In this paper, a compound binomial risk model with a constant dividend barrier under stochastic interest rates is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a...

Based on the relationship between Archimedean copulas and l1-norm symmetric distributions, we propose a method to not only estimate the copula parameter but also select the copula model through the observation data in this paper. The strong consistency of the estimator is proved, and a Radial...