Pages that link to "Item:Q2427830"
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The following pages link to TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830):
Displayed 17 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)