Pages that link to "Item:Q1017767"

The following pages link to On the discrete-time compound renewal risk model with dependence (Q1017767):

Displaying 18 items.

• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes (Q1625734) (← links)
• The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
• Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• A note on compound renewal risk models with dependence (Q2345669) (← links)
• Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
• TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
• (Q3167139) (← links)
• (Q4917747) (← links)
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments (Q5140647) (← links)
• (Q5155464) (← links)
• (Q5497771) (← links)
• The construction of a quadratic predictor of the discounted renewal claims with dependence (Q5858902) (← links)