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59-76

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author

- Department of Statistics, Wrocław University of Economics, ul. Komandorska 118/120, 53-345 Wrocław, Poland

References

- COSSETE H., LANDRIAULT D., MARCEAU E., Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model, Insurance: Mathematics and Economics, 2004, 34, 449–466.
- COSSETE H., LANDRIAULT D., MARCEAU E., Ruin probabilities in the compound Markov binomial model, Scandinavian Actuarial Journal, 2003, 4, 301–323.
- DICKSON D.C.M., EGIDO DOS REIS A.D., WALTERS H.R., Some stable algorithms in ruin theory and their applications, ASTIN Bulletin, 1995, 25, 153–175.
- FREES E.W., VALDEZ E.A., Understanding relationships using copulas, North Amer. Actuarial J., 1998, 2, 1–25.
- GERBER E., Mathematical fun with the compound binomial process, ASTIN Bulletin, 1988, 18, 161–168.
- HEILPERN S., Funkcje łączące, Wyd. AE Wrocław, Wrocław, 2007.
- NELSEN R.B., An Introduction to copulas, Springer, New York, 1999.
- OAKES D., Bivariate survival models induced by frailties, JASA, 1989, 84, 487–493.
- SHIU E., The probability of eventual ruin in the compound binomial model, ASTIN Bulletin, 1989, 19, 179–190.

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Publication order reference

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bwmeta1.element.desklight-cc2d8bb9-8cdf-442c-ad14-d6221388daa8