Pages that link to "Item:Q3103206"

The following pages link to Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206):

Displaying 25 items.

• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
• Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← 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)
• On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← 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)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the analysis of a general class of dependent risk processes (Q2444713) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• Capital allocation based on the tail covariance premium adjusted (Q2513449) (← links)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)