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

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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 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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+On ruin for the Erlang \((n)\) risk process
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