Pages that link to "Item:Q2421408"
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The following pages link to Collective risk models with dependence (Q2421408):
Displaying 14 items.
- Self-similar processes in collective risk theory (Q1277066) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Modeling dependent risks with multivariate Erlang mixtures (Q2866005) (← links)
- Influence of information asymmetric risk on collective risk model (Q2926991) (← links)
- Dependent Multi-Peril Ratemaking Models (Q3071117) (← links)
- Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- (Q5703327) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)