The following pages link to (Q3523756):
Displaying 50 items.
- Density and distribution evaluation for convolution of independent gamma variables (Q120486) (← links)
- On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
- The complexity of equilibria for risk-modeling valuations (Q284585) (← links)
- Global and local distance-based generalized linear models (Q285850) (← links)
- The bounds of premium and optimality of stop loss insurance under uncertain random environments (Q495489) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Further results of recursive evaluation for compound distribution with the severity distribution of mixed type (Q651474) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Neural networks approach for determining total claim amounts in insurance (Q659129) (← links)
- The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- A coupling proof of convex ordering for compound distributions (Q782840) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- Evolutionary credibility risk premium (Q784440) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Mathematical modeling of distributed catastrophic and terrorist risks (Q895085) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Characterization theorems for customer equivalent utility insurance premium calculation principle (Q906589) (← links)
- An incentive-compatible solution for trade credit term incorporating default risk (Q976417) (← links)
- Bayesian credibility for GLMs (Q1622527) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- On functional equations stemming from actuarial mathematics (Q1647753) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
- Risk aggregation based on the Poisson INAR(1) process with periodic structure (Q1728126) (← links)
- Extension problem for principles of equivalent utility (Q1731438) (← links)
- Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data (Q1787154) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Pricing service maintenance contracts using predictive analytics (Q2029372) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- On the risk consistency and monotonicity of ruin theory (Q2066794) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Empirical risk assessment of maintenance costs under full-service contracts (Q2079387) (← links)
- Insurance with heterogeneous preferences (Q2092781) (← links)
- Characterization of positive homogeneity for the principle of equivalent utility (Q2144424) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses (Q2152237) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
