Yang, Yang; Wang, Xinzhi; Zhang, Zhimin Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims. (English) Zbl 1492.91318 Nonlinear Anal., Model. Control 26, No. 5, 801-820 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 60K10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Xie, Jiayi; Zhang, Zhimin Statistical estimation for some dividend problems under the compound Poisson risk model. (English) Zbl 1452.91284 Insur. Math. Econ. 95, 101-115 (2020). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin; Su, Wen Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion. (English) Zbl 1405.62149 J. Comput. Appl. Math. 346, 133-149 (2019). MSC: 62P05 60G51 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Su, Wen; Yong, Yaodi; Zhang, Zhimin Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion. (English) Zbl 1402.91216 J. Math. Anal. Appl. 469, No. 2, 705-729 (2019). MSC: 91B30 62P05 62G05 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chaolin; Zhang, Zhimin; Yang, Hu A note on a discrete time MAP risk model. (English) Zbl 1410.91276 J. Comput. Appl. Math. 309, 111-121 (2017). MSC: 91B30 60J20 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chaolin; Zhang, Zhimin On a discrete risk model with delayed claims and a randomized dividend strategy. (English) Zbl 1415.91156 Adv. Difference Equ. 2015, Paper No. 284, 14 p. (2015). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Yang, Yang; Zhang, Zhimin; Jiang, Tao; Cheng, Dongya Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. (English) Zbl 1314.91148 J. Comput. Appl. Math. 287, 32-43 (2015). MSC: 91B30 60G51 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence. (English) Zbl 1291.91136 J. Comput. Appl. Math. 255, 248-269 (2014). MSC: 91B30 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhimin; Li, Shuanming; Yang, Hu The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. (English) Zbl 1232.91356 J. Comput. Appl. Math. 230, No. 2, 643-655 (2009). MSC: 91B30 60K10 45J05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Hu; Zhang, Zhimin; Lan, Chunmei Ruin problems in a discrete Markov risk model. (English) Zbl 1153.62084 Stat. Probab. Lett. 79, No. 1, 21-28 (2009). MSC: 62P05 60J20 91B30 × Cite Format Result Cite Review PDF Full Text: DOI