Pages that link to "Item:Q3634593"
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The following pages link to Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593):
Displaying 23 items.
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- On a multivariate gamma distribution (Q951178) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (Q4972118) (← links)
- Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
- LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
