Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Cai, Jun
and
Dickson, David C.M.
2004.
Ruin probabilities with a Markov chain interest model.
Insurance: Mathematics and Economics,
Vol. 35,
Issue. 3,
p.
513.
Liu, Yan
and
Tang, Yinghui
2006.
An Asymptotic Estimation Of The Deficit Distribution In A Markov Chain Interest Risk Model.
p.
1038.
Chan, Gary K. C.
and
Yang, Hailiang
2006.
UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS.
Probability in the Engineering and Informational Sciences,
Vol. 20,
Issue. 3,
p.
529.
Zhang, Zhiqiang
Yuen, Kam C.
and
Li, Wai Keung
2007.
A time-series risk model with constant interest for dependent classes of business.
Insurance: Mathematics and Economics,
Vol. 41,
Issue. 1,
p.
32.
Cai, Shu Qin
Wang, Ge
and
Liu, Yan
2008.
Asymptotic Error of the Deficit Distribution in a Markov Chain Interest Risk Model.
p.
1.
Shuqin, Cai
Ge, Wang
and
Yan, Liu
2008.
Research on the Risk Model Based on Markov Chain.
p.
368.
Jiang, Tao
2009.
Complex Sciences.
Vol. 5,
Issue. ,
p.
1783.
Macci, Claudio
2010.
Large deviations for Bayesian estimators in first-order autoregressive processes.
Journal of Statistical Planning and Inference,
Vol. 140,
Issue. 9,
p.
2790.
Cossette, Hélène
Marceau, Etienne
and
Maume-Deschamps, Véronique
2010.
Discrete-Time Risk Models Based on Time Series for Count Random Variables.
ASTIN Bulletin,
Vol. 40,
Issue. 1,
p.
123.
Jiangyan Peng
and
Jin Huang
2010.
Generalized Lundberg-type upper bounds for ruin probability in an autoregressive model.
p.
V5-650.
Yao, Dingjun
and
Wang, Rongming
2010.
Upper bounds for ruin probabilities in two dependent risk models under rates of interest.
Applied Stochastic Models in Business and Industry,
Vol. 26,
Issue. 4,
p.
362.
Peng, Jiangyan
Huang, Jin
and
Wang, Dingcheng
2011.
The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process.
Communications in Statistics - Theory and Methods,
Vol. 40,
Issue. 24,
p.
4387.
Cheng, Jianhua
and
Wang, Dehui
2011.
Ruin problems for an autoregressive risk model with dependent rates of interest.
Applied Mathematics and Computation,
Vol. 218,
Issue. 7,
p.
3822.
Tang, Qihe
and
Yuan, Zhongyi
2012.
A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization.
North American Actuarial Journal,
Vol. 16,
Issue. 3,
p.
378.
Guo, Fenglong
and
Wang, Dingcheng
2013.
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims.
Applied Stochastic Models in Business and Industry,
Vol. 29,
Issue. 3,
p.
295.
Quang, Phung Duy
2014.
Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains.
East Asian Journal on Applied Mathematics,
Vol. 4,
Issue. 3,
p.
283.
Peng, Jiangyan
and
Wang, Dingcheng
2017.
Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns.
Journal of Industrial & Management Optimization,
Vol. 13,
Issue. 1,
p.
155.
Peng, Jiangyan
and
Wang, Dingcheng
2018.
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments.
Stochastics,
Vol. 90,
Issue. 3,
p.
432.
Liu, Rongfei
Wang, Dingcheng
and
Guo, Fenglong
2018.
The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks.
Communications in Statistics - Theory and Methods,
Vol. 47,
Issue. 7,
p.
1529.
Guo, Fenglong
and
Wang, Dingcheng
2019.
Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return.
Science China Mathematics,
Vol. 62,
Issue. 4,
p.
735.