Pages that link to "Item:Q1302134"
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The following pages link to On the distributions of two classes of correlated aggregate claims (Q1302134):
Displayed 26 items.
- Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
- On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
- On the distributions of two classes of multiple dependent aggregate claims (Q951757) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
- Survival probability for a two-dimensional risk model (Q1023117) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Finite mixtures, projection pursuit and tensor rank: a triangulation (Q2418087) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Multi-type insurance claim processes with high-dimensional covariates (Q2965587) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
- Third cumulant for multivariate aggregate claim models (Q4583605) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)