The following pages link to (Q4380355):
Displaying 50 items.
- Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
- Remarks on characterizations of Malinowska and Szynal (Q295211) (← links)
- The beta Burr III model for lifetime data (Q470378) (← links)
- On moments of \(k\)-th record values from the linear exponential distribution (Q488079) (← links)
- Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model (Q628628) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Robust Bayesian bonus-malus premiums under the conditional specification model (Q841000) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Fitting mixed-effects models when data are left truncated (Q938045) (← links)
- Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications (Q939325) (← links)
- On characterization of certain distributions of \(k\)th lower (upper) record values (Q941514) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Sequential credibility evaluation for symmetric location claim distributions (Q1302133) (← links)
- Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- General quadratic distance methods for discrete distributions definable recursively. (Q1413318) (← links)
- Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
- A solution to the ruin problem for Pareto distributions. (Q1413341) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- On asymptotic optimality in empirical Bayes credibility. (Q1413358) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- Lorenz ordering of order statistics from log-logistic and related distributions (Q1421938) (← links)
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (Q1423348) (← links)
- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- A useful extension of the Burr III distribution (Q1690089) (← links)
- From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
- Fisher information matrix for the Feller-Pareto distribution (Q1871267) (← links)
- General affine transform families: why is the Pareto an exponential transform? (Q1880329) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- The Esscher premium principle in risk theory: A Bayesian sensitivity study (Q1974036) (← links)
- Systems of frequency distributions for water and environmental engineering (Q2149697) (← links)
- On goodness-of-fit tests for the Bell distribution (Q2175219) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- A new discrete distribution with actuarial applications (Q2276250) (← links)
- An exponentiated geometric distribution (Q2292388) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- On \(k\)-th record times, record values and their moments (Q2433810) (← links)
- Modelling catastrophe claims with left-truncated severity distributions (Q2463663) (← links)
- On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
