On two dependent individual risk models.
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Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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- Stochastic bounds on sums of dependent risks
- Stop-loss order for portfolios of dependent risks
- The compound Poisson approximation for a portfolio of dependent risks
- Understanding Relationships Using Copulas
Cited in
(33)- Quantifying the risk using copulae with nonparametric marginals
- Insurance portfolio risk retention
- A flexible model for actuarial risks under dependence
- Impact of dependence among multiple claims in a single loss
- Simple risk measure calculations for sums of positive random variables
- Claim dependence with common effects in credibility models
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
- Using fuzzy logic to interpret dependent risks
- A multi-year microlevel collective risk model
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
- Common mixture in the individual risk model
- Ranking the extreme claim amounts in dependent individual risk models
- Collective risk models with dependence uncertainty
- A new algorithm based on copulas for VaR valuation with empirical calculations
- Collective risk models with dependence
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- Laplace transform ordering of actuarial quantities.
- Empirical investigation of insurance claim dependencies using mixture models
- Joint probability generating function for a vector of arbitrary indicator variables
- On some new dependence models derived from multivariate collective models in insurance applications
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models
- Compound Poisson approximations for individual models with dependent risks.
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
- Comparison results for exchangeable credit risk portfolios
- A two-component copula with links to insurance
- On the discrete-time compound renewal risk model with dependence
- Precise large deviations for negatively associated random variables with consistently varying tails
- Max-factor individual risk models with application to credit portfolios
- Measuring the impact of dependence between claims occurrences.
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals
- Modeling and Generating Dependent Risk Processes for IRM and DFA
- Multinomial model for random sums
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