Pages that link to "Item:Q2397867"
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The following pages link to On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867):
Displaying 16 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
- Modeling dependent risks with multivariate Erlang mixtures (Q2866005) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
