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

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+A ruin model with dependence between claim sizes and claim intervals
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+On the discounted penalty function in a Markov-dependent risk model
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+Explicit ruin formulas for models with dependence among risks
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Analysis of ruin measures for the classical compound Poisson risk model with dependence
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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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+On the time to ruin for Erlang(2) risk processes.
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+On the Time Value of Ruin
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+The Time Value of Ruin in a Sparre Andersen Model
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+On the modification of Rouche's theorem for the queueing theory problems
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+On ruin for the Erlang \((n)\) risk process
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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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+On a risk model with dependence between claim sizes and claim intervals
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+An introduction to copulas.
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+The expected discounted penalty at ruin in the Erlang (2) risk process
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+On the discounted distribution functions for the Erlang(2) risk process
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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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