On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals

von Ahn, Soohan
Veröffentlicht in Insurance / Mathematics & economics (2007)

A marked Cox model for the number of IBNR claims : theory

von Badescu, Andrei L.
Veröffentlicht in Insurance / Mathematics & economics (2016)

A class of mixture of experts models for general insurance : theoretical developments

von Fung, Tsz Chai
Veröffentlicht in Insurance / Mathematics & economics (2019)

A class of mixture of experts models for general insurance : application to correlated claim frequencies

von Fung, Tsz Chai
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2019)

On the absolute ruin problem in a Sparre Andersen risk model with constant interest

von Mitric, Ilie-Radu
Veröffentlicht in Insurance / Mathematics & economics (2012)

Recursive methods for a multi-dimensional risk process with common shocks

von Gong, Lan
Veröffentlicht in Insurance / Mathematics & economics (2012)

Modeling correlated frequencies with application in operational risk management

Veröffentlicht in The journal of operational risk (2015)

A marked Cox model for the number of IBNR claims : estimation and application

von Badescu, Andrei L.
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2019)

An IBNR–RBNS insurance risk model with marked Poisson arrivals

von Ahn, Soohan
Veröffentlicht in Insurance / Mathematics & economics (2018)