Publications (18)
Importé

Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula

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

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 copula

Kiswendsida Mahamoudou OUEDRAOGO, Delwendé Abdoul-Kabir KAFANDO, Lassané SAWADOGO, Francois Xavier OUEDRAOGO, Pierre Clovis NITIEMA

An 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 time

Kiswendsida Mahamoudou OUEDRAOGO, Delwendé Abdoul-Kabir KAFANDO, Francois Xavier OUEDRAOGO, Lassané SAWADOGO, Pierre Clovis NITIEMA