The following pages link to Werner Hürlimann (Q331123):
Displaying 50 items.
- On universal zero-free ternary quadratic form representations of primes in arithmetic progressions (Q331124) (← links)
- (Q493912) (redirect page) (← links)
- Correction note: ``On maximum likelihood estimation for count data models'' (Q493913) (← links)
- Cooper and Lam's conjecture for generalized Bell ternary quadratic forms (Q495269) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- From the general affine transform family to a Pareto type IV model (Q609671) (← links)
- Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums (Q689560) (← links)
- On life table applications of ordering among risks (Q751145) (← links)
- On maximum likelihood estimation for count data models (Q758075) (← links)
- An improved Laguerre-Samuelson inequality of Chebyshev-Markov type (Q896734) (← links)
- A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle (Q904592) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Generalizing Benford's law using power laws: application to integer sequences (Q1035183) (← links)
- A cyclotomic Hilbert 90 theorem (Q1055819) (← links)
- On algebraic tori of norm type (Q1061780) (← links)
- \(H^ 3\) and rational points on biquadratic bicyclic norm forms (Q1069990) (← links)
- Two inequalities on stop-loss premiums and some of its applications (Q1077856) (← links)
- A numerical approach to utility functions in risk theory (Q1082025) (← links)
- On algebraic equivalence of tariffing systems (Q1094067) (← links)
- An elementary proof of the Adelson-Panjer recursion formula (Q1110975) (← links)
- Orderings of risks through loss ratio (Q1199963) (← links)
- Simple risk forecasts using credibility (Q1263213) (← links)
- On distribution-free safe layer-additive pricing (Q1265936) (← links)
- Extremal functions and financial gain (Q1267726) (← links)
- Non-optimality of a linear combination of proportional and non-proportional reinsurance (Q1302127) (← links)
- A note on experience rating, reinsurance and premium principles (Q1336887) (← links)
- Best bounds for expected financial payoffs. I: Algorithmic evaluation (Q1372064) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)
- On the accumulated aggregate surplus of a life portfolio. (Q1413297) (← links)
- On immunization, stop-loss order and the maximum Shiu measure. (Q1413362) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- On the rate of convergence to asymptotic independence between order statistics. (Q1427722) (← links)
- The concepts of pseudo compound Poisson and partition representations in discrete probability (Q1657920) (← links)
- Permutation invariant properties of primitive cubic quadruples (Q1676105) (← links)
- Multivariate Fréchet copulas and conditional value-at-risk (Q1774665) (← links)
- On the economic risk capital of portfolio insurance (Q1777685) (← links)
- Negative claim amounts, Bessel functions, linear programming and Miller's algorithm (Q1814445) (← links)
- Measuring operational risk using a mean scaled individual risk model (Q1826792) (← links)
- Conditional value-at-risk bounds for compound Poisson risks and a normal approximation (Q1864548) (← links)
- General affine transform families: why is the Pareto an exponential transform? (Q1880329) (← links)
- Predictive stop-loss premiums and Student's \(t\)-distribution (Q1902632) (← links)
- A uniform approximation to the sampling distribution of the coefficient of variation (Q1903173) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- A moment method for the multivariate asymmetric Laplace distribution (Q1950778) (← links)
- On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation (Q2341893) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications (Q2405785) (← links)
- Generalized Helmert-Ledermann orthogonal matrices and ROM simulation (Q2435445) (← links)
