Xie, Jiehua; Yang, Jingping; Zhu, Wenhao; Zou, Wei A generalization of Archimedean and Marshall-Olkin copulas family. (English) Zbl 1522.62040 Fuzzy Sets Syst. 428, 1-33 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Xie} et al., Fuzzy Sets Syst. 428, 1--33 (2022; Zbl 1522.62040) Full Text: DOI
Navarro, Jorge; Sarabia, José María Copula representations for the sum of dependent risks: models and comparisons. (English) Zbl 07621883 Probab. Eng. Inf. Sci. 36, No. 2, 320-340 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Navarro} and \textit{J. M. Sarabia}, Probab. Eng. Inf. Sci. 36, No. 2, 320--340 (2022; Zbl 07621883) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. (English) Zbl 1479.91321 N. Am. Actuar. J. 25, No. 3, 395-416 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 3, 395--416 (2021; Zbl 1479.91321) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDFBibTeX XMLCite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) 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
Oh, Rosy; Shi, Peng; Ahn, Jae Youn Bonus-malus premiums under the dependent frequency-severity modeling. (English) Zbl 1436.91103 Scand. Actuar. J. 2020, No. 3, 172-195 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2020, No. 3, 172--195 (2020; Zbl 1436.91103) Full Text: DOI
Côté, Marie-Pier; Genest, Christian Dependence in a background risk model. (English) Zbl 1419.62295 J. Multivariate Anal. 172, 28-46 (2019). MSC: 62P05 62H05 62H20 91B30 60E05 PDFBibTeX XMLCite \textit{M.-P. Côté} and \textit{C. Genest}, J. Multivariate Anal. 172, 28--46 (2019; Zbl 1419.62295) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
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
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre Hierarchical Archimedean copulas through multivariate compound distributions. (English) Zbl 1395.62112 Insur. Math. Econ. 76, 1-13 (2017). MSC: 62H05 60E05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 76, 1--13 (2017; Zbl 1395.62112) Full Text: DOI