The following pages link to (Q5461830):
Displaying 50 items.
- Matching tower information with piecewise Pareto (Q66265) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
- On the robust stability of pricing models for non-life insurance products (Q487585) (← links)
- Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Risk theory (Q680077) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Modeling of an insurance system and its large deviations analysis (Q708277) (← links)
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Recursions for the individual risk model (Q861402) (← links)
- A stop-loss risk index (Q868318) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Random sums of exchangeable variables and actuarial applications (Q939342) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- A claims persistence process and insurance (Q1023097) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- On joint weak reversed hazard rate order under symmetric copulas (Q1702433) (← links)
- Entropy programming modeling of IBNR claims reserves (Q1931646) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611) (← links)
- Saddlepoint approximation for moments of random variables (Q1946961) (← links)
- On a new class of multivariate prior distributions: theory and application in reliability (Q2057367) (← links)
- Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Risk diversifying treaty between two companies with only one in insurance business (Q2358424) (← links)
- Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- On market value margins and cost of capital (Q2465903) (← links)
- Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles (Q2815351) (← links)
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- On Markov-Pólya Distribution and the Katz Family of Distributions (Q3083777) (← links)
- Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
- Mixture Utility in General Insurance (Q3164066) (← links)
- Nonparametric analysis of aggregate loss models (Q3183878) (← links)
- Computation of the Aggregate Claim Amount Distribution Using R and Actuar (Q3298460) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
