Pages that link to "Item:Q2442532"
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The following pages link to Extremes and products of multivariate AC-product risks (Q2442532):
Displaying 25 items.
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling (Q2152256) (← links)
- Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
- Approximations of the tail probability of the product of dependent extremal random variables and applications (Q2445999) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- On extremal behavior of aggregation of largest claims (Q2980148) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
