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By Denuit M.   Lefèvre C.   Mesfioui M.  

Scandinavian Actuarial Journal, Vol. 1999, Iss. 1, 1999-06 ,pp. : 32-51

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Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks

By Lillo Rosa   Semeraro Patrizia  

Scandinavian Actuarial Journal, Vol. 2004, Iss. 1, 2004-02 ,pp. : 1-13

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S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations

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Scandinavian Actuarial Journal, Vol. 2002, Iss. 1, 2002-03 ,pp. : 45-67

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Fitting bivariate losses with phase-type distributions

By Zadeh Amin Hassan  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 4, 2013-07 ,pp. : 241-262

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Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

By Weng Chengguo  

Scandinavian Actuarial Journal, Vol. 2009, Iss. 3, 2009-09 ,pp. : 205-218

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