Pages that link to "Item:Q5489004"
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The following pages link to Exponential Behavior in the Presence of Dependence in Risk Theory (Q5489004):
Displayed 21 items.
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← 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)
- Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← 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)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Compound trend renewal process with discounted claims: a unified approach (Q5743529) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271) (← links)
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims (Q6080803) (← links)