Multivariate insurance models: an overview (Q2444726): Difference between revisions

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-Stefanka S. Chukova
@@ Property / author: Stefanka S. Chukova / rank @@
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+Stefanka S. Chukova
@@ Property / author: Stefanka S. Chukova / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.01.013
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+W2010610033
@@ Property / OpenAlex ID: W2010610033 / rank @@
+Normal rank
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+Compound bivariate Lagrangian Poisson distributions
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+On the distribution of a sum of correlated aggregate claims
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+On the distributions of two classes of correlated aggregate claims
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+Multivariate Counting Processes: Copulas and Beyond
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+Multivariate risk processes with interacting intensities
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+Modeling and Comparing Dependencies in Multivariate Risk Portfolios
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+Multivariate risk model of phase type
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+On two dependent individual risk models.
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+The discrete-time risk model with correlated classes of business
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+On a correlated aggregate claims model with thinning-dependence structure
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+A discrete-time risk model with interaction between classes of business.
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@@ links / mardi / name / links / mardi / name @@
+Publication:2444726