AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248): Difference between revisions

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+Explicit ruin formulas for models with dependence among risks
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+On ruin probability and aggregate claim representations for Pareto claim size distributions
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+On the distribution of sums of random variables with copula-induced dependence
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+A Multivariate Discrete Poisson-Lindley Distribution: Extensions and Actuarial Applications
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+THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Simple risk measure calculations for sums of positive random variables
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+Mixtures of exponential distributions
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+ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
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+Loss Models
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+Multivariate distributions for the life lengths of components of a system sharing a common environment
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+Some Generalized Functions for the Size Distribution of Income
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+Bivariate Survival Models Induced by Frailties
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+Aggregation of independent Paretian random variables
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+Generalised mixtures of exponential distributions
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+Risk aggregation in multivariate dependent Pareto distributions
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+Generalized hypergeometric, digamma and trigamma distributions
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+On the distribution of a sum of Sarmanov distributed random variables
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+A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials
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