The following pages link to (Q5601961):
Displaying 50 items.
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- New families of symmetric/asymmetric copulas (Q279436) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- Maximum correlation for the generalized Sarmanov bivariate distributions (Q538127) (← links)
- A note on the Sarmanov bivariate distributions (Q648233) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Two characteristic properties of normal distributions in the class NH (Q1235447) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures (Q2089351) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- Technical and allocative inefficiency in production systems: a vine copula approach (Q2148729) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation (Q2223152) (← links)
- Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
- Pricing with finite dimensional dependence (Q2347715) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Some counterexamples concerning maximal correlation and linear regression (Q2438633) (← links)
- Estimation of two ordered bivariate mean residual life functions (Q2489762) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions (Q2668040) (← links)
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims (Q2670111) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- Bayesian inference for a flexible class of bivariate beta distributions (Q5106779) (← links)
- Bivariate zero-inflated negative binomial regression model with applications (Q5106790) (← links)
- A bivariate Sarmanov regression model for count data with generalised Poisson marginals (Q5127122) (← links)
- A class of mixture models for multidimensional ordinal data (Q5142152) (← links)
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)
- On a class of bivariate mixed Sarmanov distributions (Q6057113) (← links)
- Bivariate exponentiated‐exponential geometric regression model (Q6067648) (← links)
- Type I multivariate zero‐inflated COM–Poisson regression model (Q6068483) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling (Q6548539) (← links)
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
- A review of bivariate COM-Poisson distributions into type 1, type 2 and type 3 models (Q6634311) (← links)
