Pages that link to "Item:Q518872"
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The following pages link to Capital allocation for Sarmanov's class of distributions (Q518872):
Displayed 11 items.
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)