Alexeev, Vitali; Ignatieva, Katja; Liyanage, Thusitha Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals. (English) Zbl 07676040 Stud. Nonlinear Dyn. Econom. 25, No. 2, Article ID 20180094, 20 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Alexeev} et al., Stud. Nonlinear Dyn. Econom. 25, No. 2, Article ID 20180094, 20 p. (2021; Zbl 07676040) Full Text: DOI
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDFBibTeX XMLCite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI
Li, Chen; Li, Xiaohu Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (English) Zbl 1411.91518 Insur. Math. Econ. 86, 84-91 (2019). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Insur. Math. Econ. 86, 84--91 (2019; Zbl 1411.91518) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. (English) Zbl 1348.91137 Insur. Math. Econ. 64, 214-224 (2015). MSC: 91B30 60E05 62H05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 64, 214--224 (2015; Zbl 1348.91137) Full Text: DOI
Denuit, Michel; Kiriliouk, Anna; Segers, Johan Max-factor individual risk models with application to credit portfolios. (English) Zbl 1318.91110 Insur. Math. Econ. 62, 162-172 (2015). MSC: 91B30 91G40 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 62, 162--172 (2015; Zbl 1318.91110) Full Text: DOI arXiv
Bolancé, Catalina; Bahraoui, Zuhair; Artís, Manuel Quantifying the risk using copulae with nonparametric marginals. (English) Zbl 1304.62127 Insur. Math. Econ. 58, 46-56 (2014). MSC: 62P05 62H05 62G07 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} et al., Insur. Math. Econ. 58, 46--56 (2014; Zbl 1304.62127) Full Text: DOI
Valdez, Emiliano A. Empirical investigation of insurance claim dependencies using mixture models. (English) Zbl 1304.62129 Eur. Actuar. J. 4, No. 1, 155-179 (2014). MSC: 62P05 91B30 62H30 PDFBibTeX XMLCite \textit{E. A. Valdez}, Eur. Actuar. J. 4, No. 1, 155--179 (2014; Zbl 1304.62129) Full Text: DOI
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino Simple risk measure calculations for sums of positive random variables. (English) Zbl 1284.60029 Insur. Math. Econ. 53, No. 1, 273-280 (2013). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 53, No. 1, 273--280 (2013; Zbl 1284.60029) Full Text: DOI
Anastasiadis, Simon; Chukova, Stefanka Multivariate insurance models: an overview. (English) Zbl 1284.91197 Insur. Math. Econ. 51, No. 1, 222-227 (2012). MSC: 91B30 91-02 PDFBibTeX XMLCite \textit{S. Anastasiadis} and \textit{S. Chukova}, Insur. Math. Econ. 51, No. 1, 222--227 (2012; Zbl 1284.91197) Full Text: DOI
Marceau, Etienne On the discrete-time compound renewal risk model with dependence. (English) Zbl 1167.91013 Insur. Math. Econ. 44, No. 2, 245-259 (2009). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60E05 91B70 PDFBibTeX XMLCite \textit{E. Marceau}, Insur. Math. Econ. 44, No. 2, 245--259 (2009; Zbl 1167.91013) Full Text: DOI
Cousin, Areski; Laurent, Jean-Paul Comparison results for exchangeable credit risk portfolios. (English) Zbl 1141.91499 Insur. Math. Econ. 42, No. 3, 1118-1127 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{J.-P. Laurent}, Insur. Math. Econ. 42, No. 3, 1118--1127 (2008; Zbl 1141.91499) Full Text: DOI
Cheng, Gang; Li, Ping; Shi, Peng A new algorithm based on copulas for VaR valuation with empirical calculations. (English) Zbl 1121.91044 Theor. Comput. Sci. 378, No. 2, 190-197 (2007). MSC: 91B28 PDFBibTeX XMLCite \textit{G. Cheng} et al., Theor. Comput. Sci. 378, No. 2, 190--197 (2007; Zbl 1121.91044) Full Text: DOI
Liu, Yan Precise large deviations for negatively associated random variables with consistently varying tails. (English) Zbl 1111.60017 Stat. Probab. Lett. 77, No. 2, 181-189 (2007). MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{Y. Liu}, Stat. Probab. Lett. 77, No. 2, 181--189 (2007; Zbl 1111.60017) Full Text: DOI
Gaillardetz, Patrice; Lin, X. Sheldon Valuation of equity-linked insurance and annuity products with binomial models. (English) Zbl 1480.91204 N. Am. Actuar. J. 10, No. 4, 117-144 (2006). MSC: 91G05 60G44 PDFBibTeX XMLCite \textit{P. Gaillardetz} and \textit{X. S. Lin}, N. Am. Actuar. J. 10, No. 4, 117--144 (2006; Zbl 1480.91204) Full Text: DOI
Tank, Fatih; Gebizlioglu, Omer L.; Apaydin, Aysen Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach. (English) Zbl 1133.91451 Insur. Math. Econ. 38, No. 1, 189-194 (2006). MSC: 91B30 90C70 PDFBibTeX XMLCite \textit{F. Tank} et al., Insur. Math. Econ. 38, No. 1, 189--194 (2006; Zbl 1133.91451) Full Text: DOI
Yeo, Keng Leong; Valdez, Emiliano A. Claim dependence with common effects in credibility models. (English) Zbl 1168.91420 Insur. Math. Econ. 38, No. 3, 609-629 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{K. L. Yeo} and \textit{E. A. Valdez}, Insur. Math. Econ. 38, No. 3, 609--629 (2006; Zbl 1168.91420) Full Text: DOI
Kolev, Nikolai; Kolkovska, Ekaterina T.; López-Mimbela, José Alfredo Joint probability generating function for a vector of arbitrary indicator variables. (English) Zbl 1077.60503 J. Comput. Appl. Math. 186, No. 1, 89-98 (2006). MSC: 60E10 62E15 60E05 60G09 PDFBibTeX XMLCite \textit{N. Kolev} et al., J. Comput. Appl. Math. 186, No. 1, 89--98 (2006; Zbl 1077.60503) Full Text: DOI
Kolev, Nikolai; Paiva, Delhi Multinomial model for random sums. (English) Zbl 1129.62057 Insur. Math. Econ. 37, No. 3, 494-504 (2005). MSC: 62H20 62P05 91B30 PDFBibTeX XMLCite \textit{N. Kolev} and \textit{D. Paiva}, Insur. Math. Econ. 37, No. 3, 494--504 (2005; Zbl 1129.62057) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Compound Poisson approximations for individual models with dependent risks. (English) Zbl 1055.91050 Insur. Math. Econ. 32, No. 1, 73-91 (2003). MSC: 91B30 60G35 PDFBibTeX XMLCite \textit{C. Genest} et al., Insur. Math. Econ. 32, No. 1, 73--91 (2003; Zbl 1055.91050) Full Text: DOI
Denuit, Michel; Lefèvre, Claude; Utev, Sergey Measuring the impact of dependence between claims occurrences. (English) Zbl 1033.62100 Insur. Math. Econ. 30, No. 1, 1-19 (2002). MSC: 62P05 91B30 60E15 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 30, No. 1, 1--19 (2002; Zbl 1033.62100) Full Text: DOI
Denuit, Michel Laplace transform ordering of actuarial quantities. (English) Zbl 1074.62527 Insur. Math. Econ. 29, No. 1, 83-102 (2001). MSC: 62P05 60E15 PDFBibTeX XMLCite \textit{M. Denuit}, Insur. Math. Econ. 29, No. 1, 83--102 (2001; Zbl 1074.62527) Full Text: DOI