Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 1492.91293 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 1492.91293) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Multivariate distributions with time and cross-dependence: aggregation and capital allocation. (English) Zbl 1492.91297 ASTIN Bull. 52, No. 2, 669-706 (2022). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, ASTIN Bull. 52, No. 2, 669--706 (2022; Zbl 1492.91297) Full Text: DOI
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
Assa, Hirbod; Constantinescu, Corina On the risk consistency and monotonicity of ruin theory. (English) Zbl 1480.91181 Eur. Actuar. J. 11, No. 2, 709-715 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Assa} and \textit{C. Constantinescu}, Eur. Actuar. J. 11, No. 2, 709--715 (2021; Zbl 1480.91181) Full Text: DOI
Chen, Mi; Hu, Xiang On the evaluation of risk models with bivariate integer-valued time series. (English) Zbl 1480.62174 Lith. Math. J. 61, No. 4, 425-444 (2021). MSC: 62M10 62H12 62P05 91B05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Lith. Math. J. 61, No. 4, 425--444 (2021; Zbl 1480.62174) Full Text: DOI