On a correlated aggregate claims model with Poisson and Erlang risk processes

Applied Probability and Queues.

Upendra Dave, Søren Asmussen · Journal of the Operational Research Society · 1987 · 2.8K citations

Business, Computer Science, Probability Theory +11

Introduction to the Theory of Queues.

G. F. Newell, Lajos Takács · American Mathematical Monthly · 1963 · 981 citations

Business, Computer Science, Mathematics +10

Risk theory in a Markovian environment

Søren Asmussen · Scandinavian Actuarial Journal · 1989 · 237 citations

Engineering, Mathematics, Risk Management +17

Ruin probabilities for Erlang(2) risk processes

David Dickson, Christian Hipp · Insurance Mathematics and Economics · 1998 · 93 citations

Engineering, Industrial Engineering, Risk Management +14

The discrete-time risk model with correlated classes of business

Hélène Cossette, Étienne Marceau · Insurance Mathematics and Economics · 2000 · 85 citations

Business, Finance, Risk Management +14