Pages that link to "Item:Q1413353"

The following pages link to On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353):

Displaying 41 items.

• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Ruin probabilities for a risk model with two classes of claims (Q606333) (← links)
• The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Ruin probability for correlated negative risk sums model with Erlang processes (Q846780) (← links)
• The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
• On a correlated aggregate claims model with thinning-dependence structure (Q882872) (← links)
• On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
• A time-series risk model with constant interest for dependent classes of business (Q997080) (← links)
• On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• Survival probability for a two-dimensional risk model (Q1023117) (← links)
• A matrix operator approach to a risk model with two classes of claims (Q1758111) (← links)
• Critical resonance in the non-intersecting lattice path model (Q1765106) (← links)
• Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
• Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model (Q1936035) (← links)
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
• Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
• Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
• Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• On the probability of ruin in a continuous risk model with two types of delayed claims (Q2816833) (← links)
• Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013) (← links)
• Cox risk model with correlated classes of business (Q3054706) (← links)
• A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
• AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
• Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717) (← links)
• OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
• On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)