Pages that link to "Item:Q2444726"
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The following pages link to Multivariate insurance models: an overview (Q2444726):
Displayed 14 items.
- Exchangeable exogenous shock models (Q265306) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments (Q1936595) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Livestock mortality catastrophe insurance using fatal shock process (Q2292180) (← links)
- Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
- Third cumulant for multivariate aggregate claim models (Q4583605) (← links)
- Pólya–Aeppli of Order<i>k</i>Risk Model (Q5252850) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions (Q6107590) (← links)
- Ruin probability for merged risk processes with correlated arrivals (Q6153201) (← links)