Pages that link to "Item:Q1413342"
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The following pages link to A discrete-time risk model with interaction between classes of business. (Q1413342):
Displaying 14 items.
- A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
- On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- Survival probability for a two-dimensional risk model (Q1023117) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- Discrete risk model revisited (Q2433267) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Cox risk model with correlated classes of business (Q3054706) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498) (← links)
- On a discrete interaction risk model with delayed claims and randomized dividends (Q5093709) (← links)
- Bayesian and non-Bayesian estimation of four-parameter of bivariate discrete inverse Weibull distribution with applications to model failure times, football and biological data (Q5866187) (← links)
- On Two General Classes of Discrete Bivariate Distributions (Q5885384) (← links)
