Adékambi, Franck; Takouda, Essodina - In: Risks : open access journal 8 (2020) 1/30, pp. 1-25
This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...
