Pages that link to "Item:Q3632883"

The following pages link to Largest Claims Reinsurance Premiums under Possible Claims Dependence (Q3632883):

Displaying 20 items.

• Stability of \(L\)-statistics from weakly dependent observations (Q633058) (← links)
• Stability of expected \(L\)-statistics against weak dependence of observations (Q900550) (← links)
• Actuarial comparisons for aggregate claims with randomly right-truncated claims (Q974814) (← links)
• Sharp bounds for \(L\)-statistics from dependent samples of random length (Q1888830) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• On a family of risk measures based on largest claims (Q2415968) (← links)
• Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
• Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
• Reinsurance of large claims (Q2571225) (← links)
• Estimating the loading of the largest claims covers (Q2572154) (← links)
• General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation (Q4541675) (← links)
• On transform orders for largest claim amounts (Q5014308) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Bounding techniques for the net premiums of generalized largest claims reinsurance treaties (Q5422756) (← links)
• On the choice of the parameter p of the LCR (p)-treaty (Q5422766) (← links)
• An elementary upper bound on the loading of a largest claims reinsurance cover (Q5422786) (← links)
• Largest claims reinsurance premiums under discrete claims sizes (Q5422795) (← links)
• Extreme Value Theory and Archimedean Copulas (Q5430577) (← links)
• Stochastic comparisons of largest claim amounts from heterogeneous portfolios (Q6089515) (← links)