrete risk model. (Chinese. English summary) Zbl 1174.62559 J. Univ. Electron. Sci. Technol. China 36, No. 2, 382-383, 391 (2007). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. Pu} et al., J. Univ. Electron. Sci. Technol. China 36, No. 2, 382--383, 391 (2007; Zbl 1174.62559) OpenURL
Sendova, Kristina Discrete Lundberg-type bounds with actuarial applications. (English) Zbl 1187.91107 ESAIM, Probab. Stat. 11, 217-235 (2007). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{K. Sendova}, ESAIM, Probab. Stat. 11, 217--235 (2007; Zbl 1187.91107) Full Text: DOI Numdam EuDML OpenURL
Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI OpenURL
Li, Shuanming; Dickson, David C. M. The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. (English) Zbl 1168.60363 Insur. Math. Econ. 38, No. 3, 529-539 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 38, No. 3, 529--539 (2006; Zbl 1168.60363) Full Text: DOI Link OpenURL
Zhang, H. Y.; Zhou, M.; Guo, J. Y. The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate. (English) Zbl 1161.60334 Stat. Probab. Lett. 76, No. 12, 1211-1218 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{H. Y. Zhang} et al., Stat. Probab. Lett. 76, No. 12, 1211--1218 (2006; Zbl 1161.60334) Full Text: DOI OpenURL
Ng, Andrew C. Y.; Yang, Hailiang On the joint distribution of surplus before and after ruin under a Markovian regime switching model. (English) Zbl 1093.60051 Stochastic Processes Appl. 116, No. 2, 244-266 (2006). Reviewer: Laszlo Lakatos (Budapest) MSC: 60J27 91B30 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{H. Yang}, Stochastic Processes Appl. 116, No. 2, 244--266 (2006; Zbl 1093.60051) Full Text: DOI Link OpenURL
Li, Shuanming 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 Scand. Actuar. J. 2005, No. 4, 271-284 (2005). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 60G40 60K15 PDF BibTeX XML Cite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 271--284 (2005; Zbl 1143.91033) Full Text: DOI OpenURL
Wu, Rong; Wang, Guojing; Zhang, Chunsheng On a joint distribution for the risk process with constant interest force. (English) Zbl 1110.62149 Insur. Math. Econ. 36, No. 3, 365-374 (2005). MSC: 62P05 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{R. Wu} et al., Insur. Math. Econ. 36, No. 3, 365--374 (2005; Zbl 1110.62149) Full Text: DOI OpenURL
Albrecher, Hansjörg; Boxma, Onno J. On the discounted penalty function in a Markov-dependent risk model. (English) Zbl 1129.91023 Insur. Math. Econ. 37, No. 3, 650-672 (2005). MSC: 91B30 60K15 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{O. J. Boxma}, Insur. Math. Econ. 37, No. 3, 650--672 (2005; Zbl 1129.91023) Full Text: DOI Link OpenURL
Kong, Fanchao; Yu, Li Ruin problems for the discrete time insurance risk model with dependent rates. (Chinese. English summary) Zbl 1079.60525 Appl. Math., Ser. A (Chin. Ed.) 20, No. 3, 320-326 (2005). MSC: 60K10 62P05 91B30 PDF BibTeX XML Cite \textit{F. Kong} and \textit{L. Yu}, Appl. Math., Ser. A (Chin. Ed.) 20, No. 3, 320--326 (2005; Zbl 1079.60525) OpenURL
Li, Shuanming; Garrido, José On a class of renewal risk models with a constant dividend barrier. (English) Zbl 1122.91345 Insur. Math. Econ. 35, No. 3, 691-701 (2004). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{J. Garrido}, Insur. Math. Econ. 35, No. 3, 691--701 (2004; Zbl 1122.91345) Full Text: DOI OpenURL
Sun, Lijuan; Yang, Hailiang On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (English) Zbl 1054.60017 Insur. Math. Econ. 34, No. 1, 121-125 (2004). MSC: 60E05 91B30 PDF BibTeX XML Cite \textit{L. Sun} and \textit{H. Yang}, Insur. Math. Econ. 34, No. 1, 121--125 (2004; Zbl 1054.60017) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI OpenURL
Zhang, Chunsheng; Wang, Guojing The joint density function of three characteristics on jump-diffusion risk process. (English) Zbl 1066.91063 Insur. Math. Econ. 32, No. 3, 445-455 (2003). Reviewer: Neculai Curteanu (Iaşi) MSC: 91B30 60J70 60J75 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{G. Wang}, Insur. Math. Econ. 32, No. 3, 445--455 (2003; Zbl 1066.91063) Full Text: DOI OpenURL
Wang, Guo-jing; Wu, Rong Some results for classical risk process with stochastic return on investments. (English) Zbl 1023.62107 Acta Math. Appl. Sin., Engl. Ser. 18, No. 4, 685-692 (2002). MSC: 62P05 91B30 45J05 60J20 PDF BibTeX XML Cite \textit{G.-j. Wang} and \textit{R. Wu}, Acta Math. Appl. Sin., Engl. Ser. 18, No. 4, 685--692 (2002; Zbl 1023.62107) Full Text: DOI OpenURL
Yang, Hailiang; Zhang, Lihong On the distribution of surplus immediately before ruin under interest force. (English) Zbl 0998.62094 Stat. Probab. Lett. 55, No. 3, 329-338 (2001). MSC: 62P05 45M99 60K10 PDF BibTeX XML Cite \textit{H. Yang} and \textit{L. Zhang}, Stat. Probab. Lett. 55, No. 3, 329--338 (2001; Zbl 0998.62094) Full Text: DOI OpenURL
Cheng, Shixue; Zhu, Rendong The asymptotic formulas and Lundberg upper bound in fully discrete risk model. (Chinese. English summary) Zbl 0992.91052 Appl. Math., Ser. A (Chin. Ed.) 16, No. 3, 348-358 (2001). MSC: 91B30 60K30 62P05 60K99 PDF BibTeX XML Cite \textit{S. Cheng} and \textit{R. Zhu}, Appl. Math., Ser. A (Chin. Ed.) 16, No. 3, 348--358 (2001; Zbl 0992.91052) OpenURL