Pages that link to "Item:Q3440845"
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The following pages link to Heterogeneity and the need for capital in the individual model (Q3440845):
Displayed 23 items.
- On the convex transform and right-spread orders of smallest claim amounts (Q495505) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities (Q784456) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470) (← links)
- Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754) (← links)
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims (Q2181729) (← links)
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (Q2347113) (← links)
- On stochastic comparison between aggregate claim amounts (Q2427176) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- Ordering properties of the smallest and largest claim amounts in a general scale model (Q4575452) (← links)
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios (Q4583598) (← links)
- Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis (Q4641656) (← links)
- Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
- On transform orders for largest claim amounts (Q5014308) (← links)
- Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622) (← links)
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios (Q5108654) (← links)
- Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model (Q5140099) (← links)
- Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS (Q5379417) (← links)
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework (Q5430566) (← links)
- Comparisons of aggregate claim numbers and amounts: a study of heterogeneity (Q5743538) (← links)
- Ordering results on largest order statistics from multiple-outlier gamma variables (Q6113635) (← links)