Publications (9)

Numerical Methods Applied to Ruin Probability in an Erlang(2) Risk Process with Weibull Loss Distribution

Delwendé Abdoul-Kabir Kafando, Mahamoudou Ouedraogo, Lassané Sawadogo, Souleymane Sawadogo

On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time

Delwendé Abdoul-Kabir Kafando, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema

On the optimal dividend strategy for an insurance company in a compound Poisson risk model with dependence between claim amounts and time between claims

Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, François Xavier Ouedraogo, Pierre Clovis Nitiema

Improving Risk Assessment and Pricing with Dividend Barriers and Dependence Modelling: An Extension of the Cramer-Lundberg Model with Spearman Copulas

: Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Frédéric Bere, Pierre Clovis Nitiema

On Sparre Andersen Model with Partial Premium Payment Strategy to Shareholders with Dependence via Spearman Copula

Delwendé Abdoul-Kabir Kafando, François Xavier Ouedraogo, Lassané Sawadogo, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema