Pages that link to "Item:Q303732"
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The following pages link to On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732):
Displaying 7 items.
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867) (← links)
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)