Pages that link to "Item:Q1302122"
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The following pages link to Stop-loss premiums under dependence (Q1302122):
Displaying 19 items.
- Approximations for stop-loss reinsurance premiums (Q882850) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- Bounds on stop-loss premiums and ruin probabilities (Q1182777) (← links)
- On dependence of risks and stop-loss premiums (Q1302136) (← links)
- On the dependency of risks in the individual life model (Q1381152) (← links)
- Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Validation of association (Q2306090) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Validation of positive quadrant dependence (Q2513454) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- A flexible model for actuarial risks under dependence (Q3077733) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- (Q4867326) (← links)
- Equilibrium compound distributions and stop-loss moments (Q5430549) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
