Pages that link to "Item:Q3509830"
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The following pages link to Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830):
Displaying 11 items.
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors (Q5299571) (← links)
- Stochastic analysis of duplicates in life insurance portfolios (Q5422748) (← links)
- Lundberg parameters for non standard risk processes (Q5430558) (← links)
- Modeling and Generating Dependent Risk Processes for IRM and DFA (Q5490569) (← links)
- Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
- Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities (Q6633969) (← links)
- A parametric approach to relaxing the independence assumption in relative survival analysis (Q6637118) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)