Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI
Cossette, Héléne; Marceau, Etienne; Marri, Fouad Analysis of ruin measures for the classical compound Poisson risk model with dependence. (English) Zbl 1226.91024 Scand. Actuar. J. 2010, No. 3, 221-245 (2010). MSC: 91B30 60K10 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2010, No. 3, 221--245 (2010; Zbl 1226.91024) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI