Pages that link to "Item:Q4691248"

The following pages link to AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248):

Displayed 10 items.

• Dependence in a background risk model (Q2001084) ‎ (← links)
• A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) ‎ (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) ‎ (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) ‎ (← links)
• Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) ‎ (← links)
• Ranking the extreme claim amounts in dependent individual risk models (Q4990511) ‎ (← links)
• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) ‎ (← links)
• COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) ‎ (← links)
• Copula-based measurement error models (Q5858303) ‎ (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) ‎ (← links)