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has been cited by the following article:

• TITLE: Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula

  AUTHORS: Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, François Xavier Ouedraogo, Pierre Clovis Nitiema

  KEYWORDS: Gerber-Shiu Functions, Dependence, Spearman Copula, Dividends, Integro-Differential Equation

  JOURNAL NAME: Journal of Mathematical Finance, Vol.14 No.1, January 17, 2024

  ABSTRACT: This paper is an extension of the compound poisson risk model with a strategy of partial dividend payment to shareholders, constant threshold b and dependence between claim amounts and inter-claim times via the Spearman copula. We study the probability of ultimate ruin associated with this risk model.