Pages that link to "Item:Q5938033"

The following pages link to A discussion of parameter and model uncertainty in insurance (Q5938033):

Displaying 44 items.

• Uncertainty and inside information (Q261231) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
• A stochastic model for mortality rate on italian data (Q639215) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• On stochastic mortality modeling (Q659159) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• Survival models in a dynamic context: a survey (Q704411) (← links)
• Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (Q931196) (← links)
• Large deviations for risk measures in finite mixture models (Q1641144) (← links)
• Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model (Q1930460) (← links)
• Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Heterogeneity and uncertainty in a multistate framework (Q2044809) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS (Q3084599) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC (Q3518779) (← links)
• Topical modelling issues in Solvency II (Q3608223) (← links)
• BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION (Q3614905) (← links)
• TAMING UNCERTAINTY: THE LIMITS TO QUANTIFICATION (Q4563758) (← links)
• MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
• On semiparametric estimation of ruin probabilities in the classical risk model (Q4576853) (← links)
• Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
• A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
• Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
• (Q5011556) (← links)
• ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? (Q5019039) (← links)
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
• ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH (Q5379411) (← links)
• Bayesian estimation of finite time ruin probabilities (Q5391286) (← links)
• Regression Models for Bivariate Loss Data (Q5715894) (← links)
• Mortality modeling using probability distributions. APPLICATION in greek mortality data (Q5860775) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
• Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
• Worst-case moments under partial ambiguity (Q6174089) (← links)
• Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)