Pages that link to "Item:Q1381152"
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The following pages link to On the dependency of risks in the individual life model (Q1381152):
Displaying 45 items.
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law (Q627290) (← links)
- Correlation order, merging and diversification (Q659149) (← links)
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Approximations for stop-loss reinsurance premiums (Q882850) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- Stop-loss premiums under dependence (Q1302122) (← links)
- On dependence of risks and stop-loss premiums (Q1302136) (← links)
- Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies (Q1413390) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- The safest dependence structure among risks. (Q1962812) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Validation of association (Q2306090) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- On risk dependence and mrl ordering (Q2489796) (← links)
- Claim dependence with common effects in credibility models (Q2499841) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Supermodular comparison of time-to-ruin random vectors (Q2642480) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Inequalities for the De Pril approximation to the distribution of the number of policies with claims (Q3103208) (← links)
- Log-concavity of the extremes from Gumbel bivariate exponential distributions (Q3409020) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- On transform orders for largest claim amounts (Q5014308) (← links)
- Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)
- Optimal allocation of a coherent system with statistical dependent subsystems (Q6162782) (← links)
