Pages that link to "Item:Q5019730"
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The following pages link to On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730):
Displaying 50 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- A note on order statistics in the mixed Erlang case (Q900524) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Risk aggregation based on the Poisson INAR(1) process with periodic structure (Q1728126) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
- Ruin probability for finite Erlang mixture claims via recurrence sequences (Q2157431) (← links)
- Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- Risk models based on time series for count random variables (Q2276203) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Multivariate mixtures of Erlangs for density estimation under censoring (Q2398460) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Stochastic comparisons of mixtures of parametric families in stochastic epidemics (Q2434418) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
- First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
- Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model (Q5029065) (← links)
- ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY (Q5070867) (← 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)
- Some properties of the failure rate function for mixtures of Erlang distributions (Q5095980) (← links)
- Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
- Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491) (← links)
- Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- A Simple and Complete Solution to the Stationary Queue-Length Probabilities of a Bulk-Arrival Bulk-Service Queue (Q6160219) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)
