Showing results 1 to 4 of 4
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Dependent risk models with bivariate phase-type distributions Journal:Journal of Applied Probability | 2009 | ||
On a generalization of the risk model with Markovian claim arrivals Journal:Stochastic Models | 2011 | ||
Recursive methods for a multi-dimensional risk process with common shocks Journal:Insurance: Mathematics and Economics | 2012 | ||
A two-dimensional risk model with proportional reinsurance Journal:Journal of Applied Probability | 2011 |