Pages that link to "Item:Q947167"
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The following pages link to On a risk model with dependence between claim sizes and claim intervals (Q947167):
Displayed 9 items.
- Markov-dependent risk model with multi-layer dividend strategy (Q298721) (← links)
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
- On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)