Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168): Difference between revisions

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+https://doi.org/10.1007/s11009-010-9168-9
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+W1995855550
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+A ruin model with dependence between claim sizes and claim intervals
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Aspects of risk theory
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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+On a class of renewal risk models with a constant dividend barrier
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+A new class of bivariate copulas.
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+Q4230625
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+Publication:660168