A property of the generalized inverse Gaussian distribution with some applications
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Publication:3321166
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- On some characterizations of the generalized inverse Gaussian distribution by regression with respect to residuals.
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- A generalized inverse gausssian distribution with τ-confluent hypergeometric function.
- Asymptotic ordering of risks and ruin probabilities
- Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution
- Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
- Ruin estimates for large claims
- Infinite divisibility and generalized subexponentiality
- Difference equation approaches in evaluation of compound distributions
- Asymptotic results on tail moment for light-tailed risks
- Analytical properties of generalized Gaussian distributions
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process
- Generalized Inverse Gaussian Distributions and their Wishart Connections
- Subexponential distributions and characterizations of related classes
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- The exponentiated generalized inverse Gaussian distribution
- Refinements and distributional generalizations of Lundberg's inequality
- Approximations for stop-loss premiums
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- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density
- On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
- Joint tail of ECOMOR and LCR reinsurance treaties
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density
- Modelling of extremal events in insurance and finance
- On a copula for failure times of system elements
- scientific article; zbMATH DE number 147173 (Why is no real title available?)
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- Optimal exercise strategies for operational risk insurance via multiple stopping times
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
- Another conjugate family for the normal distribution
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Likelihood-based risk estimation for variance-gamma models
- On convolution equivalence with applications
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