Pages that link to "Item:Q659235"
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The following pages link to Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235):
Displayed 16 items.
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- Construction of multivariate dispersion models (Q470358) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Extending the Thorin class (Q647155) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)