Pages that link to "Item:Q2443236"
From MaRDI portal
The following pages link to Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236):
Displayed 37 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834) (← links)
- On the consistency of penalized MLEs for Erlang mixtures (Q1726761) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Bayesian learning with variable prior (Q2057266) (← links)
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (Q2068951) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Fitting multivariate Erlang mixtures to data: a roughness penalty approach (Q2222165) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Multivariate mixtures of Erlangs for density estimation under censoring (Q2398460) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
- Compound sum distributions with dependence (Q5004990) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- (Q5042999) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- (Q5886014) (← links)
- Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation (Q6074743) (← links)
- Risk aggregation with FGM copulas (Q6171947) (← links)