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Heilpern, S. (2014) Ruin Measures for a Compound Poisson Risk Model with Dependence Based on the Spearman Copula and the Exponential Claim Sizes. Insurance: Mathematics and Economics, 59, 251-257.
https://doi.org/10.1016/j.insmatheco.2014.10.006

has been cited by the following article:

• TITLE: Analysis of the Ruin Probability of a Hawkes Process with Variable Memory under Partial Payments to Shareholders and Dependent on Claims via the Spearman Copula

  AUTHORS: Souleymane Badini

  KEYWORDS: Gerber-Shiu Functions, Hawkes Process, Spearman Copula, Dividends, Integral-Differential Equation

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.13 No.10, October 28, 2025

  ABSTRACT: Previous research has mainly focused on risk models constructed from Markov processes. This article is an extension of the risk model based on Hawkes’ variable memory process with a partial dividend payment strategy to shareholders, a constant threshold b, and a dependence between the amounts of claims and the inter-claim times via the Spearman copula. We study the probability of ultimate ruin associated with this risk model and conduct simulations to observe the behavior of this probability.