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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Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

By Yang Yang  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 10-12, 2014-05 ,pp. : 2094-2104

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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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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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Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate

By Lin Xu   Dongjin Zhu   Yanru Zhou  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 4, 2015-02 ,pp. : 810-822

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