Pages that link to "Item:Q4576906"
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The following pages link to Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906):
Displayed 15 items.
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Risk aggregation based on the Poisson INAR(1) process with periodic structure (Q1728126) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Some mathematical aspects of price optimisation (Q4583609) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
- A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- (Q5091888) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)