Pages that link to "Item:Q2485539"
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The following pages link to Multivariate risk model of phase type (Q2485539):
Displayed 48 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Recursions for multivariate compound phase variables (Q939328) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Modelling of marginally regular bivariate counting process and its application to shock model (Q1739332) (← links)
- Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Characterisation of multivariate phase type distributions (Q2146389) (← links)
- Convolutions of multivariate phase-type distributions (Q2276244) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- A state dependent reinsurance model (Q2397864) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- On Some Properties of Bivariate Exponential Distributions (Q2904310) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Multivariate Matrix-Exponential Distributions (Q3562369) (← links)
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
- Risk Processes with Interest Force in Markovian Environment (Q3653123) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (Q4576972) (← links)
- Optimal Control of Partially Observable Semi-Markovian Failing Systems: An Analysis Using a Phase Methodology (Q5031624) (← links)
- ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY (Q5070867) (← links)
- A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes (Q5092669) (← links)
- On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate (Q5299559) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Ruin probability for merged risk processes with correlated arrivals (Q6153201) (← links)