Psarrakos, Georgios On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 497-513 (2015). MSC: 60K05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaohu; Wu, Jintang; Zhuang, Jinsen Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims. (English) Zbl 1319.91097 Methodol. Comput. Appl. Probab. 17, No. 2, 463-477 (2015). MSC: 91B30 62E20 62P05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Schröder, Michael Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance. (English) Zbl 1339.60117 Methodol. Comput. Appl. Probab. 17, No. 2, 285-313 (2015). MSC: 60J60 60G51 60H30 60H10 60G10 65C99 91G20 91G80 91G60 33C45 33F05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wei The perturbed Sparre Andersen model with interest and a threshold dividend strategy. (English) Zbl 1334.60127 Methodol. Comput. Appl. Probab. 17, No. 2, 251-283 (2015). MSC: 60H30 60H10 60J60 60K10 60K05 91B30 35R09 × Cite Format Result Cite Review PDF Full Text: DOI