Pages that link to "Item:Q2518551"

The following pages link to On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551):

Displaying 32 items.

• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (Q2979971) (← links)
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
• Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
• Moderate deviations for sums of dependent claims in a size-dependent renewal risk model (Q4976205) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Compound sum distributions with dependence (Q5004990) (← links)
• Uniformly complete consistency of frequency polygon estimation for dependent samples and an application (Q5058309) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails (Q5245042) (← links)
• Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
• Risk aggregation with FGM copulas (Q6171947) (← links)
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
• On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims (Q6498449) (← links)
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
• Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times (Q6571733) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples (Q6646225) (← links)
• Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)