Pages that link to "Item:Q1413385"
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The following pages link to Compound Poisson approximations for individual models with dependent risks. (Q1413385):
Displayed 17 items.
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Compound Poisson approximation (Q2135729) (← links)
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Claim dependence with common effects in credibility models (Q2499841) (← links)
- ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
- Compound sum distributions with dependence (Q5004990) (← links)
- A Primer on Copulas for Count Data (Q5505913) (← links)