Pages that link to "Item:Q659158"

The following pages link to A perturbed risk model with dependence between premium rates and claim sizes (Q659158):

Displaying 19 items.

• On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
• On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
• Recursive estimation of the claim rates and sizes in an insurance model (Q1769359) (← links)
• On the discounted penalty function in a perturbed Erlang renewal risk model with dependence (Q2152224) (← links)
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360) (← links)
• Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
• On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
• On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967) (← links)
• Dependent Multi-Peril Ratemaking Models (Q3071117) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• Dependent Insurance Risk Model: Deterministic Threshold (Q3562449) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• (Q4688689) (← links)
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
• Risk models based on copulas for premiums and claim sizes (Q5079939) (← links)
• On an insurance ruin model with a causal dependence structure and perturbation (Q6572449) (← links)