On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time

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ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.org/journal/ojs
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"On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time"
written by Delwendé Abdoul-Kabir Kafando, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema,
published by Open Journal of Statistics, Vol.14 No.1, 2024

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