scientific article; zbMATH DE number 5018538

zbMATH Open1084.62550MaRDI QIDQ5201006FDOQ5201006

Raluca Vernic

Publication date: 12 April 2006

Full work available at URL: https://eudml.org/doc/125821

Title of this publication is not available (Why is that?)

Recommendations

• Some problems in actuarial finance involving sums of dependent risks
• A flexible model for actuarial risks under dependence
• On the Tail Behavior of Sums of Dependent Risks
• On the ruin probability for the dependent risk model
• Some asymptotic results for sums of dependent random variables, with actuarial applications
• On the analysis of a general class of dependent risk processes
• On a risk model with dependence between claim sizes and claim intervals
• Stochastic bounds on sums of dependent risks

zbMATH Keywords

asymptoticstail probabilitydependent riskcompound modelPareto-like distributionlogonormal distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Some problems in actuarial finance involving sums of dependent risks
• Some asymptotic results for sums of dependent random variables, with actuarial applications

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