The following pages link to (Q3008262):
Displayed 16 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- A new look at the homogeneous risk model (Q654830) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Compound trend renewal process with discounted claims: a unified approach (Q5743529) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
- Exchangeable FGM copulas (Q6119932) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)