Pages that link to "Item:Q5430561"
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The following pages link to Ruin estimation in multivariate models with Clayton dependence structure (Q5430561):
Displaying 15 items.
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications (Q764509) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Multivariate models for operational risk (Q3063851) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- Ruin probabilities for risk processes in a bipartite network (Q4988559) (← links)
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
