Results 71 to 80 of about 649 (90)

Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. [PDF]

J Inequal Appl, 2018
Dong Y, Wang D.
europepmc   +1 more source

Web renewal counting processes and their applications in insurance. [PDF]

J Inequal Appl, 2018
Li R, Bi X, Zhang S.
europepmc   +1 more source

Testing nonlinearity of heavy-tailed time series. [PDF]

J Appl Stat
De Gooijer JG.
europepmc   +1 more source

Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic. [PDF]

J Appl Stat
Hazra A, Bose S.
europepmc   +1 more source

A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. [PDF]

J Appl Stat
Mohamed HS, Cordeiro GM, Minkah R, Yousof HM, Ibrahim M.   +4 more
europepmc   +1 more source

High level quantile approximations of sums of risks

Dependence Modeling, 2015
Cuberos A., Masiello E., Maume-Deschamps V.   +2 more
doaj   +1 more source

Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses. [PDF]

Extremes (Boston)
Koch E.
europepmc   +1 more source

Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products

, 2008
T. Lai, S. P. Wong
semanticscholar   +1 more source

Optimal Exercise of American Claims When [PDF]

C. Rogers L., J. Scheinkman
core  

Optimal Exercise of American Claims When Markets Are Not Complete [PDF]

Jose A. Scheinkman, L. C. Rogers
core