1. Asmussen, S. (2010), Ruin Probability, World Scientific, Singapore. 2. Bazyari, A. and Roozegar, R. (2019), Finite Time Ruin Probability and Structural Density Properties in the Presence of Dependence in Insurance Risk Model, Communications in Statistics-Theory and Methods, 48(5), 1284-1304. [ DOI:10.1080/03610926.2018.1429628] 3. Bazyari, A. (2023), On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance, Sankhya A,
https://doi.org/10.1007/s13171-022-00305-3 [ DOI:10.1007/s13171-022-00305-3.] 4. Breuer, L. and Badescu, A. L. (2014), A Generalised Gerber-Shiu Measure for Markov Additive Risk Processes with Phase-Type Claims and Capital Injections, Scandinavian Actuarial Journal, 2014(2), 93-115. [ DOI:10.1080/03461238.2011.636969] 5. Cao, J., Peng, X. C. and Hu, Y. J. (2016), Optimal Time-Consistent Investment and Reinsurance Strategy for Mean-Variance Insurers Under the Inside Information, Acta Mathematicae Applicatae Sinica, English Series, 32(4), 1087-1100. [ DOI:10.1007/s10255-016-0629-y] 6. Chen, L. and Shen, Y. (2018), On a New Paradigm of Optimal Reinsurance: A Stochastic Stackelberg Differential Game Between an Insurer and a Reinsurer, ASTIN Bulletin: The Journal of the IAA, 48(2), 905-960. [ DOI:10.1017/asb.2018.3] 7. Daykin, C. D., Pentikainen, T. and Pesonen, M. (1993), Practical Risk Theory for Actuaries, Chapman and Hall, London. 8. Dickson, D. C. M. and Drekic, S. (2006), Optimal Dividends Under a Ruin Probability Constraint, Annals of Actuarial Science, 1, 291-306. [ DOI:10.1017/S1748499500000166] 9. Dickson, D. C. M. and Waters, H. R. (2004), Some Optimal Dividends Problems, ASTIN Bulletin: The Journal of the IAA, 34(1) (2004) 49-74. [ DOI:10.2143/AST.34.1.504954] 10. Dickson, D. C. M. and Waters, H. R. (1996), Reinsurance and Ruin, Insurance: Mathematics and Economics, 19, 61-80. [ DOI:10.1016/S0167-6687(96)00011-X] 11. Dufresne, F. and Gerber, H. U. (1988), The Probability and Severity of Ruin for Combinations of Exponential Claim Amount Distributions and Their Translations, Insurance: Mathematics and Economics, 7(2), 75-80. [ DOI:10.1016/0167-6687(88)90100-X] 12. Edwards, C. H., Penney, D. E. and Calvis, D. (2015), Differential Equations and Boundary Value Problems, Fifth edition, Pearson Education, Inc. 13. Eisenberg, J. and Schmidli, H. (2011), Minimising Expected Discounted Capital Injections by Reinsurance in a Classical Risk Model, Scandinavian Actuarial Journal, 3, 155-176. [ DOI:10.1080/03461231003690747] 14. Lefevre, C. and Loisel, S. (2008), On Finite-Time Ruin Probabilities for Classical Risk Models, Scandinavian Actuarial Journal, 1, 41-60. [ DOI:10.1080/03461230701766882] 15. Lefevre, C. and Loisel, S. (2009), Finite Horizon Ruin Probabilities for Independent or Dependent Claim Amounts, Methodology and computing in applied probability, 11(3), 425-441. [ DOI:10.1007/s11009-009-9123-9] 16. Meng, H. and Zhang, X. (2010), Optimal Risk Control for the Excess of Loss Reinsurance Policies, ASTIN Bulletin: The Journal of the IAA, 40, 179-97. [ DOI:10.2143/AST.40.1.2049224] 17. Santana, D. J., González-Hernández, J. and Rincón, L. (2016), Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures, Methodology and Computing in Applied Probability, 19(3), 775-798. [ DOI:10.1007/s11009-016-9515-6] 18. Schmidli, H. (2010), On Minimising the Ruin Probability by Investment and Reinsurance, Annals of Applied Probability, 12, 890-907. 19. Tsitsiashvili, G. Sh., (2009), Computing Ruin Probability in the Classical Risk Model, Journal Automation and Remote Control, 70 (12), 2109-2115. [ DOI:10.1134/S0005117909120170]
|