| Publication | Date of Publication | Type |
|---|
Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates
Test | 2025-03-05 | Paper |
Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score
ASTIN Bulletin | 2025-02-26 | Paper |
Conditional likelihood based inference on single-index models for motor insurance claim severity
SORT. Statistics and Operations Research Transactions | 2024-11-26 | Paper |
A Bayesian joint model for zero-inflated integers and left-truncated event times with a time-varying association: applications to senior health care
Statistics in Medicine | 2024-10-29 | Paper |
Aggregation of Dependent Risks with Heavy-Tail Distributions
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2023-01-31 | Paper |
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
North American Actuarial Journal | 2022-01-10 | Paper |
Fees in tontines
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Insurance Mathematics & Economics | 2021-07-06 | Paper |
Can automobile insurance telematics predict the risk of near-miss events?
North American Actuarial Journal | 2020-05-04 | Paper |
Quantile regression for cross-sectional and time series data. Applications in energy markets using R
SpringerBriefs in Finance | 2020-04-29 | Paper |
| Tail risk measures using flexible parametric distributions | 2020-01-24 | Paper |
Forecasting compositional risk allocations
Insurance Mathematics & Economics | 2019-01-15 | Paper |
Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Insurance Mathematics & Economics | 2018-11-19 | Paper |
Solvency requirement in a unisex mortality model
ASTIN Bulletin | 2018-10-19 | Paper |
Empirical analysis of daily cash flow time-series and its implications for forecasting
(available as arXiv preprint) | 2018-08-28 | Paper |
IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH
ASTIN Bulletin | 2018-06-05 | Paper |
Modeling longevity risk with generalized dynamic factor models and vine-copulae
ASTIN Bulletin | 2018-06-04 | Paper |
| Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance | 2018-03-01 | Paper |
Risk aggregation in Solvency II through recursive log-normals
Insurance Mathematics & Economics | 2017-11-23 | Paper |
| Transformation kernel estimation of insurance claim cost distributions | 2017-11-22 | Paper |
Multi-state models for evaluating conversion options in life insurance
Modern Stochastics. Theory and Applications | 2017-07-04 | Paper |
Fundamentals of risk measurement and aggregation for insurance applications
Modeling Decisions for Artificial Intelligence | 2017-06-20 | Paper |
| Application of the Poisson log-bilinear projection model to the G5 mortality experience | 2017-02-27 | Paper |
What attitudes to risk underlie distortion risk measure choices?
Insurance Mathematics & Economics | 2016-10-06 | Paper |
Indicators for the characterization of discrete Choquet integrals
Information Sciences | 2016-07-08 | Paper |
The use of flexible quantile-based measures in risk assessment
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Less is more: increasing retirement gains by using an upside terminal wealth constraint
Insurance Mathematics & Economics | 2015-09-14 | Paper |
GlueVaR risk measures in capital allocation applications
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Bringing cost transparency to the life annuity market
Insurance Mathematics & Economics | 2015-01-28 | Paper |
A survey of personalized treatment models for pricing strategies in insurance
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Exchanging uncertain mortality for a cost
Insurance Mathematics & Economics | 2014-07-16 | Paper |
Simple risk measure calculations for sums of positive random variables
Insurance Mathematics & Economics | 2014-04-15 | Paper |
The connection between distortion risk measures and ordered weighted averaging operators
Insurance Mathematics & Economics | 2014-04-03 | Paper |
A nonparametric approach to calculating value-at-risk
Insurance Mathematics & Economics | 2014-04-03 | Paper |
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation
ASTIN Bulletin | 2014-02-27 | Paper |
Performance measurement of pension strategies: a case study of Danish life-cycle products
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Performance measurement of pension strategies: a case study of Danish life cycle products
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Semi-Markov disability insurance models
Communications in Statistics. Theory and Methods | 2013-11-14 | Paper |
Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Quantitative Operational Risk Models | 2011-11-30 | Paper |
Multivariate density estimation using dimension reducing information and tail flattening trans\-formations
Insurance Mathematics & Economics | 2011-08-01 | Paper |
A semi-nonparametric approach to model panel count data
Communications in Statistics: Theory and Methods | 2011-06-17 | Paper |
On the link between credibility and frequency premium
Insurance Mathematics & Economics | 2010-06-08 | Paper |
A survey on models for panel count data with applications to insurance
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas | 2010-01-27 | Paper |
Multivariate Latent Risk: A Credibility Approach
ASTIN Bulletin | 2009-09-13 | Paper |
| scientific article; zbMATH DE number 5585992 (Why is no real title available?) | 2009-07-23 | Paper |
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Joint modelling of the total amount and the number of claims by conditionals
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Inverse beta transformation in kernel density estimation
Statistics & Probability Letters | 2008-09-29 | Paper |
Two-dimensional Hazard Estimation for Longevity Analysis
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Strategies for detecting fraudulent claims in the automobile insurance industry
European Journal of Operational Research | 2006-10-25 | Paper |
Kernel density estimation for heavy-tailed distributions using the champernowne transformation
Statistics | 2006-07-13 | Paper |
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
Insurance Mathematics & Economics | 2006-06-09 | Paper |
A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data
Communications in Statistics: Theory and Methods | 2005-10-17 | Paper |
| scientific article; zbMATH DE number 2148140 (Why is no real title available?) | 2005-03-21 | Paper |
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
Kernel density estimation of actuarial loss functions
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Longevity studies based on kernel hazard estimation
Insurance Mathematics & Economics | 2003-07-03 | Paper |
Approximated Perfect Values in Logistic Regression for Prediction and Outlier Detection
Communications in Statistics: Theory and Methods | 2003-04-07 | Paper |
Perfect cells, direct models and contingency table outliers
Communications in Statistics: Theory and Methods | 2000-06-13 | Paper |
Perfect value and outlier detection in logistic binary choice models
Communications in Statistics: Theory and Methods | 2000-02-17 | Paper |
Modelling different types of automobile insurance fraud behaviour in the Spanish market
Insurance Mathematics & Economics | 1999-12-14 | Paper |
