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Ouedraogo, K.M., Ouedraogo, F.X., Kafando, D.A. and Nitiema, P.C. (2023) On Compound Poisson Risk Model with Partial Premium Payment Strategy to Shareholders and Dependence Between Claim Amounts 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: 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.