Pages that link to "Item:Q1333592"
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The following pages link to On a class of approximative computation methods in the individual risk model (Q1333592):
Displaying 35 items.
- Risk measure preserving piecewise linear approximation of empirical distributions (Q303730) (← links)
- Compound Poisson approximations for sums of 1-dependent random variables. II (Q392753) (← links)
- Best estimate calculations of savings contracts by closed formulas: application to the ORSA (Q487620) (← links)
- Compound Poisson approximations for sums of 1-dependent random variables. I (Q619340) (← links)
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law (Q627290) (← links)
- Recursions for the individual risk model (Q861402) (← links)
- An expansion in the exponent for compound binomial approximations (Q926640) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- On approximating aggregate claims distributions and stop-loss premiums by truncation (Q1182772) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies (Q1413390) (← links)
- The multivariate De Pril transform. (Q1584591) (← links)
- On error bounds for approximations to multivariate distributions. (Q1584592) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- On the use of QUADPACK for the calculation of risk theoretical quantities (Q1819519) (← links)
- Measuring operational risk using a mean scaled individual risk model (Q1826792) (← links)
- Recursions for the individual model (Q1902623) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model (Q2244632) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- Inequalities for the De Pril approximation to the distribution of the number of policies with claims (Q3103208) (← links)
- Рекуррентные методы построения кумулятивных функций риска (Q3458013) (← links)
- Approximating the solution of an integral equation arising in the theory of risk: A comment (Q4022681) (← links)
- On approximating distributions by approximating their De Pril transforms (Q4235011) (← links)
- A generalisation of the De Pril transform (Q4235012) (← links)
- Some results on moments and cumulants (Q4235015) (← links)
- Recursions for Distribution Functions and Stop-Loss Transforms (Q4258732) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- On Approximating the Individual Risk Model (Q5019729) (← links)
- Approximations for sums of three-valued 1-dependent symmetric random variables (Q5124300) (← links)
- Some comments on the individual risk model and multivariate extension (Q5422784) (← links)
- Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
- A Functional Approach to Approximations for the Individual Risk Model (Q5490571) (← links)
