Explicit ruin formulas for models with dependence among risks (Q2276228): Difference between revisions

@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
-Normal rank
@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.11.007
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@@ Property / OpenAlex ID @@
+W2110498902
@@ Property / OpenAlex ID: W2110498902 / rank @@
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@@ Property / cites work @@
+On ruin probability and aggregate claim representations for Pareto claim size distributions
+Normal rank
@@ Property / cites work @@
+Diversification of aggregate dependent risks
@@ Property / cites work: Diversification of aggregate dependent risks / rank @@
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@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
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@@ Property / cites work @@
+Q3274462
@@ Property / cites work: Q3274462 / rank @@
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@@ Property / cites work @@
+Q5656283
@@ Property / cites work: Q5656283 / rank @@
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@@ Property / cites work @@
+General jump process and time change — or, how to define stochastic operational time
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+Q5538132
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+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Loss Models
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+Differentiation of some functionals of risk processes, and optimal reserve allocation
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+An introduction to copulas. Properties and applications
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+Bivariate Survival Models Induced by Frailties
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+A solution to the ruin problem for Pareto distributions.
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+Q5446155
@@ Property / cites work: Q5446155 / rank @@
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