Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) 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
Zhang, Zhehao; Chen, Gemai Some specific density functions of aggregated discounted claims with dependent risks. (English) Zbl 1471.91491 Results Appl. Math. 11, Article ID 100168, 9 p. (2021). MSC: 91G05 62P05 60G55 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{G. Chen}, Results Appl. Math. 11, Article ID 100168, 9 p. (2021; Zbl 1471.91491) Full Text: DOI
Adékambi, Franck The construction of a quadratic predictor of the discounted renewal claims with dependence. (English) Zbl 1458.91180 Risk Decis. Anal. 8, No. 1-2, 25-37 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{F. Adékambi}, Risk Decis. Anal. 8, No. 1--2, 25--37 (2020; Zbl 1458.91180) Full Text: DOI
Sun, Weiwei; Hu, Xiang; Zhang, Lianzeng Moments of discounted aggregate claims with dependence based on Spearman copula. (English) Zbl 1437.91400 J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{W. Sun} et al., J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020; Zbl 1437.91400) Full Text: DOI
Léveillé, Ghislain; Hamel, Emmanuel Compound trend renewal process with discounted claims: a unified approach. (English) Zbl 1411.91295 Scand. Actuar. J. 2019, No. 3, 228-246 (2019). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{G. Léveillé} and \textit{E. Hamel}, Scand. Actuar. J. 2019, No. 3, 228--246 (2019; Zbl 1411.91295) Full Text: DOI
Lin, Feng; Xie, Si-yuan; Yang, Jing-ping Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks. (English) Zbl 1390.91314 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 209-236 (2018). MSC: 91G40 65C05 PDFBibTeX XMLCite \textit{F. Lin} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 209--236 (2018; Zbl 1390.91314) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI Link
Zhang, Jiesong; Xiao, Qingxian Optimal investment of a time-dependent renewal risk model with stochastic return. (English) Zbl 1333.91040 J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015). MSC: 91B30 60K10 60G51 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{Q. Xiao}, J. Inequal. Appl. 2015, Paper No. 181, 12 p. (2015; Zbl 1333.91040) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
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
Zhao, Xiaobing; Zhou, Xian Copula models for insurance claim numbers with excess zeros and time-dependence. (English) Zbl 1235.91113 Insur. Math. Econ. 50, No. 1, 191-199 (2012). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{X. Zhou}, Insur. Math. Econ. 50, No. 1, 191--199 (2012; Zbl 1235.91113) Full Text: DOI
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) Full Text: DOI