On Ruin Probability for a Risk Process Perturbed by a Levy Process with no Negative Jumps

By Frostig E.  

Stochastic Models, Vol. 24, Iss. 2, 2008-04 ,pp. : 288-313

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Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

By Hashorva Enkelejd   Ji Lanpeng  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 10-12, 2014-05 ,pp. : 2540-2548

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Ruin Probabilities of a Dual Markov-Modulated Risk Model

By Zhu Jinxia   Yang Hailiang  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 20, 2008-12 ,pp. : 3298-3307

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Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model

By Chen Feng  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 16, 2008-01 ,pp. : 2634-2652

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Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process

By Kadankov V.  

Stochastic Models, Vol. 25, Iss. 2, 2009-04 ,pp. : 270-300

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