Pages that link to "Item:Q5490599"

The following pages link to Multivariate Counting Processes: Copulas and Beyond (Q5490599):

Displaying 15 items.

• Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
• Shifting spike times or adding and deleting spikes -- how different types of noise shape signal transmission in neural populations (Q271671) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
• Recovery process model for two companies (Q1044237) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
• Multivariate risk processes with interacting intensities (Q3516403) (← links)
• Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
• Construction of optimal reliability test plans for binary type multi-state strongly coherent systems (Q5079982) (← links)
• A backward construction and simulation of correlated Poisson processes (Q5106874) (← links)
• Matchmaking and Testing for Exponentiality in the M/G/∞ Queue (Q5391087) (← links)
• Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)