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Multinomial model for random sums

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  • Kolev, Nikolai
  • Paiva, Delhi

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  • Kolev, Nikolai & Paiva, Delhi, 2005. "Multinomial model for random sums," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 494-504, December.
    • Handle: RePEc:eee:insuma:v:37:y:2005:i:3:p:494-504
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    References listed on IDEAS

    as
    1. Bäuerle, Nicole & Müller, Alfred, 1998. "Modeling and Comparing Dependencies in Multivariate Risk Portfolios," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 59-76, May.
    2. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August.
    3. Cossette, Helene & Gaillardetz, Patrice & Marceau, Etienne & Rioux, Jacques, 2002. "On two dependent individual risk models," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 153-166, April.
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    Cited by:

    1. Roberto Fontana & Elisa Luciano & Patrizia Semeraro, 2021. "Model risk in credit risk," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 176-202, January.
    2. Stanisław Heilpern, 2007. "Dependent binomial distribution and its application in reinsurance and credits," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 17(1), pages 45-61.
    3. Shaked, Moshe, 2007. "Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1339-1344, July.
    4. Kolev, Nikolai & Paiva, Delhi, 2008. "Random sums of exchangeable variables and actuarial applications," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 147-153, February.

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