Pages that link to "Item:Q2890526"
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The following pages link to Modelling dependence in insurance claims process with Lévy copulas (Q2890526):
Displaying 20 items.
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- A censored copula model for micro-level claim reserving (Q2421392) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- Mathematical modelling for claim severities using normal and \(t\) copulas (Q2829726) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- Handling the Dependence of Claim Severities with Copula Models (Q3583083) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- Nonparametric low-frequency Lévy copula estimation in a general framework (Q5375946) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)