Pages that link to "Item:Q4576843"

The following pages link to On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843):

Displaying 10 items.

• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• Risk aggregation with FGM copulas (Q6171947) (← links)
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)