Pages that link to "Item:Q3440853"

The following pages link to On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853):

Displaying 50 items.

• A note on compound renewal risk models with dependence (Q2345669) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
• On a family of risk measures based on largest claims (Q2415968) (← links)
• Collective risk models with dependence (Q2421408) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• Precise large deviations of aggregate claims in a risk model with regression-type size-dependence (Q2435745) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the analysis of a general class of dependent risk processes (Q2444713) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• On a discrete-time risk model with general income and time-dependent claims (Q2511219) (← links)
• Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625) (← links)
• Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) (← links)
• On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365) (← links)
• Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
• Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• A unifying approach to the analysis of business with random gains (Q2866303) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
• Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Queues and Risk Processes with Dependencies (Q3191886) (← links)
• A survey of some recent results on Risk Theory (Q3451729) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• On a ruin model with both interclaim times and premiums depending on claim sizes (Q4576796) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
• On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
• The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
• Review of statistical actuarial risk modelling (Q4966720) (← links)
• On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
• Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (Q5012199) (← links)
• Strategies for Dividend Distribution: A Review (Q5029064) (← links)
• Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
• Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)