Pages that link to "Item:Q1413295"
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The following pages link to Measuring the impact of dependence between claims occurrences. (Q1413295):
Displayed 12 items.
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
- A new method for bounding the distance between sums of independent integer-valued random variables (Q607603) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
- Negative dependence and stochastic orderings (Q2954224) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- The binomial distribution with dependent Bernoulli trials (Q5489323) (← links)
- An extension of Davis and Lo's contagion model (Q5746773) (← links)