Pages that link to "Item:Q4729222"

The following pages link to The total claims distribution under inflationary conditions (Q4729222):

Displaying 31 items.

• On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
• Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
• A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
• Moments of claims in a Markovian environment (Q882474) (← links)
• Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
• Refinements and distributional generalizations of Lundberg's inequality (Q1341326) (← links)
• The distribution of discounted compound PH-renewal processes (Q1703019) (← links)
• Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033) (← links)
• Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
• Bivariate compound renewal sums with discounted claims (Q1936472) (← links)
• Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
• Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
• Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Two-sided exit problems in the ordered risk model (Q2282732) (← links)
• The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• A multivariate aggregate loss model (Q2445352) (← links)
• On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
• Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
• Recursive Moments of Compound Renewal Sums with Discounted Claims (Q2759548) (← links)
• Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
• Joint moments of discounted compound renewal sums (Q2866296) (← links)
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
• Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013) (← links)
• On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals (Q5022535) (← links)
• Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
• Moments of compound renewal sums with discounted claims (Q5938019) (← links)
• Comparison of individual risk models (Q5938025) (← links)