Pages that link to "Item:Q4691248"
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The following pages link to AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248):
Displayed 10 items.
- Dependence in a background risk model (Q2001084) (← links)
- A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Ranking the extreme claim amounts in dependent individual risk models (Q4990511) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Copula-based measurement error models (Q5858303) (← links)
- The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)