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Gerber–Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times

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References

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2008On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula132 cited

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2012On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula35 cited
2016Estimating the Gerber–Shiu function by Fourier–Sinc series expansion29 cited