Pages that link to "Item:Q1323592"

The following pages link to How to (and how not to) compute stop-loss premiums in practice (Q1323592):

Displaying 15 items.

• A new method for bounding the distance between sums of independent integer-valued random variables (Q607603) (← links)
• Recursions for the individual risk model (Q861402) (← links)
• Approximations for stop-loss reinsurance premiums (Q882850) (← links)
• Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law (Q1036712) (← links)
• On the dependency of risks in the individual life model (Q1381152) (← links)
• Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
• Some alternatives for the individual model (Q1892984) (← links)
• Recursions for the individual model (Q1902623) (← links)
• The safest dependence structure among risks. (Q1962812) (← links)
• Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629) (← links)
• Validation of association (Q2306090) (← links)
• Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
• Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications (Q3621159) (← links)
• Validation of positive expectation dependence (Q4578064) (← links)
• Upper and lower bounds for sums of random variables (Q5942774) (← links)