Pages that link to "Item:Q2499841"
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The following pages link to Claim dependence with common effects in credibility models (Q2499841):
Displayed 16 items.
- The credibility models with equal correlation risks (Q646738) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
- The balanced credibility estimators with correlation risk and inflation factor (Q1685206) (← links)
- Multidimensional credibility estimators with random common effects and time effects (Q1697673) (← links)
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
- Multidimensional balanced credibility model with time effect and two level random common effects (Q2190269) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
- Claim Dependence Induced by Common Effects in Hierarchical Credibility Models (Q2862318) (← links)
- The Credibility Estimator with General Dependence Structure Over Risks (Q3015902) (← links)
- Regression credibility estimator with two-level common effects (Q5079455) (← links)
- (Q5120582) (← links)
- Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks (Q5379159) (← links)