[1]
|
H. Albrecher and O. J. Boxma, “A Ruin Model with Dependence between Claim Size and Claim Intervals,” Insurance: Mathematics and Economics, Vol. 35, No. 2, 2004, pp. 245-254. doi:10.1016/j.insmatheco.2003.09.009
|
[2]
|
H. Albrecher, C. Costantinescu and S. Loisel, “Explicit Ruin Formulas for Models with Dependence among Risks,” Insurance: Mathematics and Economics, Vol. 48, No. 2, 2011, pp. 265-270. doi:10.1016/j.insmatheco.2010.11.007
|
[3]
|
M. Boudreault, H. Cossette, D. Landriault and E. Marceau, “On a Risk Model with Dependence between Interclaim Arrivals and Claim Sizes,” Scandinavian Actuarial Journal, No. 5, 2006, pp. 265-285.
doi:10.1080/03461230600992266
|
[4]
|
H. Cossette, E. Marceau and F. Marri, “Analysis of Ruin Measures for the Classical Compound Poisson Risk Model with Dependence,” Scandinavian Actuarial Journal, No. 3, 2010, pp. 221-245.
doi:10.1080/03461230903211992
|
[5]
|
D. Landriault, “Constant Dividend Barrier in a Risk Model with Interclaim-Dependent Claim Sizes,” Insurance: Mathematics and Economics, Vol. 42, No. 1, 2008, pp. 31-38. doi:10.1016/j.insmatheco.2006.12.002
|
[6]
|
R. S. Ambagaspitiya, “On the Distribution of a Sum of Correlated Aggregate Claims,” Insurance: Mathematics and Economics, Vol. 23, No. 1, 1998, pp. 15-19.
doi:10.1016/S0167-6687(98)00018-3
|
[7]
|
R. S. Ambagaspitiya, “Compound Bivariate Lagrangian Poisson Distributions,” Insurance: Mathematics and Economics, Vol. 23, No. 1, 1998, pp. 21-31.
doi:10.1016/S0167-6687(98)00020-1
|
[8]
|
R. S. Ambagaspitiya, “Aggregate Survival Probability of a Portfolio with Dependent Subprtfolios,” Insurance: Mathematics and Economics, Vol. 32, No. 3, 2003, pp. 431-443. doi:10.1016/S0167-6687(03)00131-8
|
[9]
|
J. Cai and W. Wei, “Optimal Reinsurance with Positively Dependent Risks,” Insurance: Mathematics and Economics, Vol. 50, No. 1, 2012, pp. 57-63.
doi:10.1016/j.insmatheco.2011.10.006
|
[10]
|
M. L. Centeno, “Dependent Risks and Excess of Loss Reinsurance,” Insurance: Mathematics and Economics, Vol. 37, No. 2, 2005, pp. 229-238.
doi:10.1016/j.insmatheco.2004.12.001
|
[11]
|
G. Wang and K. C. Yuen, “On a Correlated Aggregate Claims Model with Thinning-Dependence Structure,” Insurance: Mathematics and Economics, Vol. 36, No. 3, 2005, pp. 456-468. doi:10.1016/j.insmatheco.2005.04.004
|
[12]
|
K. C. Yuen, J. Guo and X. Wu, “On a Correlated Aggregate Claims Model with Poisson and Erlang Risk Processes,” Insurance: Mathematics and Economics, Vol. 31, No. 2, 2002, pp. 205-214.
doi:10.1016/S0167-6687(02)00150-6
|
[13]
|
K. C. Yuen, J. Guo and X. Wu, “On the First Time of Ruin in the Bivariate Compound Poisson Model,” Insurance: Mathematics and Economics, Vol. 38, No. 2, 2006, pp. 298-308. doi:10.1016/j.insmatheco.2005.08.011
|
[14]
|
G. E. Willmot and J. K. Woo, “On the Analysis of a General Class of Dependent Risk Processes,” Insurance: Mathematics and Economics, Vol. 51, No. 1, 2012, pp. 134-141. doi:10.1016/j.insmatheco.2012.03.007
|
[15]
|
C. Hipp, “Stochastic Control with Applications in Insurance,” Stochastic Methods in Finance, Lecture Notes in Mathematics, Vol. 1856, 2004, pp. 127-164.
doi:10.1007/978-3-540-44644-6_3
|
[16]
|
L. Johnson, S. Kotz and N. Balakrishnan, “Discrete Multivariate Distributions,” Wiley, New York, 1997.
|