Pages that link to "Item:Q1584511"

The following pages link to The discrete-time risk model with correlated classes of business (Q1584511):

Displaying 39 items.

• A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← 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)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Survival probability for a two-dimensional risk model (Q1023117) (← links)
• Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
• A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
• On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
• Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
• Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
• Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Discrete risk model revisited (Q2433267) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
• Variability of total claim amounts under dependence between claims severity and number of events (Q2499826) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
• Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• RATEMAKING OF DEPENDENT RISKS (Q4563817) (← links)
• Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
• On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
• Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
• The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
• Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
• Ruin Probabilities in the Compound Markov Binomial Model (Q5467678) (← links)
• On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes (Q5868532) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)