Pages that link to "Item:Q2443236"
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The following pages link to Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236):
Displayed 13 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Multivariate mixtures of Erlangs for density estimation under censoring (Q2398460) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← 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)