Pages that link to "Item:Q2485539"
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The following pages link to Multivariate risk model of phase type (Q2485539):
Displayed 20 items.
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Recursions for multivariate compound phase variables (Q939328) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Convolutions of multivariate phase-type distributions (Q2276244) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- On Some Properties of Bivariate Exponential Distributions (Q2904310) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Multivariate Matrix-Exponential Distributions (Q3562369) (← links)
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)