Pages that link to "Item:Q2015629"
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The following pages link to Survival probabilities in bivariate risk models, with application to reinsurance (Q2015629):
Displaying 11 items.
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
- Aggregate survival probability of a portfolio with dependent subportfolios. (Q1413410) (← links)
- Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- Optimal Control and Sensitivity Analysis for Two Risk Models (Q2816670) (← links)
- The survival probability of the SABR model: asymptotics and application (Q4619520) (← links)
- Real options maximizing survival probability under incomplete markets (Q5212070) (← links)
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities (Q6143887) (← links)
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation (Q6670086) (← links)
