CMPH: a multivariate phase-type aggregate loss distribution (Q1648668): 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/10.1515/demo-2017-0018
+Normal rank
@@ Property / OpenAlex ID @@
+W2784063821
@@ Property / OpenAlex ID: W2784063821 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Phase-Type Distributions
@@ Property / cites work: Multivariate Phase-Type Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix-Exponential Distributions in Applied Probability
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
+Normal rank
@@ Property / cites work @@
+Some results on the CTE-based capital allocation rule
+Normal rank
@@ Property / cites work @@
+Q5633539
@@ Property / cites work: Q5633539 / rank @@
+Normal rank
@@ Property / cites work @@
+Principles of Copula Theory
@@ Property / cites work: Principles of Copula Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Dependent Multi-Peril Ratemaking Models
@@ Property / cites work: Dependent Multi-Peril Ratemaking Models / rank @@
+Normal rank
@@ Property / cites work @@
+Hierarchical Insurance Claims Modeling
@@ Property / cites work: Hierarchical Insurance Claims Modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted risk capital allocations
@@ Property / cites work: Weighted risk capital allocations / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted Pricing Functionals With Applications to Insurance
+Normal rank
@@ Property / cites work @@
+BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL
+Normal rank
@@ Property / cites work @@
+Analysis of a multivariate claim process
@@ Property / cites work: Analysis of a multivariate claim process / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation of discrete multivariate phase-type distributions
+Normal rank
@@ Property / cites work @@
+Decision theoretic foundations of credibility theory
+Normal rank
@@ Property / cites work @@
+On the compounded bivariate Poisson distribution: A unified treatment
+Normal rank
@@ Property / cites work @@
+A New Class of Multivariate Phase Type Distributions
+Normal rank
@@ Property / cites work @@
+Q2866005
@@ Property / cites work: Q2866005 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4518931
@@ Property / cites work: Q4518931 / rank @@
+Normal rank
@@ Property / cites work @@
+Operational Risk
@@ Property / cites work: Operational Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Formulas for Compound Phase Distributions – Univariate and Bivariate Cases
+Normal rank
@@ Property / cites work @@
+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Insurance ratemaking using a copula-based multivariate Tweedie model
+Normal rank
@@ Property / cites work @@
+Multivariate negative binomial models for insurance claim counts
+Normal rank
@@ Property / cites work @@
+A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
+Normal rank
@@ Property / cites work @@
+Copulas and Dependence Models with Applications
@@ Property / cites work: Copulas and Dependence Models with Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Wang's capital allocation formula for elliptically contoured distributions.
+Normal rank