The following pages link to On compound sums under dependence (Q506094):
Displaying 9 items.
- A simple compound scan statistic useful for modeling insurance and risk management problems (Q343996) (← links)
- Compound sums and subexponentiality (Q1962611) (← links)
- A generalized class of correlated run shock models (Q1994044) (← links)
- Exact distribution of random order statistics and applications in risk management (Q2218862) (← links)
- On bivariate compound sums (Q2332682) (← links)
- Compound sum distributions with dependence (Q5004990) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- The expectation and variance of dependent random sums using copulas (Q5382639) (← links)
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)
