Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. (English) Zbl 1394.62145 Insur. Math. Econ. 74, 197-209 (2017). MSC: 62P05 62H05 60E05 91B30 PDFBibTeX XMLCite \textit{G. Ratovomirija} et al., Insur. Math. Econ. 74, 197--209 (2017; Zbl 1394.62145) Full Text: DOI arXiv
Ratovomirija, Gildas On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. (English) Zbl 1415.91162 Eur. Actuar. J. 6, No. 1, 149-175 (2016). MSC: 91B30 62P05 62E15 PDFBibTeX XMLCite \textit{G. Ratovomirija}, Eur. Actuar. J. 6, No. 1, 149--175 (2016; Zbl 1415.91162) Full Text: DOI arXiv
Hashorva, Enkelejd; Ratovomirija, Gildas On Sarmanov mixed Erlang risks in insurance applications. (English) Zbl 1390.62208 ASTIN Bull. 45, No. 1, 175-205 (2015). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{G. Ratovomirija}, ASTIN Bull. 45, No. 1, 175--205 (2015; Zbl 1390.62208) Full Text: DOI Link