Heilpern, Stanislaw Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English) Zbl 1306.91077 Insur. Math. Econ. 59, 251-257 (2014). MSC: 91B30 62H20 62P05 PDFBibTeX XMLCite \textit{S. Heilpern}, Insur. Math. Econ. 59, 251--257 (2014; Zbl 1306.91077) Full Text: DOI
Heilpern, Stanisław Dependent discrete risk processes – calculation of the probability of ruin. (English) Zbl 1492.91082 Oper. Res. Decis. 20, No. 2, 59-76 (2010). MSC: 91B05 60J20 62H05 PDFBibTeX XMLCite \textit{S. Heilpern}, Oper. Res. Decis. 20, No. 2, 59--76 (2010; Zbl 1492.91082) Full Text: Link