Pages that link to "Item:Q1413353"
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The following pages link to On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353):
Displayed 18 items.
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
- Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
- Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
- On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
- On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Risk model with fuzzy random individual claim amount (Q1011232) (← links)
- Survival probability for a two-dimensional risk model (Q1023117) (← links)
- Critical resonance in the non-intersecting lattice path model (Q1765106) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
- On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
- Cox risk model with correlated classes of business (Q3054706) (← links)
- A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)