Pages that link to "Item:Q1697215"
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The following pages link to Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215):
Displaying 12 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Dependence in a background risk model (Q2001084) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)
