Loss models. From data to decisions
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Publication:4629295
DOI10.1002/9780470391341zbMATH Open1409.62001OpenAlexW4236965869MaRDI QIDQ4629295FDOQ4629295
Authors: Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot 
Publication date: 21 March 2019
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9780470391341
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- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
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- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- Current Actuarial Modeling Practice and Related Issues and Questions
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- Introduction to Actuarial Modeling
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- Remarks on a generalized inverse Gaussian type integral with applications
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Bayesian modelling of health insurance losses
- Tail Moments of Compound Distributions
- Conformal Prediction Credibility Intervals
- Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
- Robust estimation of loss models for lognormal insurance payment severity data
- Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
- Premium rating without losses
- Delta operators, power series distributions and recursions for compound sums
- Loss Models
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation
- Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
- Enhancing an insurer's expected value by reinsurance and external financing
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
- Credibility theory based on winsorizing
- Beyond the lognormal distribution with properties and applications
- On copula-based collective risk models: from elliptical copulas to vine copulas
- BERT-based NLP techniques for classification and severity modeling in basic warranty data study
- Frequency-severity experience rating based on latent Markovian risk profiles
- Nonparametric density estimation and risk quantification from tabulated sample moments
- On excess-of-loss reinsurance
- Generic framework for a coherent integration of experience and exposure rating in reinsurance
- Nonlife Actuarial Models
- The Poisson-stopped Hurwitz–Lerch zeta distribution
- A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
- The first exit time of fractional Brownian motion with a drift from a parabolic domain
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
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