The following pages link to (Q3647072):
Displaying 20 items.
- On the approximation of functions satisfying defective renewal equations (Q654129) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- A unified approach to the monotone integral-based premium principles under the CPT theory (Q2035288) (← links)
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool (Q2276208) (← links)
- Log-concavity for Bernstein-type operators using stochastic orders (Q2338711) (← links)
- Bayesian total loss estimation using shared random effects (Q2347072) (← links)
- Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
- Ruin probabilities for risk models with ordered claim arrivals (Q2513660) (← links)
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- (Q3511290) (← links)
- Credibility pseudo-estimators (Q4562047) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- An asymptotic distribution of compound Poisson distribution (Q4966801) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- (Q5011556) (← links)
- A Heavy-Tailed and Overdispersed Collective Risk Model (Q5043473) (← links)
- Hierarchical credibility pseudo-estimators (Q5106338) (← links)
- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (Q5138046) (← links)
- (Q5461830) (← links)
