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On a correlated aggregate claims model with Poisson and Erlang risk processes

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References

1987Applied Probability and Queues2,704 cited
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1963Introduction to the Theory of Queues.961 cited
1989Risk theory in a Markovian environment227 cited
1998Ruin probabilities for Erlang(2) risk processes88 cited

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2015Optimal proportional reinsurance with common shock dependence71 cited
2007Risk model with fuzzy random individual claim amount59 cited
2016Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence50 cited
2005On a correlated aggregate claims model with thinning-dependence structure49 cited
2016Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion29 cited

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