%0 Journal Article
%T Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula
%A Kiswendsida Mahamoudou Ouedraogo
%A Delwend¨¦ Abdoul-Kabir Kafando
%A Lassan¨¦ Sawadogo
%A Fran£¿ois Xavier Ouedraogo
%A Pierre Clovis Nitiema
%J Journal of Mathematical Finance
%P 18-33
%@ 2162-2442
%D 2024
%I Scientific Research Publishing
%R 10.4236/jmf.2024.141002
%X <p>
	<span><span style=\"font-family:&quot;\">This paper is an extension of the compound poisson risk model with a
strategy of partial dividend payment to shareholders, constant threshold b and
depe</span></span><span><span><span style=\"font-family:&quot;\">ndence between claim amounts and inter-claim times
via the Spearman copula. We study the probability of ultimate ruin associated
with this risk model.</span></span></span><span></span><span></span><span style=\"font-family:&quot;\"></span> 
</p>
%K Gerber-Shiu Functions
%K Dependence
%K Spearman Copula
%K Dividends
%K Integro-Differential Equation
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=130516