Insurance risk analysis using tempered stable subordinator
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Cites work
- scientific article; zbMATH DE number 5901077 (Why is no real title available?)
- scientific article; zbMATH DE number 5566166 (Why is no real title available?)
- scientific article; zbMATH DE number 53676 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
- Claims Reserving Using Tweedie's Compound Poisson Model
- Computation of Gauss-Kronrod quadrature rules
- Elliptical tempered stable distribution
- Exponential stock models driven by tempered stable processes
- Financial models with Lévy processes and volatility clustering.
- Finite time ruin probabilities for tempered stable insurance risk processes
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- On Properties of the MixedTS Distribution and Its Multivariate Extension
- On simulation of tempered stable random variates
- On the probability function in the collective theory of risk.
- Option pricing for a logstable asset price model
- Riding with the four horsemen and the multivariate normal tempered stable model
- Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
- Subordinated market index models: A comparison
- Tail Conditional Expectations for Exponential Dispersion Models
- Tempered stable distributions and processes
- Tempering stable processes
- The \(\alpha\)VG model for multivariate asset pricing: calibration and extension
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