Narrow search
Showing 1 - 10 of 56
Cover Image
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
Cover Image
A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus C. - In: Insurance / Mathematics & economics 69 (2016), pp. 70-81
Persistent link: https://www.econbiz.de/10011530925
Cover Image
Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
Cover Image
A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 64 (2015), pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
Cover Image
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
Cover Image
On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, … - In: Insurance / Mathematics & economics 90 (2020), pp. 35-45
Persistent link: https://www.econbiz.de/10012169495
Cover Image
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 74 (2017), pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
Cover Image
Hierarchical Archimedean copulas through multivariate compound distributions
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne - In: Insurance / Mathematics & economics 76 (2017), pp. 1-13
Persistent link: https://www.econbiz.de/10011774757
Cover Image
On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
Vernic, Raluca - In: Insurance / Mathematics & economics 79 (2018), pp. 184-193
Persistent link: https://www.econbiz.de/10011825436
Cover Image
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 81 (2018), pp. 27-35
Persistent link: https://www.econbiz.de/10011904613