Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H. Probability of ruin in discrete insurance risk model with dependent Pareto claims. (English) Zbl 1439.62214 Depend. Model. 7, 215-233 (2019). MSC: 62P05 91B05 62E15 62G32 PDFBibTeX XMLCite \textit{C. D. Constantinescu} et al., Depend. Model. 7, 215--233 (2019; Zbl 1439.62214) Full Text: DOI
Pfeifer, Dietmar; Mändle, Andreas; Ragulina, Olena; Girschig, Côme New copulas based on general partitions-of-unity. III: The continuous case. (English) Zbl 1439.62133 Depend. Model. 7, 181-201 (2019). MSC: 62H05 62H12 62H17 62H20 PDFBibTeX XMLCite \textit{D. Pfeifer} et al., Depend. Model. 7, 181--201 (2019; Zbl 1439.62133) Full Text: DOI arXiv