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Ouedraogo, K.M., Kafando, D.A.K., Sawadogo, L., Ouedraogo, F.X. and Nitiema, P.C. (2024) Laplace Transform for the Compound Poisson Risk Model with a Strategy of Partial Payment of Premiums to Shareholders and Dependence between Claim Amounts and the Time between Claims Using the Spearman Copula. Far East Journal of Theoretical Statistics, 68, 23-39.
https://doi.org/10.17654/0972086324002

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.