Flexible Weather Index Insurance Design with Penalized Splines
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Cites work
- scientific article; zbMATH DE number 1189315 (Why is no real title available?)
- scientific article; zbMATH DE number 1306459 (Why is no real title available?)
- scientific article; zbMATH DE number 780021 (Why is no real title available?)
- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- A Hermite-spline model of post-retirement mortality
- A practical guide to splines
- Are actuarial crop insurance rates fair?: an analysis using a penalized bivariate \(B\)-spline method
- Empirical approach for optimal reinsurance design
- Fast bivariate \(P\)-splines: the sandwich smoother
- Flexible smoothing with P-splines: a unified approach
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Index insurance design
- On Fitting generalized linear and non-linear models of mortality
- On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
- Optimality of general reinsurance contracts under CTE risk measure
- Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather
- Risk-adjusted bowley reinsurance under distorted probabilities
- Smoothing and forecasting mortality rates
- Thin Plate Regression Splines
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