scientific article; zbMATH DE number 1128584
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- General quadratic distance methods for discrete distributions definable recursively.
- Recursive evaluation of aggregate claims distributions.
- A solution to the ruin problem for Pareto distributions.
- A discrete-time risk model with interaction between classes of business.
- Ruin theory in a financial corporation model with credit risk.
- On asymptotic optimality in empirical Bayes credibility.
- Kernel density estimation of actuarial loss functions
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- The discrete-time risk model with correlated classes of business
- Impact of dependence among multiple claims in a single loss
- Deficit distributions at ruin in a regime-switching Sparre Andersen model
- Banach contraction principle and ruin probabilities in regime-switching models
- A useful extension of the Burr III distribution
- From Brownian motion to operational risk: statistical physics and financial markets
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- Modelling losses using an exponential-inverse Gaussian distribution
- Stochastic bounds on sums of dependent risks
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- The Esscher premium principle in risk theory: A Bayesian sensitivity study
- Systems of frequency distributions for water and environmental engineering
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- On a family of coherent measures of variability
- A new discrete distribution with actuarial applications
- An exponentiated geometric distribution
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- On \(k\)-th record times, record values and their moments
- Modelling catastrophe claims with left-truncated severity distributions
- On the deficit distribution when ruin occurs -- discrete time model
- Testing hypotheses about the equality of several risk measure values with applications in insurance
- Claim dependence with common effects in credibility models
- Generalized estimating equations for variance and covariance parameters in regression credibility models
- Recursions for compound phase distributions
- Joint probability generating function for a vector of arbitrary indicator variables
- Equity and Credibility
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- Some asymptotic formulas for a Brownian motion from the maximum and minimum complicated domains
- Sharp approximations of ruin probabilities in the discrete time models
- Local multiplicative bias correction for asymmetric kernel density estimators
- The asymptotic behavior of a Brownian motion with a drift from a random domain
- Reliability aspects of discrete equilibrium distributions
- Remarks on characterizations of Malinowska and Szynal
- Comparing approximations for risk measures of sums of nonindependent lognormal random variables
- NONLIFE INSURANCE PRICING: STATISTICAL MECHANICS VIEWPOINT
- Implementing loss distribution approach for operational risk
- A bivariate model of claim frequencies and severities
- Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk
- On Stochastic Approximation and Credibility
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance
- On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov's counting distribution
- Multivariate Tweedie lifetimes: the impact of dependence
- Bayesian estimators of the lognormal-Pareto composite distribution
- Loss models. From data to decisions
- Deriving robust Bayesian premiums under bands of prior distributions with applications
- The beta Burr III model for lifetime data
- Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
- Information Matrix for Pareto(IV), Burr, and Related Distributions
- On moments of \(k\)-th record values from the linear exponential distribution
- Extended truncated Inverse Gaussian–Poisson model
- Credibility for severity revisited
- Evaluating ruin probabilities: a streamlined approach
- A bimodal gamma distribution: properties, regression model and applications
- A study of Bayesian local robustness with applications in actuarial statistics
- The minimum density power divergence estimation for the lognormal density
- Another extended Burr III model: some properties and applications
- Modelling claim number using a new mixture model: negative binomial gamma distribution
- On counting distributions related to the Delaporte distribution
- On formulae for central moments of counting distributions
- Fractional discrete processes: compound and mixed Poisson representations
- Robust confidence bounds for the mean of some count data models
- Modeling actuarial data with a composite lognormal-Pareto model
- Ruin Probabilities in the Compound Markov Binomial Model
- PREMIUM FORECASTING OF AN INSURANCE COMPANY: AUTOMOBILE INSURANCE
- Regression Models for Bivariate Loss Data
- Efficient and Robust Fitting of Lognormal Distributions
- Multivariate Credibility for Aggregate Loss Models
- Contaminated Exponential Dispersion Loss Models
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- Modeling Catastrophes and their Impact on Insurance Portfolios
- Empirical Estimation of Risk Measures and Related Quantities
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
- Optimal Dividends
- A Note on the Myers and Read Capital Allocation Formula
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- Credibility Using Copulas
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
- Actuarial Modeling with MCMC and BUGs
- “Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998
- Credibility Theory
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Estimation of the location and the scale parameters of Burr Type XII distribution
- Loss models. Further topics
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