Pages that link to "Item:Q2276228"
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The following pages link to Explicit ruin formulas for models with dependence among risks (Q2276228):
Displaying 11 items.
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- An application of risk theory to mortgage lending (Q5865323) (← links)
- On the distribution of linear combinations of independent Gumbel random variables (Q5963737) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation (Q6596951) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Robust distortion risk measures (Q6641073) (← links)
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)