Albrecher, Hansjörg; Constantinescu, Corina; Loisel, … - In: Insurance: Mathematics and Economics 48 (2011) 2, pp. 265-270
We show that a simple mixing idea allows one to establish a number of explicit formulas for ruin probabilities and related quantities in collective risk models with dependence among claim sizes and among claim inter-occurrence times. Examples include compound Poisson risk models with completely...