Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI Link
Asimit, Alexandru V.; Badescu, Andrei L. Extremes on the discounted aggregate claims in a time dependent risk model. (English) Zbl 1224.91041 Scand. Actuar. J. 2010, No. 2, 93-104 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{A. L. Badescu}, Scand. Actuar. J. 2010, No. 2, 93--104 (2010; Zbl 1224.91041) Full Text: DOI Link
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDFBibTeX XMLCite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI