The following pages link to ASTIN Bulletin (Q59395):
Displaying 50 items.
- PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q59396) (← links)
- A Primer on Copulas for Count Data (Q64534) (← links)
- Casualty Actuarial Society - The Negative Binomial and Poisson Distributions Compared by Leroy J. Simon (Q93330) (← links)
- The Swiss Re Exposure Curves and the MBBEFD Distribution Class (Q125236) (← links)
- THE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUES (Q143568) (← links)
- Estimation in the Pareto Distribution (Q145997) (← links)
- Linear stochastic reserving methods (Q2865997) (← links)
- Modelling claims run-off with reversible jump Markov chain Monte Carlo methods (Q2865998) (← links)
- Double chain ladder (Q2866000) (← links)
- Global warming, extreme weather events, and forecasting tropical cyclones: a market-based forward-looking approach (Q2866001) (← links)
- Mean-value principle under cumulative prospect theory (Q2866002) (← links)
- Parameter uncertainty in exponential family tail estimation (Q2866003) (← links)
- Modeling dependent risks with multivariate Erlang mixtures (Q2866005) (← links)
- A nonhomogeneous Poisson hidden Markov model for claim counts (Q2866006) (← links)
- No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process (Q2866007) (← links)
- Experience and exposure rating for property per risk excess of loss reinsurance revisited (Q2866010) (← links)
- Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach (Q2866012) (← links)
- Bootstrapping individual claim histories (Q2866014) (← links)
- Conditional tail expectation and premium calculation (Q2866015) (← links)
- On approximating law-invariant comonotonic coherent risk measures (Q2866016) (← links)
- Higher moments of the claims development result in general insurance (Q2866017) (← links)
- Surprise, surprise from neoclassical economics to e-life (Q2866018) (← links)
- Key q-duration: a framework for hedging longevity risk (Q2866020) (← links)
- On the calculation of the solvency capital requirement based on nested simulations (Q2866022) (← links)
- The impact of culture on the demand for non-life insurance (Q2866023) (← links)
- Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (Q2866024) (← links)
- Are flexible premium variable annuities under-priced? (Q2866025) (← links)
- Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints (Q2866026) (← links)
- Tail comonotonicity and conservative risk measures (Q2866027) (← links)
- The covariance between the surplus prior to and ruin in the classical risk model (Q2866028) (← links)
- A multivariate discrete Poisson-Lindley distribution extensions and actuarial applications (Q2866029) (← links)
- The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor (Q2867270) (← links)
- Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method (Q2890516) (← links)
- Market-consistent valuation of insurance liabilities by cost of capital (Q2890518) (← links)
- Modelling adult mortuality in small populations the saint model (Q2890521) (← links)
- Fair valuation of life insurance contracts under a correlated jump diffusion model (Q2890522) (← links)
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523) (← links)
- Optimal reinsurance revisited point of view of cedent and reinsurer (Q2890524) (← links)
- Modelling dependence in insurance claims process with Lévy copulas (Q2890526) (← links)
- Optimal dividends and capital injections in the dual model with diffusion (Q2890528) (← links)
- Randomized onservation periods for the compound Poisson risk model: dividends (Q2890529) (← links)
- Using the censored gamma distribution for modelling fractional response variables with an application to loss given default (Q2890530) (← links)
- Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081) (← links)
- Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims (Q3067082) (← links)
- Full Credibility with Generalized Linear and Mixed Models (Q3067083) (← links)
- Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited (Q3067084) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums (Q3067086) (← links)
- Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (Q3067087) (← links)
- Estimating the Variance of Bootstrapped Risk Measures (Q3067088) (← links)
