scientific article; zbMATH DE number 5321684
From MaRDI portal
Publication:3523756
Recommendations
- Risk theory
- Non-life insurance mathematics. An introduction with the Poisson process
- Nonlife actuarial models. Theory, methods and evaluation.
- Non-life insurance mathematics. An introduction with stochastic processes.
- Nonlife Actuarial Models
- Stochastic models in actuarial risk theory. A mathematical introduction
- Risk and insurance. A graduate text
- scientific article; zbMATH DE number 5947643
- scientific article; zbMATH DE number 3926045
Cited in
(only showing first 100 items - show all)- Density and distribution evaluation for convolution of independent gamma variables
- On multiply monotone distributions, continuous or discrete, with applications
- Bayesian credibility for GLMs
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- On functional equations stemming from actuarial mathematics
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk
- A non-linear mixed model approach for excess of loss benchmark rating
- Risk aggregation based on the Poisson INAR(1) process with periodic structure
- Extension problem for principles of equivalent utility
- Collective loss reserving with two types of claims in motor third party liability insurance
- Itinerary planning with time budget for risk-averse travelers
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Survival probabilities in bivariate risk models, with application to reinsurance
- General lower bounds on convex functionals of aggregate sums
- Pricing service maintenance contracts using predictive analytics
- Fair dynamic valuation of insurance liabilities via convex hedging
- On the risk consistency and monotonicity of ruin theory
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
- Empirical risk assessment of maintenance costs under full-service contracts
- Insurance with heterogeneous preferences
- Characterization of positive homogeneity for the principle of equivalent utility
- On the randomized Schmitter problem
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
- On a Markovian game model for competitive insurance pricing
- On automatic bias reduction for extreme expectile estimation
- A continuous-time theory of reinsurance chains
- A decomposition of general premium principles into risk and deviation
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- A new R package for actuarial survival models
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency
- Fair valuation of insurance liability cash-flow streams in continuous time: theory
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
- A new proof of Cheung's characterization of comonotonicity
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination
- Copula-based Markov process
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- On separating the submajorization order into majorization and pointwise inequality
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times
- A dynamic equivalence principle for systematic longevity risk management
- On the Haezendonck-Goovaerts risk measure for extreme risks
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
- A note on weighted premium calculation principles
- Calculation of Bayes premium for conditional elliptical risks
- The uncertain premium principle based on the distortion function
- Notes on discrete compound Poisson model with applications to risk theory
- Pricing in a competitive stochastic insurance market
- Multivariate dependence among cyber risks based on \(L\)-hop propagation
- Time-consistent evaluation of credit risk with contagion
- Tight tail probability bounds for distribution-free decision making
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving
- Frequency-severity experience rating based on latent Markovian risk profiles
- A multivariate frequency-severity framework for healthcare data breaches
- Optimal capital allocation for individual risk model using a mean-variance principle
- The complexity of equilibria for risk-modeling valuations
- Global and local distance-based generalized linear models
- Anisotropic, adaptive finite elements for a thin 3D plate
- Statistical inference in financial and insurance mathematics with R
- Weak continuity of risk functionals with applications to stochastic programming
- Characterization theorems for scale invariance property of insurance premium calculation principles
- Financial and actuarial statistics. An introduction
- Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
- Non-life insurance pricing with generalized linear models
- scientific article; zbMATH DE number 5640261 (Why is no real title available?)
- scientific article; zbMATH DE number 4108145 (Why is no real title available?)
- Collective risk models with dependence uncertainty
- Iterated VaR or CTE measures: a false good idea?
- Ordered random vectors and equality in distribution
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
- Modelling mortality with actuarial applications
- An extension of spatial dependence models for estimating short-term temperature portfolio risk
- scientific article; zbMATH DE number 2115613 (Why is no real title available?)
- The bounds of premium and optimality of stop loss insurance under uncertain random environments
- Expected utility and catastrophic consumption risk
- Convex ordering for insurance preferences
- A theory for measures of tail risk
- Size-biased risk measures of compound sums
- A Bayesian approach to modeling and projecting cohort effects
- Forward mortality rates in discrete time. II: Longevity risk and hedging strategies
- Fourier-cosine method for finite-time Gerber-Shiu functions
- Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market
- The variance upper bound for a mixed random variable
- On the analysis of a discrete-time risk model with INAR(1) processes
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
- Joint optimization of transition rules and the premium scale in a bonus-malus system
- Large-loss behavior of conditional mean risk sharing
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach
- PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
- On marine liability portfolio modeling
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
- Reinsurance premium principles based on weighted loss functions
- Claim reserving using distance-based generalized linear models
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
- Optimal mean-variance reinsurance with common shock dependence
- Weather derivative risk measures for extreme events
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
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 Q3523756)