A multivariate aggregate loss model (Q2445352): Difference between revisions

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+Covariate Adjustment of Event Histories Estimated from Markov Chains: The Additive Approach
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+On the discounted penalty function in a Markov-dependent risk model
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+Applied Probability and Queues
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+Dependence measures for extreme value analyses
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+Classical risk theory in an economic environment
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+Dependent Multi-Peril Ratemaking Models
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+Hierarchical Insurance Claims Modeling
@@ Property / cites work: Hierarchical Insurance Claims Modeling / rank @@
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+A Regime-Switching Model of Long-Term Stock Returns
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+Markov chains with marked transitions
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+Moments of claims in a Markovian environment
@@ Property / cites work: Moments of claims in a Markovian environment / rank @@
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+Moments of compound renewal sums with discounted claims
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+Probability of ruin for a risk process with claims cost inflation
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+The total claims distribution under inflationary conditions
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