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Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao, (2014)
A note on some joint distribution functions involving the time of ruin
Dickson, David C. M., (2016)
Some ruin problems for the MAP risk model
Li, Jingchao, (2015)
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
Willmot, Gordon E., (1988)
Distributional analysis of a generalization of the Polya process
Willmot, Gordon E., (2010)
On the discounted penalty function in the renewal risk model with general interclaim times
Willmot, Gordon E., (2007)