Pages that link to "Item:Q4563797"
From MaRDI portal
The following pages link to COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797):
Displaying 9 items.
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
