With motivation from Tang et al.(2011), in this paper we consider a tractable multivariate risk
structure which includes the Sarmanov dependence structure as a special case. We derive …

Although copulas are used and defined for various infinite‐dimensional objects (eg,
Gaussian processes and Markov processes), there is no prevalent notion of a copula that …

This paper introduces a class of Schur-constant survival models, of dimension n, for
arithmetic non-negative random variables. Such a model is defined through a univariate …

This paper is concerned with the class of distributions, continuous or discrete, whose shape
is monotone of finite integer order t. A characterization is presented as a mixture of a …

Copulas have become an important tool in the modern best practice Enterprise Risk
Management, often supplanting other approaches to modelling stochastic dependence …

We develop a stochastic model for the sum X and the maximum Y of dependent, heavy-tail
Pareto components. Our results include explicit forms of the probability density and …

We present basic properties and discuss potential insurance applications of a new class of
probability distributions on positive integers with power law tails. The distributions in this …

In this paper, we study a discrete time risk model based on exchangeable dependent claim
occurrences. In particular, we obtain expressions for the finite time non-ruin probability, and …

In this research, we consider cyber risk in insurance using a quantum approach, with a focus
on the differences between reported cyber claims and the number of cyber attacks that …

With motivation from Arendarczyk and De¸ bicki [Asymptotics of supremum distribution of a
Gaussian process over a Weibullian time. Bernoulli. 2011; 17: 194–210], in this paper we …