Pages that link to "Item:Q654826"
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The following pages link to Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826):
Displaying 20 items.
- On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Partially Schur-constant models (Q2001085) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- The single server queue with mixing dependencies (Q2176354) (← links)
- Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940) (← links)
- Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Some mixing properties of conditionally independent processes (Q2807763) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- How exceptional is the extremal Kendall and Kendall-type convolution (Q6076664) (← links)
- Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)