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A note on discounted compound renewal sums under dependency
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A note on discounted compound renewal sums under dependency (2012)A note on discounted compound renewal sum…Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (2010)Subexponential tails of disco…Extremes on the discounted aggregate claims in a time dependent risk model (2009)Extremes on the discounted ag…On a risk model with dependence between interclaim arrivals and claim sizes (2006)On a risk model with dependen…Exponential Behavior in the Presence of Dependence in Risk Theory (2006)Exponential Behavior in the P…THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004)THE BERNSTEIN COPULA AND ITS …On ruin for the Erlang(n) risk process (2004)On ruin for the Erlang(n) ris…A ruin model with dependence between claim sizes and claim intervals (2003)A ruin model with dependence …A new class of bivariate copulas (2003)A new class of bivariate copu…On the time to ruin for Erlang(2) risk processes (2001)On the time to ruin for Erlan…Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Lundberg Approximations for C…Correlation and Dependence (2001)Correlation and DependenceCorrelation and Dependence (2001)Correlation and DependenceAn Introduction to Copulas (1999)An Introduction to CopulasSubexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Subexponential asymptotics fo…On the Time Value of Ruin (1998)On the Time Value of RuinRuin estimates under interest force (1995)Ruin estimates under interest…Stochastic Processes in Queueing Theory (1976)The compound Poisson risk model with a threshold dividend strategy (2005)The Time Value of Ruin in a Sparre Andersen Model (2005)Aspects of Risk Theory (1991)Stochastic Processes for Insurance & Finance (1999)On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula (2008)An introduction to mathematical risk theory (1979)Option pricing by Esscher transforms. (1995)Optimal Dividends (2004)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Mathematical Methods in Risk Theory (1970)Applied Probability and Queues (1987)Optimal risk and dividend distribution control models for an insurance company (2000)Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (2004)CHAPMAN AND HALL (1985)Extreme Correlation of International Equity Markets (2001)Copulas: A Review and Recent Developments (2006)COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (2009)Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (2016)The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Test of independence and randomness based on the empirical copula process (2004)Semiparametric estimation in copula models (2005)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)
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References

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  • 2003A ruin model with dependence between claim sizes and claim intervals156 cited

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2009
Extremes on the discounted aggregate claims in a time dependent risk model
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