Pages that link to "Item:Q958476"
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The following pages link to Non-life insurance mathematics. An introduction with the Poisson process (Q958476):
Displaying 15 items.
- Extended reduced-form framework for non-life insurance (Q5055334) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)
- DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (Q5088805) (← links)
- Itô calculus for Cramér-Lundberg model (Q5121396) (← links)
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- On count time series prediction (Q5220723) (← links)
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family (Q5228145) (← links)
- Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? (Q5389049) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- Fractional Poisson processes of order \(k\) and beyond (Q6071176) (← links)
- Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process (Q6100164) (← links)
- On extremes of random clusters and marked renewal cluster processes (Q6159617) (← links)
- Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues (Q6173895) (← links)
