Pages that link to "Item:Q5490569"

The following pages link to Modeling and Generating Dependent Risk Processes for IRM and DFA (Q5490569):

Displaying 15 items.

• Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
• An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
• Copula modeling for discrete random vectors (Q830311) (← links)
• Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
• A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
• Fisher dispersion index for multivariate count distributions: a review and a new proposal (Q1742740) (← links)
• Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• Multivariate risk processes with interacting intensities (Q3516403) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
• Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)