The following pages link to (Q4679848):
Displaying 50 items.
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- On the recursive evaluation of a certain multivariate compound distribution (Q519225) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Dispersion models for extremes (Q650741) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- A new approach to the credibility formula (Q659232) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- On the Lagrangian Katz family of distributions as a claim frequency model (Q661211) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Recovery process model (Q842837) (← links)
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation (Q892484) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Allocations of policy limits and ordering relations for aggregate remaining claims (Q896204) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- An optimization of a continuous time risk process (Q965505) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Confidence intervals for limited moments and truncated moments in normal and lognormal models (Q1003799) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Recovery process model for two companies (Q1044237) (← links)
- A lifetime model with increasing failure rate (Q1634135) (← links)
- Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
- On stochastic comparisons for population age and remaining lifetime (Q1706469) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Exponential-uniform distribution (Q1787803) (← links)
- Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
- The truncated g-and-h distribution: estimation and application to loss modeling (Q2095714) (← links)
- I-delaporte process and applications (Q2228996) (← links)
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data (Q2245660) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Bayesian total loss estimation using shared random effects (Q2347072) (← links)
- Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
- Moments of truncated normal/independent distributions (Q2392697) (← links)
- A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254) (← links)
- A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705) (← links)
- A maximum-entropy approach to the linear credibility formula (Q2444724) (← links)
- Optimal allocation of policy limits and deductibles (Q2463571) (← links)
- Copula credibility for aggregate loss models (Q2492180) (← links)
- The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
- Optimal control of the surplus in an insurance policy (Q2511738) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- On optimal dividends: from reflection to refraction (Q2571216) (← links)
- Claim Dependence Induced by Common Effects in Hierarchical Credibility Models (Q2862318) (← links)
