Pages that link to "Item:Q1413306"
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The following pages link to On two dependent individual risk models. (Q1413306):
Displayed 22 items.
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- Using fuzzy logic to interpret dependent risks (Q1742713) (← links)
- Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Claim dependence with common effects in credibility models (Q2499841) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Joint probability generating function for a vector of arbitrary indicator variables (Q2571220) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)