Pages that link to "Item:Q2444715"
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The following pages link to Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715):
Displaying 3 items.
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
