Pages that link to "Item:Q958476"
From MaRDI portal
The following pages link to Non-life insurance mathematics. An introduction with the Poisson process (Q958476):
Displaying 50 items.
- A Lundberg-type inequality for an inhomogeneous renewal risk model (Q340773) (← links)
- Ruin probability in the three-seasonal discrete-time risk model (Q340803) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Bayesian prediction in doubly stochastic Poisson process (Q479503) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972) (← links)
- Prediction in a non-homogeneous Poisson cluster model (Q743133) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Discrete time homogeneous Markov processes for the study of the basic risk processes (Q905234) (← links)
- The influence of sequential extremal processes on the partial sum process (Q907380) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033) (← links)
- Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
- Limit theorem for countable systems of stochastic differential equations (Q1729369) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes (Q1791651) (← links)
- Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
- Mixed fractional risk process (Q2049354) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- A comprehensive model for cyber risk based on marked point processes and its application to insurance (Q2157210) (← links)
- Optimal control of electricity input given an uncertain demand (Q2283300) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Nonlocal equations with regular varying decay solutions (Q2314015) (← links)
- On the infinite divisibility of distributions of some inverse subordinators (Q2326524) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- On some compound distributions with Borel summands (Q2347076) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- The collective reserving model (Q2421394) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- When is it no longer possible to estimate a compound Poisson process? (Q2444222) (← links)
- Tail asymptotics of random sum and maximum of log-normal risks (Q2452890) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- Conditional Γ-minimax prediction with a precautionary loss function in a marked point process model (Q2953981) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- The study of basic risk processes by discrete-time non-homogeneous Markov processes (Q4686485) (← links)
- Extended reduced-form framework for non-life insurance (Q5055334) (← links)
- Itô calculus for Cramér-Lundberg model (Q5121396) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q5965671) (← links)
- Fractional Poisson processes of order \(k\) and beyond (Q6071176) (← links)
- Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process (Q6100164) (← links)
- On extremes of random clusters and marked renewal cluster processes (Q6159617) (← links)
- Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues (Q6173895) (← links)
