Pages that link to "Item:Q2276228"
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The following pages link to Explicit ruin formulas for models with dependence among risks (Q2276228):
Displaying 50 items.
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Discrete Schur-constant models (Q495392) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes (Q1799639) (← links)
- On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation (Q1930455) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- The single server queue with mixing dependencies (Q2176354) (← links)
- Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940) (← links)
- I-delaporte process and applications (Q2228996) (← links)
- Schur-constant and related dependence models, with application to ruin probabilities (Q2241514) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- Risk process approximation with mixing (Q2284435) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← 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)
- Some mixing properties of conditionally independent processes (Q2807763) (← links)
- A survey of some recent results on Risk Theory (Q3451729) (← links)
- On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
- The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
- Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- Single-server queues under overdispersion in the heavy-traffic regime (Q4994069) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
- A ruin model with a resampled environment (Q5117676) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)
- On the risk of credibility premium rules (Q5861812) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- On the distribution of linear combinations of independent Gumbel random variables (Q5963737) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
