Pages that link to "Item:Q1412419"

The following pages link to Non-life insurance mathematics. An introduction with stochastic processes. (Q1412419):

Displaying 35 items.

• Bi-seasonal discrete time risk model (Q297843) (← links)
• Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
• Stochastic processes with proportional increments and the last-arrival problem (Q444355) (← links)
• A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
• A parametric model fitting time to first event for overdispersed data: application to time to relapse in multiple sclerosis (Q746130) (← links)
• Recovery process model (Q842837) (← links)
• Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
• Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
• Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? (Q1023764) (← links)
• Recovery process model for two companies (Q1044237) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• On unattainable boundary of a diffusion process range: semi-Markov approach (Q2199140) (← links)
• Robust adaptive efficient estimation for semi-Markov nonparametric regression models (Q2316338) (← links)
• A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254) (← links)
• Alarm system for insurance companies: a strategy for capital allocation (Q2444706) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• On the Gerber-Shiu discounted penalty function for subexponential claims (Q2471655) (← links)
• Ruin probability in the presence of risky investments (Q2490060) (← links)
• Compound Poisson approximation to convolutions of compound negative binomial variables (Q2513663) (← links)
• Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS (Q2786347) (← links)
• Diagonal effects in claims reserving (Q2866276) (← links)
• Prediction of outstanding payments in a Poisson cluster model (Q2866287) (← links)
• Explicit Solution Processes for Nonlinear Jump-Diffusion Equations (Q3060130) (← links)
• Nonparametric analysis of aggregate loss models (Q3183878) (← links)
• Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
• Itô calculus for Cramér-Lundberg model (Q5121396) (← links)
• Variance Optimal Stopping for Geometric Lévy Processes (Q5246174) (← links)
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
• Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623) (← links)