| Publication | Date of Publication | Type |
|---|
In Memoriam: Ken Seng Tan and His Contributions to Actuarial Science, Finance, and Agricultural Insurance North American Actuarial Journal | 2023-08-01 | Paper |
Pricing weather derivatives using the indifference pricing approach North American Actuarial Journal | 2022-02-11 | Paper |
Assessing consumer fraud risk in insurance claims: an unsupervised learning technique using discrete and continuous predictor variables North American Actuarial Journal | 2022-02-11 | Paper |
Modeling stochastic mortality for joint lives through subordinators Insurance Mathematics \& Economics | 2020-11-19 | Paper |
Empirical evidence on the use of credit scoring for predicting insurance losses with psycho-social and biochemical explanations North American Actuarial Journal | 2019-05-28 | Paper |
Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform North American Actuarial Journal | 2019-05-15 | Paper |
A new defined benefit pension risk measurement methodology Insurance Mathematics \& Economics | 2015-08-20 | Paper |
Modeling and forecasting mortality rates Insurance Mathematics \& Economics | 2014-04-03 | Paper |
The unimodal maximum entropy density Economics Letters | 2013-10-24 | Paper |
Genetic Testing, Insurance Economics, and Societal Responsibility North American Actuarial Journal | 2006-01-13 | Paper |
Alternative statistical regression studies of the effects of Joint and Service Specific advertising on military recruitment The Journal of the Operational Research Society | 2005-04-04 | Paper |
scientific article; zbMATH DE number 2062317 (Why is no real title available?) | 2004-03-25 | Paper |
Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property -- liability insurance companies. European Journal of Operational Research | 2004-02-02 | Paper |
A new stochastically flexible event methodology with application to proposition 103 Insurance Mathematics \& Economics | 2000-09-06 | Paper |
Identification of Pareto-efficient facets in data envelopment analysis European Journal of Operational Research | 1999-09-16 | Paper |
Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances European Journal of Operational Research | 1999-02-22 | Paper |
Construction of all DEA efficient surfaces of the production possibility set under the Generalized Data Development Analysis model European Journal of Operational Research | 1999-02-22 | Paper |
Information theory as a unifying statistical approach for use in marketing research European Journal of Operational Research | 1998-11-05 | Paper |
scientific article; zbMATH DE number 1149853 (Why is no real title available?) | 1998-11-05 | Paper |
A case study in applying neural networks to predicting insolvency for property and casualty insurers The Journal of the Operational Research Society | 1998-09-20 | Paper |
DEA evaluations of the efficiency of organizational forms and distribution systems in the US property and liability insurance industry International Journal of Systems Science. Principles and Applications of Systems and Integration | 1998-01-01 | Paper |
Using Rank Statistics for Determining Programmatic Efficiency Differences in Data Envelopment Analysis Management Science | 1997-11-12 | Paper |
A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units Annals of Operations Research | 1997-06-10 | Paper |
Statistical tests of stochastic process models used in the financial theory of insurance companies Insurance Mathematics \& Economics | 1996-09-03 | Paper |
Corporate spin-offs as a value enhancing technique when faced with legal liability Insurance Mathematics \& Economics | 1995-11-22 | Paper |
Information-theoretic approach to unimodal density estimation IEEE Transactions on Information Theory | 1995-09-11 | Paper |
Information theoretic multivariate graduation Scandinavian Actuarial Journal | 1993-05-16 | Paper |
Risk, Return, Skewness and Preference Management Science | 1993-01-16 | Paper |
Information Theoretic Approach to Geometric Programming Mathematics of Operations Research | 1992-06-28 | Paper |
Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series | 1988-01-01 | Paper |
Variance bounds using a theorem of Polya Statistics \& Probability Letters | 1988-01-01 | Paper |
A Class of Utility Functions Containing all the Common Utility Functions Management Science | 1987-01-01 | Paper |
Quadratically Constrained Information Theoretic Analysis SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
The effect of alternative scoring methods on the analysis of rank order categorical data The Journal of Mathematical Sociology | 1987-01-01 | Paper |
Computation of minimum cross entropy spectral estimates: An unconstrained dual convex programming method IEEE Transactions on Information Theory | 1986-01-01 | Paper |
Information theoretical mortality table graduation Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Insurance calculations using incomplete information Scandinavian Actuarial Journal | 1985-01-01 | Paper |
Probability bounds on downtimes Naval Research Logistics Quarterly | 1985-01-01 | Paper |
The likelihood ratio detector for non-Gaussian infinitely divisible, and linear stochastic processes The Annals of Statistics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3884084 (Why is no real title available?) | 1984-01-01 | Paper |
On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models Insurance Mathematics \& Economics | 1984-01-01 | Paper |
General bivariate Makeham laws Scandinavian Actuarial Journal | 1984-01-01 | Paper |
Technical Note—When Does the βth Percentile Residual Life Function Determine the Distribution? Operations Research | 1983-01-01 | Paper |
Identifiability for dependent multiple decrement/competing risk models Scandinavian Actuarial Journal | 1983-01-01 | Paper |
On the unimodality of high convolutions The Annals of Probability | 1982-01-01 | Paper |
Variational sums and generalized linear processes Stochastics | 1982-01-01 | Paper |
A note on the numerical assignment of scores to ranked categorical data The Journal of Mathematical Sociology | 1981-01-01 | Paper |
M.D.I. estimation via unconstrained convex programming Communications in Statistics. Simulation and Computation | 1980-01-01 | Paper |
Zeros of the densities of infinitely divisible measures The Annals of Probability | 1980-01-01 | Paper |
The distribution of the likelihood ratio for additive processes Journal of Multivariate Analysis | 1978-01-01 | Paper |
The effect of random scale changes on limits of infinitesimal systems International Journal of Mathematics and Mathematical Sciences | 1978-01-01 | Paper |
Supports of infinitely divisible measures on Hilbert space The Annals of Probability | 1977-01-01 | Paper |
A conditional dichotomy theorem for stochastic processes with independent increments Journal of Multivariate Analysis | 1977-01-01 | Paper |
Variational sums of infinitesimal systems Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3637111 (Why is no real title available?) | 1977-01-01 | Paper |
Admissible transformations of measures Semigroup Forum | 1976-01-01 | Paper |