On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula

Insurance: Mathematics and Economics

Volumn 43, Issue 3, 2008, Pages 444-455

  Cossette, Hélène ^a   Marceau, Etienne ^a   Marri, Fouad ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Compound Poisson risk model; Copula; Dependence models; Generalized Farlie Gumbel Morgenstern copulas; Gerber Shiu discounted penalty function; Ruin theory

Indexed keywords

EID: 56549112710     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2008.08.009     Document Type: Article

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