On a correlated aggregate claims model with thinning-dependence structure

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Optimal dynamic reinsurance with dependent risks: variance premium principle (2016, unknown): “Remark 2.1 It follows from Yuen et al. (2002) or Wang & Yuen (2005) that St is also a compound Poisson process with parameter λ̃ = λ1 + λ2 + λ, and that the distribution of the transformed claim size random variable X ′ is given by FX ′(x) = λ1 λ̃ FX (x) + λ2 λ̃ FY (x) + λ λ̃ FX+Y (x).”
On the ruin probabilities of a bidimensional perturbed risk model (2007, unknown): “Following the recent works of Ambagaspitiya (1998), Cossette and Marceau (2000), Yuen et al. (2002) (2006), Chan et al. (2003), Wang and Yuen (2005), and Cai and Li (2005), we consider a bidimensional insurance risk process perturbed by diffusion, in which the bidimensional surplus process R(t) =…”
On a reduced form credit risk model with common shock and regime switching (2012, background): “We thus obtain the common shock dependence structure to generate the dependence between the default intensity processes, which is similar to that of Wang and Yuen (2005), who produce a certain correlation between claimnumber processes for a correlated insurance risk model.”