1

On a multivariate gamma distribution

Year:
2008
Language:
english
File:
PDF, 969 KB
english, 2008
4

Weighted premium calculation principles

Year:
2008
Language:
english
File:
PDF, 302 KB
english, 2008
5

On the convolution of the negative binomial random variables

Year:
2007
Language:
english
File:
PDF, 122 KB
english, 2007
7

Weighted Premium Calculation Principles

Year:
2006
Language:
english
File:
PDF, 186 KB
english, 2006
19

Weighted risk capital allocations

Year:
2008
Language:
english
File:
PDF, 847 KB
english, 2008
23

Multiple risk factor dependence structures: Distributional properties

Year:
2017
Language:
english
File:
PDF, 654 KB
english, 2017
25

Economic Capital Allocations for Non-negative Portfolios of Dependent Risks

Year:
2008
Language:
english
File:
PDF, 1.94 MB
english, 2008
26

Multiple risk factor dependence structures: Copulas and related properties

Year:
2017
Language:
english
File:
PDF, 786 KB
english, 2017
33

General Stein-Type Covariance Decompositions with Applications to Insurance and Finance

Year:
2010
Language:
english
File:
PDF, 458 KB
english, 2010
37

Weighted Pricing Functionals With Applications to Insurance

Year:
2009
Language:
english
File:
PDF, 297 KB
english, 2009
40

A Form of Multivariate Pareto Distribution

Year:
2015
Language:
english
File:
PDF, 419 KB
english, 2015
42

On a multivariate Pareto distribution

Year:
2010
Language:
english
File:
PDF, 497 KB
english, 2010