Limin Wen

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multidimensional credibility: a new approach based on joint distribution function
ASTIN Bulletin
2025-01-22Paper
Novel credibility approaches for Lorenz curve and Gini coefficient estimation
Statistics
2024-10-22Paper
The empirical Bayesian estimate of claim development factors in liability reserve model
 
2024-02-07Paper
Credibility adjustment estimation of journal impact factors in Bayesian model
 
2022-11-29Paper
Optimal reinsurance strategy of convex risk combination in mixed reinsurance
 
2022-05-10Paper
Experience rating of risk premium for moment-related premium principle
SCIENTIA SINICA Mathematica
2022-03-21Paper
Experience rating under the exponential premium principle
SCIENTIA SINICA Mathematica
2021-12-17Paper
Change point inferences of risk premium under the exponential premium principle
 
2021-07-01Paper
The Bayesian estimation of risk parameters in zero-inflated Poisson model
 
2021-01-14Paper
scientific article; zbMATH DE number 7266419 (Why is no real title available?)
 
2020-10-27Paper
Optimal experience rating of distortion risk premiums
 
2020-10-27Paper
Bayesian estimation and statistical analysis of risk measurements
 
2020-08-12Paper
Optimal investment-reinsurance strategy with exchange rate risk under variance premium principle
 
2020-08-12Paper
Statistical inferences of risk premium under the generalized exponential premium theory
 
2020-08-12Paper
scientific article; zbMATH DE number 7109120 (Why is no real title available?)
 
2019-09-20Paper
Estimation of loss reserves based on a hierarchical Bayesian model
 
2019-09-20Paper
Asymptotic normality of nonparametric estimate for zero-utility premiums
Acta Mathematicae Applicatae Sinica. English Series
2019-09-19Paper
Empirical Bayes estimators of risk premium under variance related premium principle
 
2019-06-21Paper
Credibility estimation of distribution functions with applications to experience rating in general insurance
North American Actuarial Journal
2019-05-28Paper
Response to Liang Hong and Ryan Martin on Their Comments on Our Paper Entitled, “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance”
North American Actuarial Journal
2019-05-28Paper
Credibility estimation based on risk measure of value at risk
 
2019-02-22Paper
Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps
Advances in Difference Equations
2019-01-21Paper
The predictor of exponential premium based on copula dependent risk model
 
2018-10-22Paper
Evaluation of individual RBNS loss reserving based on generalized linear model
 
2018-05-25Paper
The credibility estimate of risk premium under dependent risks
 
2018-01-29Paper
The Bayes estimation of quantile premium in Pareto risk model
 
2017-05-17Paper
Bayesian premium under zero-utility premium principle
 
2017-05-17Paper
The credibility premiums based on estimated moment-generating function
Communications in Statistics: Theory and Methods
2017-04-25Paper
scientific article; zbMATH DE number 6671298 (Why is no real title available?)
 
2017-01-06Paper
The nonparametric estimation of risk premium under variance related premium principle
 
2016-08-10Paper
Bayesian estimation of TVaR measure under Pareto-Gamma models
 
2016-08-10Paper
Bayesian estimation of value at risk measure under exponential-Gamma models
 
2016-01-15Paper
The empirical Bayes estimation of risk parameters in Pareto claim distribution
 
2016-01-15Paper
Optimal credibility estimation of random parameters in hierarchical random effect linear model
Journal of Systems Science and Complexity
2016-01-14Paper
Premium estimators under Stein loss
 
2015-10-28Paper
The estimate and its large sample properties of Esscher risk measure under collective risk models
 
2015-10-28Paper
Local linear quantile regression with truncated and dependent data
Statistics & Probability Letters
2015-04-01Paper
Bayes premium under variance-related principles with risk dependence
 
2015-02-11Paper
A locally risk minimizing hedging strategy under a regime switching Lévy model
 
2014-06-30Paper
The credibility estimator of the generalized weighted premium with multitude contracts
 
2014-02-28Paper
Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
Statistics & Probability Letters
2013-12-09Paper
The credibility estimation for collective models
Journal of Jiangxi Normal University. Natural Science Edition
2013-11-19Paper
The credibility models under LINEX loss functions
Chinese Quarterly Journal of Mathematics
2013-11-19Paper
The credibility estimator of risk premium under a new type of generalized weighted premium principle
Acta Mathematicae Applicatae Sinica
2013-11-19Paper
A new class of credibility estimators under the generalized weighted premium principle
Communications in Statistics: Theory and Methods
2013-06-25Paper
Regression credibility models with random common effects
Chinese Journal of Applied Probability and Statistics
2012-06-01Paper
The credibility models with equal correlation risks
Journal of Systems Science and Complexity
2011-11-17Paper
The credibility premiums for exponential principle
Acta Mathematica Sinica, English Series
2011-11-04Paper
Multidimensional credibility models with a random common effect
 
2011-09-29Paper
The Bühlmann credibility models with dependent risk structure
 
2011-09-29Paper
Comparisons of credibility estimators under the Esscher premium principle
 
2011-07-19Paper
The credibility estimator with general dependence structure over risks
Communications in Statistics: Theory and Methods
2011-07-13Paper
Credibility models with uniform error dependence
 
2010-11-05Paper
A credibility model under balanced loss functions
 
2010-07-08Paper
The credibility premiums under generalized weighted loss functions
Journal of Industrial and Management Optimization
2010-03-22Paper
Pricing NCD system with different discount levels
 
2009-04-28Paper
The credibility premiums for models with dependence induced by common effects
Insurance Mathematics & Economics
2009-03-04Paper


Research outcomes over time


This page was built for person: Limin Wen