Kafando, Delwendé Abdoul-Kabir; Béré, Frédéric; Konané, Victorien; Nitiéma, Pierre Clovis Extension of the compound Poisson model via the Spearman copula. (English) Zbl 07727212 Far East J. Theor. Stat. 67, No. 2, 147-184 (2023). MSC: 91G05 60K10 62H05 45J05 PDFBibTeX XMLCite \textit{D. A. K. Kafando} et al., Far East J. Theor. Stat. 67, No. 2, 147--184 (2023; Zbl 07727212) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 1484.91366 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 1484.91366) Full Text: DOI
Jordanova, Pavlina K.; Stehlík, Milan On multivariate modifications of Cramer-Lundberg risk model with constant intensities. (English) Zbl 1411.62140 Stochastic Anal. Appl. 36, No. 5, 858-882 (2018). MSC: 62H12 62P05 60G10 45J05 PDFBibTeX XMLCite \textit{P. K. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 36, No. 5, 858--882 (2018; Zbl 1411.62140) Full Text: DOI arXiv
Jiang, Wuyuan; Yang, Zhaojun The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91149 Scand. Actuar. J. 2016, No. 5, 385-397 (2016). MSC: 91B30 62E15 62P05 60K05 45J05 44A10 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{Z. Yang}, Scand. Actuar. J. 2016, No. 5, 385--397 (2016; Zbl 1401.91149) Full Text: DOI
Liu, Donghai; Liu, Zaiming; Peng, Dan The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier. (English) Zbl 1406.91201 Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014). MSC: 91B30 60K10 45J05 PDFBibTeX XMLCite \textit{D. Liu} et al., Abstr. Appl. Anal. 2014, Article ID 730174, 7 p. (2014; Zbl 1406.91201) Full Text: DOI
Xie, Jie-Hua; Zou, Wei; Gao, Jian-Wei On the probability of ruin in the compound Poisson risk model with potentially delayed claims. (English) Zbl 1307.60065 Arab. J. Math. 2, No. 1, 115-127 (2013). Reviewer: Nikolaos Halidias (Athens) MSC: 60G55 60J65 91B30 45J05 PDFBibTeX XMLCite \textit{J.-H. Xie} et al., Arab. J. Math. 2, No. 1, 115--127 (2013; Zbl 1307.60065) Full Text: DOI
Yong, Wu; Xiang, Hu Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time. (English) Zbl 1277.91100 J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012). MSC: 91B30 91G80 35Q91 45K05 60K10 62P05 PDFBibTeX XMLCite \textit{W. Yong} and \textit{H. Xiang}, J. Inequal. Appl. 2012, Paper No. 156, 13 p. (2012; Zbl 1277.91100) Full Text: DOI