| Odd pareto families of distributions for modeling loss payment data
|
-2018 |
Mdziniso, Nonhle Channon |
| Confidence intervals of the premiums of optimal bonus malus systems
|
-2018 |
Karlis, Dimitris |
| Lifetime asset allocation with idiosyncratic and systematic mortality risks
|
-2018 |
Shen, Yang |
| Interest rate model comparisons for participating products under Solvency II
|
-2018 |
Aas, Kjersti |
| Randomly weighted sums of dependent subexponential random variables with applications to risk theory
|
-2018 |
Cheng, Fengyang |
| Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
|
-2018 |
Hu, Xiang |
| Ruin under stochastic dependence between premium and claim arrivals
|
-2018 |
Vidmar, Matija |
| Lifetime dependence models generated by multiply monotone functions
|
-2018 |
Alai, Daniel H. |
| A Bayesian non-parametric model for small population mortality
|
-2018 |
Li, Hong |
| Semiparametric estimation in the optimal dividend barrier for the classical risk model
|
-2018 |
Shiraishi, Hiroshi |
| Minimizing capital injections by investment and reinsurence for a piecewise deterministic reserve process model
|
-2018 |
Antonello, Michele |
| Optimal investment and risk control for an isurer with partial information in an anticipating environment
|
-2018 |
Peng, Xingchun |
| Machine learning in individual claims reserving
|
-2018 |
Wüthrich, Mario V. |
| A data driven binning strategy for the construction of insurance tariff classes
|
-2018 |
Henckaerts, Roel |
| Robust reinsurance contracts in continuous time
|
-2018 |
Hu, Duni |
| Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
|
-2018 |
Balakrishnan, Narayanaswamy |
| Third cumulant for multivariate aggregate claim models
|
-2018 |
Loperfido, Nicola |
| Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
|
-2018 |
Hata, Hiroaki |
| Some mathematical aspects of price optimisation
|
-2018 |
Hashorva, Enkelejd |
| A new efficient method for estimating the Gerber-Shiu function in the classical risk model
|
-2018 |
Zhang, Zhimin |
Tag hinzufügen