Pages that link to "Item:Q1584511"
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The following pages link to The discrete-time risk model with correlated classes of business (Q1584511):
Displayed 25 items.
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← 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)
- 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)
- 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)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Ruin Probabilities in the Compound Markov Binomial Model (Q5467678) (← links)