scientific article; zbMATH DE number 3844884
From MaRDI portal
Publication:3314809
zbMATH Open0532.62081MaRDI QIDQ3314809FDOQ3314809
Authors: R. E. Beard, Teivo Pentikäinen, Erkki Pesonen 
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
risk theorypractical applicationsruin theorycompound Poisson processsolvencybusiness planningreserve techniques
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Operations research and management science (90B99)
Cited In (63)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- Comparison of approximations for compound Poisson processes
- Risk theory of the second and third kind
- Application of Risk Theory to Interpretation of Stochastic Cash-Flow-Testing Results
- Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg
- Title not available (Why is that?)
- Peer-to-peer risk sharing with an application to flood risk pooling
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
- On the accumulated aggregate surplus of a life portfolio.
- Estimation of ruin probabilities by means of hazard rates
- CED model for asset returns and fractal market hypothesis
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions
- Best bounds for positive distributions with fixed moments
- Stochastic optimization models of actuarial mathematics
- Regime-Switching Periodic Models For Claim Counts
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- Testing for restricted stochastic dominance
- Tails of random sums of a heavy-tailed number of light-tailed terms
- Maximization of the survival probability by franchise and deductible amounts in the classical risk model
- Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
- Ruin estimates for large claims
- Title not available (Why is that?)
- Modeling General Practitioners’ Total Drug Costs through GAMLSS and Collective Risk Models
- Risk analysis under progressive type II censoring with binomial claim numbers
- On Berry-Esseen results for the compound Poisson distribution
- Conjugate processes and the simulation of ruin problems
- On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model
- Self-insurance of investor under repeating catastrophic risks
- Comment on the paper The impact of covariates on a bonus-malus system: an application of Taylor's model by Lemaire, Park \& Wang
- Rückversicherungsverträge mit ergebnisabhängiger Prämie und ihre Bewertung mit Hilfe der Gesamtschadenverteilung
- Limit theorems for mixed max-sum processes with renewal stopping
- Approximation and estimation of some compound distributions
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts
- Approximations for stop-loss premiums
- Generalized log-normal chain-ladder
- Mathematical models for insurance business optimization
- Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
- Semi-parametric specification tests for mixing distributions
- Economic risk capital allocation from top down
- A risk model with renewal shot-noise Cox process
- On approximations of value at risk and expected shortfall involving kurtosis
- Doubly periodic non-homogeneous Poisson models for hurricane data
- Domains of attraction for exponential families.
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
- Over-Dispersed Age-Period-Cohort Models
- A bootstrap procedure for estimating the adjustment coefficients
- Properties of functions of the excess of loss retention limit with applications
- Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.
- Ruin estimates under interest force
- Catastrophe risk management with counterparty risk using alternative instruments
- Orderings of risks through loss ratio
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process
- Title not available (Why is that?)
- Asymptotic results for the risk process based on marked point processes
- On measuring and profiling catastrophic risks
- Risk theory and reinsurance. Translated from the French by Urmie Ray
- Decompounding: an estimation problem for Poisson random sums.
- The periodic risk model with investment
- Moments of renewal shot-noise processes and their applications
- Bivariate stopped-sum distributions using saddlepoint methods
- Ruin probabilities in multivariate risk models with periodic common shock
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3314809)
