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Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
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Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.; Boxma, Onno; Resing, J. A. C. - In: Insurance / Mathematics & economics 61 (2015), pp. 48-61
Persistent link: https://www.econbiz.de/10010515929
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Sun, Ying; Wei, Li - In: Insurance / Mathematics & economics 59 (2014), pp. 178-183
Persistent link: https://www.econbiz.de/10010469138
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Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
Vernic, Raluca; Bolancé, Catalina; Alemany, Ramon - In: Insurance / Mathematics & economics 102 (2022), pp. 111-125
Persistent link: https://www.econbiz.de/10013271963
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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
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On compound sums under dependence
Eryilmaz, Serkan - In: Insurance / Mathematics & economics 72 (2017), pp. 228-234
Persistent link: https://www.econbiz.de/10011694663
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Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution
Bolancé, Catalina; Vernic, Raluca - In: Insurance / Mathematics & economics 85 (2019), pp. 89-103
Persistent link: https://www.econbiz.de/10011990617
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Multiple risk factor dependence structures : distributional properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 76 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011774770