Pages that link to "Item:Q4337186"
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The following pages link to Properties and applications of the sarmanov family of bivariate distributions (Q4337186):
Displaying 50 items.
- An Empirical Bayes Method for Multivariate Meta-analysis with an Application in Clinical Trials (Q79700) (← links)
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- On the distribution of a sum of Sarmanov distributed random variables (Q270203) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- Recent developments on the construction of bivariate distributions with fixed marginals (Q345671) (← links)
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← 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)
- Maximum correlation for the generalized Sarmanov bivariate distributions (Q538127) (← links)
- A note on the Sarmanov bivariate distributions (Q648233) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- On multivariate associated kernels to estimate general density functions (Q684068) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- A speeded item response model with gradual process change (Q946676) (← links)
- Local dependence functions for some families of bivariate distributions and total positivity (Q972175) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- On the convergence of bivariate order statistics: almost sure convergence and convergence rate (Q1757387) (← links)
- Optimal nonlinear transformations of random variables (Q1958510) (← links)
- New families of bivariate copulas via unit Weibull distortion (Q2040900) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- A note on randomly weighted sums of dependent subexponential random variables (Q2181707) (← links)
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation (Q2223152) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- Learning your own ability (Q2246759) (← links)
- Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
- Effects of associated kernels in nonparametric multiple regressions (Q2323180) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- A generalization of the bivariate beta-binomial distribution (Q2431574) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions (Q2499563) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
- Multivariate Poisson-Beta Distributions with Applications (Q3007853) (← links)
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions (Q3155311) (← links)
