On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843): Difference between revisions

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+https://doi.org/10.1080/03461238.2012.663730
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+W2129898321
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@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
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+Explicit ruin formulas for models with dependence among risks
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+On a Class of Renewal Risk Processes
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+Ruin probabilities for Erlang (2) risk processes
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+The Time Value of Ruin in a Sparre Andersen Model
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Analysis of a defective renewal equation arising in ruin theory
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+Some Remarks on Delayed Renewal Risk Models
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+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
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+On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation
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+Publication:4576843