Pages that link to "Item:Q659155"
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The following pages link to On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155):
Displaying 12 items.
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- On a nonparametric estimator for ruin probability in the classical risk model (Q4576854) (← links)
- Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
- ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (Q4629425) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- A POISSON–PARETO MODEL OF CHLOROPHYLL-A FLUORESCENCE SIGNALS IN MARINE ENVIRONMENTS (Q5500783) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
