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

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Optimal proportional reinsurance with common shock dependence (2015, background): “Although research on risk models with dependent risk is increasing rapidly in recent years (see, for example, Wang (1998), Yuen et al. (2002, 2006), and the references therein), very few of these contributions deal with the problem in relation to optimal reinsurance.”
On a correlated aggregate claims model with thinning-dependence structure (2005, unknown): “(10) Then, we have E[exp{rSI(t)}] = exp{tgI(r)}.”
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) =…”
Optimal dynamic reinsurance with dependent risks: variance premium principle (2016, methodology): “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).”