| Publication | Date of Publication | Type |
|---|
| Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion | 2023-06-16 | Paper |
| Finite-time ruin probabilities using bivariate Laguerre series | 2023-03-13 | Paper |
| Multivariate matrix-exponential affine mixtures and their applications in risk theory | 2022-09-14 | Paper |
| A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process | 2022-03-10 | Paper |
| Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model | 2022-02-11 | Paper |
| Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model | 2022-01-19 | Paper |
| “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008 | 2022-01-19 | Paper |
| “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 | 2022-01-10 | Paper |
| “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007 | 2022-01-10 | Paper |
| “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007 | 2022-01-10 | Paper |
| Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion | 2021-12-08 | Paper |
| Bayesian credibility under a bivariate prior on the frequency and the severity of claims | 2021-10-19 | Paper |
| Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps | 2019-11-12 | Paper |
| Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times | 2019-05-10 | Paper |
| Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process | 2019-03-12 | Paper |
| A note on a Lévy insurance risk model under periodic dividend decisions | 2019-02-05 | Paper |
| Periodic threshold-type dividend strategy in the compound Poisson risk model | 2018-12-14 | Paper |
| Lévy insurance risk process with Poissonian taxation | 2018-07-13 | Paper |
| On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes | 2018-07-11 | Paper |
| ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS | 2018-06-05 | Paper |
| On the dual risk model with Parisian implementation delays in dividend payments | 2018-05-24 | Paper |
| An IBNR-RBNS insurance risk model with marked Poisson arrivals | 2018-04-12 | Paper |
| On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model | 2016-06-17 | Paper |
| The Markov additive risk process under an Erlangized dividend barrier strategy | 2016-06-08 | Paper |
| On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps | 2015-12-14 | Paper |
| On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions | 2015-02-03 | Paper |
| Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times | 2015-01-28 | Paper |
| On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency | 2014-07-16 | Paper |
| A unified analysis of claim costs up to ruin in a Markovian arrival risk model | 2014-04-15 | Paper |
| A note on discounted compound renewal sums under dependency | 2014-04-03 | Paper |
| Randomized observation periods for the compound Poisson risk model: the discounted penalty function | 2013-12-17 | Paper |
| A unifying approach to the analysis of business with random gains | 2013-12-13 | Paper |
| On orderings and bounds in a generalized Sparre Andersen risk model | 2013-11-15 | Paper |
| On a risk model with surplus-dependent premium and tax rates | 2012-11-05 | Paper |
| Randomized observation periods for the compound Poisson risk model: Dividends | 2012-06-11 | Paper |
| Recursive methods for a multi-dimensional risk process with common shocks | 2012-04-18 | Paper |
| Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models | 2012-02-10 | Paper |
| A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model | 2012-02-10 | Paper |
| On a class of stochastic models with two-sided jumps | 2012-01-26 | Paper |
| Moment generating functions of compound renewal sums with discounted claims | 2011-11-26 | Paper |
| A Two-Dimensional Risk Model with Proportional Reinsurance | 2011-10-25 | Paper |
| On a Generalization of the Risk Model with Markovian Claim Arrivals | 2011-10-21 | Paper |
| A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium | 2011-08-01 | Paper |
| Perturbed MAP Risk Models with Dividend Barrier Strategies | 2009-07-15 | Paper |
| Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches | 2009-06-25 | Paper |
| Dependent Risk Models with Bivariate Phase-Type Distributions | 2009-04-14 | Paper |
