Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 1484.91398 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDFBibTeX XMLCite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 1484.91398) Full Text: DOI arXiv
Marri, Fouad; Furman, Edward Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. (English) Zbl 1284.91257 Insur. Math. Econ. 51, No. 1, 151-157 (2012). MSC: 91B30 60K10 62H20 PDFBibTeX XMLCite \textit{F. Marri} and \textit{E. Furman}, Insur. Math. Econ. 51, No. 1, 151--157 (2012; Zbl 1284.91257) Full Text: DOI
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, 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