Loss models. From data to decisions
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(only showing first 100 items - show all)- On modeling left-truncated loss data using mixtures of distributions
- Sharp bounds for exponential approximations of NWUE distributions
- Large deviations for risk measures in finite mixture models
- Extreme value modelling of water-related insurance claims
- Hazard rate estimation for left truncated and right censored data
- Compound unimodal distributions for insurance losses
- A general approach to full-range tail dependence copulas
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Mortality models and longevity risk for small populations
- Extension and application of credibility models in predicting claim frequency
- Investigating dependence between frequency and severity via simple generalized linear models
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- Monte Carlo estimation of the density of the sum of dependent random variables
- A generalization of the power law distribution with nonlinear exponent
- A reinsurance and investment game between two insurers under the CEV model
- On the distribution of classic and some exotic ruin times
- An insurance risk process with a generalized income process: a solvency analysis
- The exponential T-X family of distributions: properties and an application to insurance data
- On the evaluation of risk models with bivariate integer-valued time series
- Type-II generalized crack distribution with application to heavy-tailed data modeling
- Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load
- A new mixed negative binomial Kumaraswamy-Lindley distribution and its application
- On the partial-geometric distribution: properties and applications
- Zero truncated negative binomial weighted Weibull distribution and its application
- Calibrate, emulate, sample
- What can we learn from telematics car driving data: a survey
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
- On a Markovian game model for competitive insurance pricing
- Similar risks have similar prices: a useful and exact quantification
- A family of induced distributions
- Modeling the cryptocurrency return distribution via Laplace scale mixtures
- New copulas based on general partitions-of-unity. III: The continuous case
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- The arcsine exponentiated-\(X\) family: validation and insurance application
- Progressively censored reliability sampling plans based on mean product lifetime
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
- Mixture modeling of data with multiple partial right-censoring levels
- Discrete generalized odd Lindley-Weibull distribution with applications
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Predictive compound risk models with dependence
- Exact distribution of random order statistics and applications in risk management
- Composite models with underlying folded distributions
- A multi-year microlevel collective risk model
- Approximate Bayesian computations to fit and compare insurance loss models
- Analysis of an aggregate loss model in a Markov renewal regime
- A risk model with varying premiums: its risk management implications
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
- Modelling extreme claims via composite models and threshold selection methods
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Modeling loss data using composite models
- Modelling parameter uncertainty for risk capital calculation
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- Undertaking specific parameters under Solvency II: reduction of capital requirement or not?
- A micro-level claim count model with overdispersion and reporting delays
- Multiple risk factor dependence structures: distributional properties
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Multivariate tail conditional expectation for elliptical distributions
- Modeling loss data using mixtures of distributions
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon
- On a fuzzy discretization of continuous distributions with applications to risk models
- Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach
- Optimal life-insurance selection and purchase within a market of several life-insurance providers
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- A new argument in favor of hyperbolic discounting in very long term project appraisal
- On the fractional probabilistic Taylor's and mean value theorems
- Multilevel modeling of insurance claims using copulas
- An optimal co-reinsurance strategy
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- A data driven binning strategy for the construction of insurance tariff classes
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
- Collective risk models with dependence uncertainty
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
- Analysis of IBNR claims in renewal insurance models
- On multivariate modifications of Cramer-Lundberg risk model with constant intensities
- Loss models. From data to decisions
- Fat-tailed regression modeling with spliced distributions
- Weighted geometric distribution with new characterizations of geometric distribution
- Ruin problem of a two-dimensional fractional Brownian motion risk process
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- An individual loss reserving model with independent reporting and settlement
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families
- On a generalization of the Rényi–Srivastava characterization of the Poisson law
- Mortality Modeling of Skin Cancer Patients with Actuarial Applications
- Using graduation to modify the estimation of Lee-Carter model for small populations
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- Using model averaging to determine suitable risk measure estimates
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- Risk measure estimation under two component mixture models with trimmed data
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- A family of density-hazard distributions for insurance losses
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