Pages that link to "Item:Q1276463"

The following pages link to On the distribution of a sum of correlated aggregate claims (Q1276463):

Displaying 18 items.

• Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
• On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
• A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
• On the distributions of two classes of correlated aggregate claims (Q1302134) (← links)
• Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
• Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
• Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
• On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353) (← links)
• Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
• The discrete-time risk model with correlated classes of business (Q1584511) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
• Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
• Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
• Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)