Analysis of ruin measures for the classical compound Poisson risk model with dependence

By Hélène Cossette, É. Marceau, Fouad Marri. 2010

64 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/69b553264b8df13baef8aef1580fb9b99052fe27

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Hélène Cossette
2. É. Marceau
3. Stéphane Loisel
4. Mathieu Bargès
5. Yiqing Chen
6. Mélina Mailhot

In Management Science and Operations Research

1. Hélène Cossette
2. É. Marceau
3. Stéphane Loisel
4. Mathieu Bargès
5. Yiqing Chen

In Statistics and Probability

1. Hélène Cossette
2. Stéphane Loisel
3. É. Marceau

Citations in the corpus

• On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011, methodology): “While there are a large number of copula families, we choose the FGM copula because it offers the advantage of being mathematically tractable as it is illustrated in Cossette et al. (2009). Even if the FGM copula introduces only light dependence, it admits positive as well as negative dependence bet”