Pages that link to "Item:Q4563733"

The following pages link to ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733):

Displaying 24 items.

• On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
• A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• A note on order statistics in the mixed Erlang case (Q900524) (← links)
• Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path (Q2146463) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Fitting multivariate Erlang mixtures to data: a roughness penalty approach (Q2222165) (← links)
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
• On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
• Multivariate mixtures of Erlangs for density estimation under censoring (Q2398460) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
• ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
• EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784) (← links)
• ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY (Q5070867) (← links)
• Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491) (← links)
• Risk aggregation with FGM copulas (Q6171947) (← links)