Pages that link to "Item:Q2442513"
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The following pages link to A note on discounted compound renewal sums under dependency (Q2442513):
Displaying 11 items.
- Discrete Schur-constant models (Q495392) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues (Q2315072) (← links)
- On the analysis of time dependent claims in a class of birth process claim count models (Q2513632) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
