| Publication | Date of Publication | Type |
|---|
Flexible modeling of Hurdle Conway-Maxwell-Poisson distributions with application to mining injuries
Journal of Statistical Theory and Practice | 2024-07-31 | Paper |
On hybrid tree-based methods for short-term insurance claims
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Analysis of Prescription Drug Utilization with Beta Regression Models
North American Actuarial Journal | 2022-07-20 | Paper |
Securitization of longevity risk in reverse mortgages
North American Actuarial Journal | 2022-01-19 | Paper |
Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics
ASTIN Bulletin | 2021-12-27 | Paper |
A non-convex regularization approach for stable estimation of loss development factors
Scandinavian Actuarial Journal | 2021-12-08 | Paper |
A multi-year microlevel collective risk model
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Bayesian credibility premium with GB2 copulas
Dependence Modeling | 2021-01-14 | Paper |
Data clustering with actuarial applications
North American Actuarial Journal | 2020-12-11 | Paper |
Predictive compound risk models with dependence
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Valuation of large variable annuity portfolios with rank order kriging
North American Actuarial Journal | 2020-05-04 | Paper |
Predictive analytics of insurance claims using multivariate decision trees
Dependence Modeling | 2020-01-13 | Paper |
| scientific article; zbMATH DE number 7088128 (Why is no real title available?) | 2019-08-01 | Paper |
| Metamodeling for variable annuities | 2019-07-19 | Paper |
The tail Stein's identity with applications to risk measures
North American Actuarial Journal | 2019-05-28 | Paper |
Fat-tailed regression modeling with spliced distributions
North American Actuarial Journal | 2019-05-07 | Paper |
Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
| Unlocking reserve assumptions using retrospective analysis | 2018-11-19 | Paper |
| Tail conditional variance for elliptically contoured distributions | 2018-11-02 | Paper |
A Black-Litterman asset allocation model under elliptical distributions
Quantitative Finance | 2018-09-19 | Paper |
Longitudinal modeling of insurance claim counts using jitters
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
Dependence Modeling | 2018-06-27 | Paper |
Regression modeling for the valuation of large variable annuity portfolios
North American Actuarial Journal | 2018-06-20 | Paper |
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
Dependence Modeling | 2017-12-20 | Paper |
Modeling partial Greeks of variable annuities with dependence
Insurance Mathematics & Economics | 2017-09-19 | Paper |
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
Dependence Modeling | 2016-12-20 | Paper |
Life insurance policy termination and survivorship
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Empirical investigation of insurance claim dependencies using mixture models
European Actuarial Journal | 2015-01-22 | Paper |
Multivariate negative binomial models for insurance claim counts
Insurance Mathematics & Economics | 2014-09-22 | Paper |
Hierarchical insurance claims modeling
Journal of the American Statistical Association | 2014-05-02 | Paper |
On the distortion of a copula and its margins
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Lower convex order bound approximations for sums of log-skew normal random variables
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Comments on: Inference in multivariate Archimedean copula models
Test | 2012-11-15 | Paper |
Bounds and approximations for sums of dependent log-elliptical random variables
Insurance Mathematics & Economics | 2009-06-10 | Paper |
Multivariate probit models for conditional claim-types
Insurance Mathematics & Economics | 2009-05-12 | Paper |
Analytic bounds and approximations for annuities and Asian options
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Simulating from Exchangeable Archimedean Copulas
Communications in Statistics. Simulation and Computation | 2008-01-16 | Paper |
Demand and adverse selection in a pooled annuity fund
Insurance Mathematics & Economics | 2006-10-31 | Paper |
Tail Conditional Expectations for Exponential Dispersion Models
ASTIN Bulletin | 2006-10-04 | Paper |
Claim dependence with common effects in credibility models
Insurance Mathematics & Economics | 2006-08-14 | Paper |
Understanding Relationships Using Copulas
North American Actuarial Journal | 2006-01-13 | Paper |
Tail Conditional Expectations for Elliptical Distributions
North American Actuarial Journal | 2006-01-05 | Paper |
| scientific article; zbMATH DE number 2101243 (Why is no real title available?) | 2004-09-21 | Paper |
Wang's capital allocation formula for elliptically contoured distributions.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
Bivariate analysis of survivorship and persistency
Insurance Mathematics & Economics | 2003-11-16 | Paper |
