Pages that link to "Item:Q1921988"

The following pages link to The compound Poisson approximation for a portfolio of dependent risks (Q1921988):

Displaying 13 items.

• Compound Poisson and signed compound Poisson approximations to the Markov binomial law (Q627290) (← links)
• Stop-loss premiums under dependence (Q1302122) (← links)
• Testing independence in bivariate distributions of claim frequencies and severities (Q1381474) (← links)
• Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
• Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
• On two dependent individual risk models. (Q1413306) (← links)
• Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
• Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
• Compound Poisson approximation: A user's guide (Q1872438) (← links)
• Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
• De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
• Normal approximation for random sums (Q5395356) (← links)