Pages that link to "Item:Q2463663"
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The following pages link to Modelling catastrophe claims with left-truncated severity distributions (Q2463663):
Displaying 9 items.
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- Fitting mixed-effects models when data are left truncated (Q938045) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
- Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← links)
- Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market (Q5165008) (← links)
- General Insurance Deductible Ratemaking (Q5379249) (← links)
- Integro-differential equations linked to compound birth processes with infinitely divisible addends (Q6617291) (← links)
- Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)