The following pages link to Raluca Vernic (Q270202):
Displaying 50 items.
- On the distribution of a sum of Sarmanov distributed random variables (Q270203) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- On the recursive evaluation of a certain multivariate compound distribution (Q519225) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Recursions for the individual risk model (Q861402) (← links)
- Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
- Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits (Q1739347) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
- On a fuzzy cash flow model with insurance applications (Q2343117) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
- Multivariate skew-normal distributions with applications in insurance (Q2492184) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
- On a fuzzy discretization of continuous distributions with applications to risk models (Q2686548) (← links)
- (Q2806706) (← links)
- Statistical Inference for a New Class of Multivariate Pareto Distributions (Q2809618) (← links)
- (Q2810747) (← links)
- (Q2835081) (← links)
- (Q2965072) (← links)
- (Q3018225) (← links)
- (Q3091348) (← links)
- (Q3095698) (← links)
- Inequalities for the De Pril approximation to the distribution of the number of policies with claims (Q3103208) (← links)
- (Q3170517) (← links)
- (Q3191303) (← links)
- (Q3432560) (← links)
- (Q3432568) (← links)
- (Q3542155) (← links)
- (Q3587690) (← links)
- Recursions for Convolutions and Compound Distributions with Insurance Applications (Q3598193) (← links)
- (Q3602508) (← links)
- (Q3605293) (← links)
- (Q3654992) (← links)
- (Q4365046) (← links)
- A Multivariate Generalization of the Generalized Poisson Distribution (Q4407162) (← links)
- (Q4416505) (← links)
- (Q4416566) (← links)
- ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS (Q4563744) (← links)
- On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims (Q4575475) (← links)
- Another approach to the evaluation of a certain multivariate compound distribution (Q4589706) (← links)
- On Error Bounds for Approximations to Multivariate Distributions II (Q4661649) (← links)
- (Q4685164) (← links)
