A ruin model with dependence between claim sizes and claim intervals, Insurance: Mathematics and Economics, vol.35, issue.2, pp.245-254, 2004. ,
DOI : 10.1016/j.insmatheco.2003.09.009
Exponential behavior in the presence of dependence in risk theory, Journal of Applied Probability, vol.43, issue.1, pp.257-273, 2006. ,
DOI : 10.1239/jap/1143936258
Extremes on the discounted aggregate claims in a time dependent risk model, Scandinavian Actuarial Journal, vol.1, issue.2, 2009. ,
DOI : 10.1080/15326340701826898
On the inversion of the convolution and Laplace transform, Transactions of the American Mathematical Society, vol.355, issue.03, pp.1201-1212, 2003. ,
DOI : 10.1090/S0002-9947-02-03174-4
Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings. Talk at 2b) or not 2b) Conference, 2009. ,
URL : https://hal.archives-ouvertes.fr/hal-00409418
On a risk model with dependence between interclaim arrivals and claim sizes, Scandinavian Actuarial Journal, vol.9, issue.5, pp.265-285, 2006. ,
DOI : 10.1002/9780470317044
Analysis of ruin measures for the classical compound Poisson risk model with dependence, Scandinavian Actuarial Journal, vol.2, issue.3, 2009. ,
DOI : 10.1016/j.spl.2007.03.042
Classical risk theory in an economic environment, Insurance: Mathematics and Economics, vol.6, issue.2, pp.85-116, 1987. ,
DOI : 10.1016/0167-6687(87)90019-9
General Distributional Properties of Discounted Warranty Costs With Risk Adjustment Under Minimal Repair, IEEE Transactions on Reliability, vol.58, issue.1, pp.143-151, 2009. ,
DOI : 10.1109/TR.2008.2011664
Martingale Approach for Moments of Discounted Aggregate Claims, Journal of Risk <html_ent glyph="@amp;" ascii="&"/> Insurance, vol.71, issue.2, pp.201-211, 2004. ,
DOI : 10.1111/j.0022-4367.2004.00086.x
Jump diffusion processes and their applications in insurance and finance, Insurance: Mathematics and Economics, vol.41, issue.1, pp.62-70, 2007. ,
DOI : 10.1016/j.insmatheco.2006.09.006
Matching moments to phase distributions: Mixtures of erlang distributions of common order, Communications in Statistics. Stochastic Models, vol.63, issue.4, pp.711-743, 1989. ,
DOI : 10.1287/opre.30.1.125
Ruin under interest force and subexponential claims: a simple treatment, Insurance: Mathematics and Economics, vol.27, issue.1, pp.145-149, 2000. ,
DOI : 10.1016/S0167-6687(00)00045-7
Moments of claims in a Markovian environment, Insurance: Mathematics and Economics, vol.40, issue.3, pp.485-497, 2007. ,
DOI : 10.1016/j.insmatheco.2006.07.004
Moments of compound renewal sums with discounted claims, Insurance: Mathematics and Economics, vol.28, issue.2, pp.217-231, 2001. ,
DOI : 10.1016/S0167-6687(00)00078-0
Recursive Moments of Compound Renewal Sums with Discounted Claims, Scandinavian Actuarial Journal, vol.10, issue.2, pp.98-110, 2001. ,
DOI : 10.1016/0167-6687(87)90019-9
Moment generating functions of compound renewal sums with discounted claims, Scandinavian Actuarial Journal, vol.2, issue.3, 2009. ,
DOI : 10.1080/03461230410020752
An introduction to copulas, 2006. ,
DOI : 10.1007/978-1-4757-3076-0
Effect of Seismic Risk on Lifetime Property Value, Earthquake Spectra, vol.20, issue.4, pp.1211-1237, 2004. ,
DOI : 10.1193/1.1810536
On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals, North American Actuarial Journal, vol.29, issue.4, p.198, 2008. ,
DOI : 10.1080/10920277.2008.10597510
Stochastic processes for insurance and finance. Wiley Series in Probability and Statistics, 1999. ,
Ruin estimates under interest force, Insurance: Mathematics and Economics, vol.16, issue.1, pp.7-22, 1995. ,
DOI : 10.1016/0167-6687(94)00023-8
The finite-time ruin probability of the compound Poisson model with constant interest force, Journal of Applied Probability, vol.9, issue.03, pp.608-619, 2005. ,
DOI : 10.1080/03461230310017531
Probability of Ruin under Inflationary Conditions or under Experience Rating, ASTIN Bulletin, vol.73, issue.02, pp.149-162, 1979. ,
DOI : 10.1017/S0515036100006474
Stochastic models: an algorithmic approach, 1994. ,
Two probabilistic life-cycle maintenance models for deteriorating civil infrastructures, Probabilistic Engineering Mechanics, vol.19, issue.4, pp.345-359, 2004. ,
DOI : 10.1016/j.probengmech.2004.03.002
Probability of ruin for a risk process with claims cost inflation, Scandinavian Actuarial Journal, vol.10, issue.3, pp.148-164, 1983. ,
DOI : 10.1080/03461238.1983.10408699
The total claims distribution under inflationary conditions, Scandinavian Actuarial Journal, vol.18, issue.1, pp.1-12, 1989. ,
DOI : 10.2143/AST.16.3.2014993
On the distribution of surplus immediately after ruin under interest force, Insurance: Mathematics and Economics, vol.29, issue.2, pp.247-255, 2001. ,
DOI : 10.1016/S0167-6687(01)00085-3