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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Multivariate distribution
100
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Insurance / Mathematics & economics
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
3
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
4
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Barmalzan, Ghobad
;
Akrami, Abbas
;
Balakrishnan, …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 341-352
Persistent link: https://www.econbiz.de/10012294141
Saved in:
5
Stochastic distortion and its transformed copula
Lin, Feng
;
Peng, Liang
;
Xie, Jiehua
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011825432
Saved in:
6
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
7
Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen
;
Yang, Sharon S.
;
Huang, Hong-Chih
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
Saved in:
8
Functional characterizations of bivariate weak SAI with an application
You, Yinping
;
Li, Xiaohu
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 225-231
Persistent link: https://www.econbiz.de/10011398021
Saved in:
9
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling
;
Wang, Chou-Wen
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
Saved in:
10
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
Saved in:
11
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
12
On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski
;
Di Bernardino, Elena
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
Saved in:
13
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
Saved in:
14
Recognizing and visualizing copulas : an approach using local Gaussian approximation
Berentsen, Geir Drage
;
Støve, Bård
;
Tjostheim, Dag
; …
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10010402717
Saved in:
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