Pages that link to "Item:Q659235"

The following pages link to Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235):

Displaying 30 items.

• Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
• Construction of multivariate dispersion models (Q470358) (← links)
• A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
• Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• Extending the Thorin class (Q647155) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Some results on the CTE-based capital allocation rule (Q998305) (← links)
• Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
• Characterization and classification of multiple stable Tweedie models (Q1728120) (← links)
• Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
• Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• A special Tweedie sub-family with application to loss reserving prediction error (Q2665858) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
• A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
• ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family (Q5228145) (← links)
• Multivariate lifetime distributions for the exponential dispersion family (Q5376476) (← links)
• MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
• Tweedie multivariate semi-parametric credibility with the exchangeable correlation (Q6199663) (← links)