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On two families of bivariate distributions with exponential marginals : aggregation and capital allocation
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel - In: Insurance / Mathematics & economics 64 (2015), pp. 214-224
Persistent link: https://www.econbiz.de/10011398017
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Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance / Mathematics & economics 61 (2015), pp. 235-241
Persistent link: https://www.econbiz.de/10010515879
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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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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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On some compound distributions with Borel summands
Finner, H.; Kern, P.; Scheer, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 234-244
Persistent link: https://www.econbiz.de/10011312062
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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 62 (2015), pp. 42-53
Persistent link: https://www.econbiz.de/10011312089
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Choosing a random distribution with prescribed risks
Cascos, Ignacio; Molčanov, Il'ja S. - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 599-605
Persistent link: https://www.econbiz.de/10009763578
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On the Lp-metric between a probability distribution and its distortion
López-Díaz, Miguel; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 257-264
Persistent link: https://www.econbiz.de/10009668360
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Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010385024