Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. (English) Zbl 1398.62289 Insur. Math. Econ. 78, 53-71 (2018). MSC: 62P05 91B30 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 78, 53--71 (2018; Zbl 1398.62289) Full Text: DOI
Kolev, Nikolai; Kolkovska, Ekaterina T.; López-Mimbela, José Alfredo Joint probability generating function for a vector of arbitrary indicator variables. (English) Zbl 1077.60503 J. Comput. Appl. Math. 186, No. 1, 89-98 (2006). MSC: 60E10 62E15 60E05 60G09 PDFBibTeX XMLCite \textit{N. Kolev} et al., J. Comput. Appl. Math. 186, No. 1, 89--98 (2006; Zbl 1077.60503) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Compound Poisson approximations for individual models with dependent risks. (English) Zbl 1055.91050 Insur. Math. Econ. 32, No. 1, 73-91 (2003). MSC: 91B30 60G35 PDFBibTeX XMLCite \textit{C. Genest} et al., Insur. Math. Econ. 32, No. 1, 73--91 (2003; Zbl 1055.91050) Full Text: DOI