Pages that link to "Item:Q2518551"
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The following pages link to On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551):
Displaying 50 items.
- Optimal investment of a time-dependent renewal risk model with stochastic return (Q264519) (← links)
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time (Q379099) (← links)
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model (Q2046237) (← links)
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure (Q2128938) (← links)
- On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
- Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
- Large deviations for sums of claims in a general renewal risk model with the regression dependent structure (Q2197625) (← links)
- I-delaporte process and applications (Q2228996) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model (Q2422594) (← links)
- Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
- Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
- A note on conjugate distributions for copulas (Q2795250) (← links)
- On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
