Fouad Marri

On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula

Hélène Cossette, Étienne Marceau, Fouad Marri · Insurance Mathematics and Economics · 2008 · 136 citations

Engineering, Generalized Farlie–gumbel–morgenstern Copula, Risk Management +3

Analysis of ruin measures for the classical compound Poisson risk model with dependence

Hélène Cossette, Étienne Marceau, Fouad Marri · Scandinavian Actuarial Journal · 2009 · 59 citations

On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

Hélène Cossette, Étienne Marceau, Fouad Marri · Applied Stochastic Models in Business and Industry · 2012 · 15 citations

Economics, Classical Risk Process, Financial Economics +13

Pricing compound Poisson processes with the Farlie–Gumbel–Morgenstern dependence structure

Fouad Marri, Edward Furman · Insurance Mathematics and Economics · 2012 · 10 citations

Engineering, Stochastic Processes, Derivative Pricing +5

General Distributional Properties of Discounted Warranty Costs With Risk Adjustment Under Minimal Repair

Thierry Duchesne, Fouad Marri · IEEE Transactions on Reliability · 2009 · 10 citations

Engineering, Risk Metric, Risk Analysis +22