Pages that link to "Item:Q882872"
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The following pages link to On a correlated aggregate claims model with thinning-dependence structure (Q882872):
Displaying 31 items.
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
- Optimal proportional reinsurance under dependent risks (Q394398) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Survival probability for a two-dimensional risk model (Q1023117) (← links)
- Core of the reinsurance market with dependent risks (Q1655918) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
- Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
- The dependence of assets and default threshold with thinning-dependence structure (Q2358872) (← links)
- Multivariate insurance models: an overview (Q2444726) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
- On the first time of ruin in the bivariate compound Poisson model (Q2492175) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Cox risk model with correlated classes of business (Q3054706) (← links)
- The expected discounted penalty function for a kind of time-correlated risk model based on the renewal argument in consideration of the by-claim (Q3513359) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- Pricing CDS index tranches under thinning-dependence structure with regime switching (Q6582033) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
