Pages that link to "Item:Q2001084"
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The following pages link to Dependence in a background risk model (Q2001084):
Displaying 10 items.
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- On <i>s</i>-convex bounds for Beta-unimodal distributions with applications to basis risk assessment (Q4959362) (← links)
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach (Q5165009) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
