Compound Poisson approximations for individual models with dependent risks
暂无分享,去创建一个
[1] Taizhong Hu,et al. Supermodular dependence ordering on a class of multivariate copulas , 2002 .
[2] On two dependent individual risk models , 2002 .
[3] Michel Denuit,et al. Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications , 2002 .
[4] S. Kotz,et al. Correlation and dependence , 2001 .
[5] Bill Ravens,et al. An Introduction to Copulas , 2000, Technometrics.
[6] W. Albers. Stop-loss premiums under dependence , 1999 .
[7] T. Rolski. Stochastic Processes for Insurance and Finance , 1999 .
[8] On compound Poisson approximation for sums of random variables , 1999 .
[9] R. Nelsen. An Introduction to Copulas , 1998 .
[10] H. Joe. Multivariate models and dependence concepts , 1998 .
[11] Christian Genest,et al. “Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 , 1998 .
[12] Jan Dhaene,et al. Comonotonicity, correlation order and premium principles , 1998 .
[13] N. Bäuerle,et al. Modeling and Comparing Dependencies in Multivariate Risk Portfolios , 1998, ASTIN Bulletin.
[14] Emiliano A. Valdez,et al. Understanding Relationships Using Copulas , 1998 .
[15] Moshe Shaked,et al. Supermodular Stochastic Orders and Positive Dependence of Random Vectors , 1997 .
[16] The compound Poisson approximation for a portfolio of dependent risks , 1996 .
[17] A. Barbour,et al. Poisson Approximation , 1992 .
[18] Chin-Diew Lai,et al. Continuous Bivariate Distributions, Emphasising Applications , 1992 .
[19] Hans-Jürgen Witte. A unification of some approaches to Poisson approximation , 1990, Journal of Applied Probability.
[20] I. Olkin,et al. Families of Multivariate Distributions , 1988 .
[21] Richard F. Serfozo. Correction: Compound Poisson Approximations for Sums of Random Variables , 1988 .
[22] C. Genest. Frank's family of bivariate distributions , 1987 .
[23] Richard F. Serfozo. Compound Poisson Approximations for Sums of Random Variables , 1986 .
[24] Christian Genest,et al. Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données , 1986 .
[25] R. Nelsen. Properties of a one-parameter family of bivariate distributions with specified marginals , 1986 .
[26] H. Gerber. Error bounds for the compound poisson approximation , 1984 .
[27] P. Hall,et al. On the rate of Poisson convergence , 1984, Mathematical Proceedings of the Cambridge Philosophical Society.
[28] D. Clayton. A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence , 1978 .
[29] M. Sklar. Fonctions de repartition a n dimensions et leurs marges , 1959 .