TY - BOOK AU - Asmussen, S. PY - 2000 DA - 2000// TI - Ruin probabilities PB - World Scientific CY - Singapore UR - https://doi.org/10.1142/2779 DO - 10.1142/2779 ID - Asmussen2000 ER - TY - BOOK AU - Asmussen, S. AU - Albrecher, H. PY - 2010 DA - 2010// TI - Ruin probabilities PB - World Scientific Publishing CY - Singapore UR - https://doi.org/10.1142/7431 DO - 10.1142/7431 ID - Asmussen2010 ER - TY - JOUR AU - Cai, J. AU - Feng, R. H. AU - Willmot, G. PY - 2009 DA - 2009// TI - On the expectation of total discounted operating costs up to default and its applications JO - Adv Appl Probab VL - 41 UR - https://doi.org/10.1017/S0001867800003396 DO - 10.1017/S0001867800003396 ID - Cai2009 ER - TY - JOUR AU - Das, K. P. AU - Mahavier, W. T. PY - 2012 DA - 2012// TI - Further results for the joint distribution of the surplus immediately before and after ruin under force of interest JO - J Stat Theory Pract VL - 6 UR - https://doi.org/10.1080/15598608.2012.673895 DO - 10.1080/15598608.2012.673895 ID - Das2012 ER - TY - JOUR AU - Dassios, A. AU - Embrechts, P. PY - 1989 DA - 1989// TI - Martingales and insurance risk JO - Commun Stat Stoch Models VL - 5 UR - https://doi.org/10.1080/15326348908807105 DO - 10.1080/15326348908807105 ID - Dassios1989 ER - TY - JOUR AU - Dickson, D. AU - Li, S. PY - 2013 DA - 2013// TI - The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model JO - Insur Math Econ VL - 52 UR - https://doi.org/10.1016/j.insmatheco.2013.02.013 DO - 10.1016/j.insmatheco.2013.02.013 ID - Dickson2013 ER - TY - JOUR AU - Egídio dos Reis, A. D. PY - 2002 DA - 2002// TI - How many claims does it take to get ruined and recovered JO - Insur Math Econ VL - 31 UR - https://doi.org/10.1016/S0167-6687(02)00153-1 DO - 10.1016/S0167-6687(02)00153-1 ID - Egídio dos Reis2002 ER - TY - JOUR AU - Embrechts, P. AU - Schmidli, H. PY - 1994 DA - 1994// TI - Ruin estimation for a general insurance risk model JO - Adv Appl Probab VL - 26 UR - https://doi.org/10.1017/S0001867800026264 DO - 10.1017/S0001867800026264 ID - Embrechts1994 ER - TY - JOUR AU - Gerber, H. U. PY - 1990 DA - 1990// TI - When does the surplus reach a given target JO - Insur Math Econ VL - 9 UR - https://doi.org/10.1016/0167-6687(90)90022-6 DO - 10.1016/0167-6687(90)90022-6 ID - Gerber1990 ER - TY - JOUR AU - Gerber, H. U. AU - Shiu, E. S. W. PY - 1998 DA - 1998// TI - On the time value of ruin JO - N Am Actuar J VL - 2 UR - https://doi.org/10.1080/10920277.1998.10595671 DO - 10.1080/10920277.1998.10595671 ID - Gerber1998 ER - TY - BOOK AU - Kyprianou, A. E. PY - 2013 DA - 2013// TI - Gerber–Shiu risk theory, EAA series PB - Springer CY - Berlin ID - Kyprianou2013 ER - TY - JOUR AU - Landriault, D. AU - Shi, T. PY - 2014 DA - 2014// TI - First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications JO - Scand Actuar J VL - 4 UR - https://doi.org/10.1080/03461238.2012.723043 DO - 10.1080/03461238.2012.723043 ID - Landriault2014 ER - TY - JOUR AU - Li, S. AU - Lu, Y. PY - 2013 DA - 2013// TI - On the generalized Gerber–Shiu function for surplus processes with interest JO - Insur Math Econ VL - 52 UR - https://doi.org/10.1016/j.insmatheco.2012.11.009 DO - 10.1016/j.insmatheco.2012.11.009 ID - Li2013 ER - TY - JOUR AU - Li, S. AU - Lu, Y. PY - 2014 DA - 2014// TI - The density of the time of ruin in the classical risk model with a constant dividend barrier JO - Ann Actuar Sci VL - 8 UR - https://doi.org/10.1017/S1748499513000110 DO - 10.1017/S1748499513000110 ID - Li2014 ER - TY - JOUR AU - Li, S. AU - Lu, Y. AU - Jin, C. PY - 2015 DA - 2015// TI - Number of jumps in two-sided first-exit problems for a compound Poisson process JO - Methodol Comput Appl Probab ID - Li2015 ER - TY - JOUR AU - Picard, P. PY - 1994 DA - 1994// TI - On some measures of the severity ruin in the classical Poisson model JO - Insur Math Econ VL - 14 UR - https://doi.org/10.1016/0167-6687(94)00006-9 DO - 10.1016/0167-6687(94)00006-9 ID - Picard1994 ER - TY - BOOK AU - Revuz, D. AU - Yor, M. PY - 1991 DA - 1991// TI - Continuous Martingales and Brownian motion PB - Springer CY - Berlin UR - https://doi.org/10.1007/978-3-662-21726-9 DO - 10.1007/978-3-662-21726-9 ID - Revuz1991 ER - TY - JOUR AU - Wang, G. J. AU - Zhang, C. S. AU - Wu, R. PY - 2003 DA - 2003// TI - Ruin theory for the risk process described by PDMPs JO - Acta Math Appl Sin Engl Ser VL - 19 UR - https://doi.org/10.1007/s10255-003-0081-7 DO - 10.1007/s10255-003-0081-7 ID - Wang2003 ER - TY - JOUR AU - Wu, R. AU - Wang, G. J. AU - Wei, L. PY - 2003 DA - 2003// TI - Joint distributions of some actuarial random vectors containing the time of ruin JO - Insur Math Econ VL - 33 UR - https://doi.org/10.1016/S0167-6687(03)00150-1 DO - 10.1016/S0167-6687(03)00150-1 ID - Wu2003 ER - TY - JOUR AU - Xu, Y. PY - 2012 DA - 2012// TI - First exit times of compound Poisson processes with parallel boundaries JO - Seq Anal: Des Methods Appl VL - 31 UR - https://doi.org/10.1080/07474946.2012.665673 DO - 10.1080/07474946.2012.665673 ID - Xu2012 ER - TY - JOUR AU - Zacks, S. PY - 2007 DA - 2007// TI - Review of some functionals of compound Poisson processes and related stopping times JO - Methodol Comput Appl Probab VL - 9 UR - https://doi.org/10.1007/s11009-006-9015-1 DO - 10.1007/s11009-006-9015-1 ID - Zacks2007 ER -