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Inouye, D.I., Yang, E., Allen, G.I. and Ravikumar, P. (2017) A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution. WIREs Computational Statistics, 9, e1398.

has been cited by the following article:

• TITLE: Dividends and Dynamic Solvency Insurance in Two-Dimensional Risk Models

  AUTHORS: Cristina Gosio, Ester C. Lari, Marina Ravera, Maria-Laura Torrente

  KEYWORDS: Two-Dimensional Risk Models, Dynamic Solvency Insurance, Dividends, Reflecting Barriers, Integro-Differential Equations

  JOURNAL NAME: Modern Economy, Vol.9 No.12, December 13, 2018

  ABSTRACT: In this paper we consider two-dimensional risk models where the claim counting processes of the two classes of business are assumed to be Poisson processes. We assume that the dividends are paid because of the presence of a reflecting upper barrier. Furthermore, in order to avoid ruin, we consider dynamic solvency insurance contracts that depend on two different definitions of time of ruin. We present a rather general model and, under different assumptions, we obtain the equations fulfilled by the discounted dividend payments and by the net single premium of dynamic solvency insurance. We also derive some boundary conditions and provide explicit solutions for some special cases.