Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi On finite-time ruin probabilities in a generalized dual risk model with dependence. (English) Zbl 1341.91090 Eur. J. Oper. Res. 242, No. 1, 134-148 (2015). MSC: 91B30 60K10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy A survey of some recent results on risk theory. (English) Zbl 1338.62186 ESAIM, Proc. 44, 322-337 (2014). MSC: 62P05 91B30 62-02 × Cite Format Result Cite Review PDF Full Text: DOI
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI