Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.01.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2082462526
@@ Property / OpenAlex ID: W2082462526 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Esscher transforms and consumption-based models
@@ Property / cites work: Esscher transforms and consumption-based models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3008262
@@ Property / cites work: Q3008262 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
+Normal rank
@@ Property / cites work @@
+Analysis of ruin measures for the classical compound Poisson risk model with dependence
+Normal rank
@@ Property / cites work @@
+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
+Normal rank
@@ Property / cites work @@
+Multivariate Tweedie distributions and some related capital-at-risk analyses
+Normal rank
@@ Property / cites work @@
+Weighted Pricing Functionals With Applications to Insurance
+Normal rank
@@ Property / cites work @@
+Q4000335
@@ Property / cites work: Q4000335 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5620926
@@ Property / cites work: Q5620926 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of compound renewal sums with discounted claims
+Normal rank
@@ Property / cites work @@
+Q2732679
@@ Property / cites work: Q2732679 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of the Esscher premium calculation principle
+Normal rank
@@ Property / cites work @@
+Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
+Normal rank
@@ Property / cites work @@
+The total claims distribution under inflationary conditions
+Normal rank
@@ Property / cites work @@
+A generalized beta copula with applications in modeling multivariate long-tailed data
+Normal rank
@@ Property / cites work @@
+Q4833240
@@ Property / cites work: Q4833240 / rank @@
+Normal rank