The following pages link to Loss Models (Q5900178):
Displaying 50 items.
- Matching tower information with piecewise Pareto (Q66265) (← links)
- A suitable discrete distribution for modelling automobile claim frequencies (Q262988) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events (Q323263) (← links)
- Extreme value theory in mixture distributions and a statistical method to control the possible bias (Q334841) (← links)
- On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- Distributional analysis of a generalization of the Pólya process (Q661268) (← links)
- Bivariate recursive equations on excess-of-loss reinsurance (Q884920) (← links)
- On the characteristic functions for extreme value distributions (Q907379) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions (Q1707047) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
- A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Exact distribution of the sample median of a jump type distribution on a bounded domain (Q1756738) (← links)
- A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Ruin probability for finite Erlang mixture claims via recurrence sequences (Q2157431) (← links)
- Predicting federal funds rate using extreme value theory (Q2213542) (← links)
- A dynamic pricing game for general insurance market (Q2226275) (← links)
- Risk models based on time series for count random variables (Q2276203) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- Perfect and nearly perfect sampling of work-conserving queues (Q2351797) (← links)
- Time series interpolation via global optimization of moments fitting (Q2355921) (← links)
- On the discrete analogues of continuous distributions (Q2361168) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- Quantile credibility models (Q2443227) (← links)
- The time to ruin and the number of claims until ruin for phase-type claims (Q2444703) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Residual and past entropy in actuarial science and survival models (Q2445491) (← links)
