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
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Ruin probabilities in the compound Markov binomial model. (English) Zbl 1092.91040 Scand. Actuar. J. 2003, No. 4, 301-323 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 60J20 60J10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2003, No. 4, 301--323 (2003; Zbl 1092.91040) Full Text: DOI