A note on compound renewal risk models with dependence-Reference-Cited by-同舟云学术

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A note on compound renewal risk models with dependence

Published:2015-09 Issue: Volume:285 Page:295-311
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Cossette Hélène,Larrivée-Hardy Etienne,Marceau Etienne,Trufin Julien

Funder

Natural Sciences and Engineering Research Council of Canada

Chaire en actuariat de l’Université Laval

Risk Dynamics

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference35 articles.

1. Exponential behavior in the presence of dependence in risk theory;Albrecher;J. Appl. Probab.,2006

2. On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula;Cossette;Insurance Math. Econom.,2008

3. Analysis of ruin measures for the classical compound Poisson risk model with dependence;Cossette;Scand. Actuar. J.,2010

4. Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models;Cheung;Insurance Math. Econom.,2010

5. An Introduction to Mathematical Risk Theory;Gerber,1979

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Gerber-Shiu discounted penalty function: A review from practical perspectives;Insurance: Mathematics and Economics;2023-03

2. A note on compound renewal risk models with dependence;Journal of Computational and Applied Mathematics;2015-09

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