Pages that link to "Item:Q661242"
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The following pages link to Parameter estimation of a bivariate compound Poisson process (Q661242):
Displaying 21 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Recovery process model for two companies (Q1044237) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- On the compounded bivariate Poisson distribution: A unified treatment (Q1118290) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Estimation of parameters in the fractional compound Poisson process (Q2300261) (← links)
- Pareto Lévy measures and multivariate regular variation (Q2879909) (← links)
- Modelling dependence in insurance claims process with Lévy copulas (Q2890526) (← links)
- (Q3169930) (← links)
- Two stage estimation of several poisson parameters (Q3470021) (← links)
- (Q3734919) (← links)
- New composite models for the Danish fire insurance data (Q4576845) (← links)
- On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
- (Q5023014) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)
- Multivariate asset-pricing model based on subordinated stable processes (Q6574613) (← links)
