Pages that link to "Item:Q1902640"
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The following pages link to Insurance pricing and increased limits ratemaking by proportional hazards transforms (Q1902640):
Displaying 50 items.
- New developments on the \(L_p\)-metric between a probability distribution and its distortion (Q273743) (← links)
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Deductibles in health insurance (Q732102) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- A simple model of cumulative prospect theory (Q845610) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Generalizations of common ILF models (Q949436) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Comonotonicity, correlation order and premium principles (Q1265937) (← links)
- Families of update rules for non-additive measures: applications in pricing risks. (Q1276454) (← links)
- Updating non-additive measures with fuzzy information (Q1290587) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Axiomatic characterization of insurance prices (Q1381468) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- A rank-dependent generalization of zero utility principle. (Q1413338) (← links)
- Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334) (← links)
- Non-expected route choice model under risk on stochastic traffic networks (Q1642941) (← links)
- Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- Stochastic comparisons of component and system redundancies with dependent components (Q1785235) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- A synthesis of risk measures for capital adequacy (Q1974035) (← links)
- On a new class of multivariate prior distributions: theory and application in reliability (Q2057367) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
- Actuarial applications of the linear hazard transform in life contingencies (Q2276263) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
