| Publication | Date of Publication | Type |
|---|
Collaborative and parametric insurance on the ethereum blockchain
ASTIN Bulletin | 2026-01-22 | Paper |
Approximations of copulas via transformed moments
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Basis risk management and randomly scaled uncertainty
Insurance Mathematics & Economics | 2023-02-01 | Paper |
On a Markovian game model for competitive insurance pricing
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Applying economic measures to lapse risk management with machine learning approaches
ASTIN Bulletin | 2021-12-27 | Paper |
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Scandinavian Actuarial Journal | 2021-09-13 | Paper |
Optimal prevention of large risks with two types of claims
Scandinavian Actuarial Journal | 2021-07-21 | Paper |
Health policyholder clustering using medical consumption. A useful tool for targeting prevention plans
European Actuarial Journal | 2021-01-20 | Paper |
Optimal prevention strategies in the classical risk model
Insurance Mathematics & Economics | 2020-03-20 | Paper |
Obituary: Ragnar Norberg (1945--2017)
European Actuarial Journal | 2019-09-03 | Paper |
Partially Schur-constant models
Journal of Multivariate Analysis | 2019-07-02 | Paper |
Estimating the parameters of a seasonal Markov-modulated Poisson process
Statistical Methodology | 2019-03-13 | Paper |
Markov property in discrete Schur-constant models
Methodology and Computing in Applied Probability | 2018-11-08 | Paper |
Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
European Actuarial Journal | 2018-04-03 | Paper |
Do actuaries believe in longevity deceleration?
Insurance Mathematics & Economics | 2018-02-15 | Paper |
On finite exchangeable sequences and their dependence
Journal of Multivariate Analysis | 2017-11-09 | Paper |
Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes
The Annals of Applied Probability | 2017-11-07 | Paper |
Basis risk modelling: a cointegration-based approach
Statistics | 2017-07-14 | Paper |
Old-age provision: past, present, future
European Actuarial Journal | 2017-06-06 | Paper |
Polynomial approximations for bivariate aggregate claims amount probability distributions
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
Measuring mortality heterogeneity with multi-state models and interval-censored data
Insurance Mathematics & Economics | 2017-01-31 | Paper |
Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions
Insurance Mathematics & Economics | 2016-10-06 | Paper |
Some mixing properties of conditionally independent processes
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
A survey of some recent results on risk theory
ESAIM: Proceedings | 2015-11-17 | Paper |
Discrete Schur-constant models
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Competition among non-life insurers under solvency constraints: a game-theoretic approach
European Journal of Operational Research | 2015-07-29 | Paper |
Phase-type aging modeling for health dependent costs
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Ruin Problems with Worsening Risks or with Infinite Mean Claims
Stochastic Models | 2015-03-20 | Paper |
Estimation of the parameters of a Markov-modulated loss process in insurance
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
Journal of Mathematical Analysis and Applications | 2014-11-19 | Paper |
Properties of a risk measure derived from the expected area in red
Insurance Mathematics & Economics | 2014-09-22 | Paper |
On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
Insurance Mathematics & Economics | 2014-06-23 | Paper |
On finite-time ruin probabilities with reinsurance cycles influenced by large claims
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Understanding, modelling and managing longevity risk: key issues and main challenges
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
On multiply monotone distributions, continuous or discrete, with applications
Journal of Applied Probability | 2013-10-17 | Paper |
On multiply monotone distributions, continuous or discrete, with applications
Journal of Applied Probability | 2013-09-01 | Paper |
Stationary-excess operator and convex stochastic orders
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
European Actuarial Journal | 2011-08-25 | Paper |
From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
European Journal of Operational Research | 2011-08-10 | Paper |
Explicit ruin formulas for models with dependence among risks
Insurance Mathematics & Economics | 2011-08-01 | Paper |
| On the moments of aggregate discounted claims with dependence introduced by a FGM copula | 2011-06-15 | Paper |
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
Journal of Mathematical Analysis and Applications | 2010-05-10 | Paper |
Finite-time ruin probabilities for discrete, possibly dependent, claim severities
Methodology and Computing in Applied Probability | 2009-08-31 | Paper |
Sensitivity analysis and density estimation for finite-time ruin probabilities
Journal of Computational and Applied Mathematics | 2009-06-25 | Paper |
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
Insurance Mathematics & Economics | 2009-01-16 | Paper |
The win-first probability under interest force
Insurance Mathematics & Economics | 2006-03-08 | Paper |
Differentiation of some functionals of risk processes, and optimal reserve allocation
Journal of Applied Probability | 2005-10-18 | Paper |
Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
Insurance Mathematics & Economics | 2005-01-13 | Paper |
