The following pages link to (Q3523756):
Displaying 50 items.
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology (Q2306104) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- On separating the submajorization order into majorization and pointwise inequality (Q2328647) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- A note on weighted premium calculation principles (Q2445349) (← links)
- Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
- The uncertain premium principle based on the distortion function (Q2513588) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- Pricing in a competitive stochastic insurance market (Q2657016) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving (Q2680661) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Anisotropic, Adaptive Finite Elements for a Thin 3D Plate (Q2948923) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- (Q2969431) (← links)
- Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385440) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- Iterated VaR or CTE measures: A false good idea? (Q4575465) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
- The variance upper bound for a mixed random variable (Q5076949) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
