Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Gerber-Shiu analysis with a generalized penalty function. (English) Zbl 1226.60123 Scand. Actuar. J. 2010, No. 3, 185-199 (2010). MSC: 60K10 91B30 60K05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2010, No. 3, 185--199 (2010; Zbl 1226.60123) Full Text: DOI