scientific article; zbMATH DE number 1128584
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- Fitting mixed-effects models when data are left truncated
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- Comparing approximations for risk measures of sums of nonindependent lognormal random variables
- On two dependent individual risk models.
- Actuarial Modeling with MCMC and BUGs
- Modelling catastrophe claims with left-truncated severity distributions
- Generalized estimating equations for variance and covariance parameters in regression credibility models
- Extended truncated Inverse Gaussian–Poisson model
- A Note on the Myers and Read Capital Allocation Formula
- Estimation of the location and the scale parameters of Burr Type XII distribution
- On robustness in risk theory
- Multinomial model for random sums
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
- Application of Coherent Risk Measures to Capital Requirements in Insurance
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- Implementing loss distribution approach for operational risk
- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
- On counting distributions related to the Delaporte distribution
- On a family of coherent measures of variability
- Testing hypotheses about the equality of several risk measure values with applications in insurance
- Fitting bivariate cumulative returns with copulas
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- A solution to the ruin problem for Pareto distributions.
- Fractional discrete processes: compound and mixed Poisson representations
- Modelling claim number using a new mixture model: negative binomial gamma distribution
- On \(k\)-th record times, record values and their moments
- On the compound \(\alpha (t)\)-modified Poisson distribution
- Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
- The Esscher premium principle in risk theory: A Bayesian sensitivity study
- The asymptotic behavior of a Brownian motion with a drift from a random domain
- On the transient analysis of the \(M^X/M/\infty\) queue
- Impact of dependence among multiple claims in a single loss
- Robust Bayesian bonus-malus premiums under the conditional specification model
- PREMIUM FORECASTING OF AN INSURANCE COMPANY: AUTOMOBILE INSURANCE
- A longitudinal data analysis interpretation of credibility models
- Some asymptotic formulas for a Brownian motion from the maximum and minimum complicated domains
- Efficient and Robust Fitting of Lognormal Distributions
- Multivariate Credibility for Aggregate Loss Models
- A study of Bayesian local robustness with applications in actuarial statistics
- Claim dependence with common effects in credibility models
- Contaminated Exponential Dispersion Loss Models
- A family of variability measures based on the cumulative residual entropy and distortion functions
- Modeling actuarial data with a composite lognormal-Pareto model
- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- A general class of trimodal distributions: properties and inference
- Reliability aspects of discrete equilibrium distributions
- Optimal Dividends
- Modelling losses using an exponential-inverse Gaussian distribution
- Local multiplicative bias correction for asymmetric kernel density estimators
- NONLIFE INSURANCE PRICING: STATISTICAL MECHANICS VIEWPOINT
- Ruin theory in a financial corporation model with credit risk.
- Second-order minimax estimation of the mean value for exponential dispersion models
- Regression Models for Bivariate Loss Data
- The minimum density power divergence estimation for the lognormal density
- General quadratic distance methods for discrete distributions definable recursively.
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk
- Remarks on characterizations of Malinowska and Szynal
- Deficit distributions at ruin in a regime-switching Sparre Andersen model
- Banach contraction principle and ruin probabilities in regime-switching models
- Two-sided distributions with applications in insurance loss modeling
- Credibility for severity revisited
- Kernel density estimation of actuarial loss functions
- Discrete half-logistic distributions with applications in reliability and risk analysis
- A bivariate model of claim frequencies and severities
- Sequential credibility evaluation for symmetric location claim distributions
- Stochastic bounds on sums of dependent risks
- On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov's counting distribution
- Modeling Catastrophes and their Impact on Insurance Portfolios
- Multivariate Tweedie lifetimes: the impact of dependence
- Systems of frequency distributions for water and environmental engineering
- From Brownian motion to operational risk: statistical physics and financial markets
- A bimodal gamma distribution: properties, regression model and applications
- On characterization of certain distributions of \(k\)th lower (upper) record values
- Evaluating ruin probabilities: a streamlined approach
- Equity and Credibility
- Ruin Probabilities in the Compound Markov Binomial Model
- Exponential dispersion models for overdispersed zero-inflated count data
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance
- Robust confidence bounds for the mean of some count data models
- The beta Burr III model for lifetime data
- On Stochastic Approximation and Credibility
- Aging and other distributional properties of discrete compound geometric distributions
- Semi-parametric specification tests for mixing distributions
- Credibility Theory
- On formulae for central moments of counting distributions
- The discrete-time risk model with correlated classes of business
- Loss models. From data to decisions
- A new discrete distribution with actuarial applications
- Loss Models
- Deriving robust Bayesian premiums under bands of prior distributions with applications
- Subjective risk measures: Bayesian predictive scenarios analysis
- Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model
- Another extended Burr III model: some properties and applications
- Recursive evaluation of aggregate claims distributions.
- “Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998
- Sharp approximations of ruin probabilities in the discrete time models
- Fisher information matrix for the Feller-Pareto distribution
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