Ouedraogo, K.M., Ouedraogo, F.X., Abdoul-Kabir Kafando, D. and Nitiema, P.C. (2023) On Compound Risk Model with Partial Premium Payment Strategy to Shareholders and Dependence between Claim Amount and Inter-Claim Times through the Spearman Copula. Advances and Applications in Statistics, 89, 175-188.
https://doi.org/10.17654/0972361723056

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.