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 copulaKiswendsida Mahamoudou OUEDRAOGO, Delwendé Abdoul-Kabir KAFANDO, Lassané SAWADOGO, Francois Xavier OUEDRAOGO, Pierre Clovis NITIEMAAn integro-differential equation in compound Poisson risk model with variable threshold dividend payment strategy to shareholders and tail dependence between claims amounts and inter-claim timeKiswendsida Mahamoudou OUEDRAOGO, Delwendé Abdoul-Kabir KAFANDO, Francois Xavier OUEDRAOGO, Lassané SAWADOGO, Pierre Clovis NITIEMAExtension of the Compound Poisson Model via the Spearman CopulaDelwendé Abdoul-Kabir Kafando, Frédéric Béré, Victorien Konané, Pierre Clovis NitiémaExtension of the Sparre Andersen risk model via the Spearman copulaDelwendé Abdoul-Kabir Kafando, Victorien Konané, Frédéric Béré, Pierre Clovis Nitiéma |