scientific article; zbMATH DE number 2122817

From MaRDI portal
Publication:4833240

zbMath1114.62112MaRDI QIDQ4833240

No author found.

Publication date: 14 December 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (52)

Insurance choice under third degree stochastic dominanceBi-seasonal discrete time risk modelA general optimal approach to Bühlmann credibility theoryRisk measures, distortion parameters, and their empirical estimationA Lundberg-type inequality for an inhomogeneous renewal risk modelHedging pure endowments with mortality derivativesAn application of two-stage quantile regression to insurance ratemakingPOTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETSOptimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda conditionCalculating insurance claim reserves with fuzzy regressionContinuous SSB representation of preferencesOptimal insurance design in the presence of exclusion clausesEnhancing an insurer's expected value by reinsurance and external financingRisk model based on the first-order integer-valued moving average process with compound Poisson distributed innovationsOptimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA UtilityOn a family of risk measures based on proportional hazards models and tail probabilitiesEntropy programming modeling of IBNR claims reservesStrategies for detecting fraudulent claims in the automobile insurance industryConditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claimsWelfare maximizing contest success functions when the planner cannot commitOptimal reinsurance with general premium principlesPricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structureOptimal reinsurance subject to Vajda conditionBehavioral optimal insuranceMinimization of the root of a quadratic functional under an affine equality constraintA new special function and its application in probabilityA dynamic pricing game for general insurance marketRecursions for multivariate compound phase variablesWeighted premium calculation principlesMinimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio managementPricing of Reinsurance Contracts in the Presence of Catastrophe BondsComparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distributionPareto-optimal reinsurance revisited: a two-stage optimisation procedure approachSystems simulation analysis and optimization of insurance businessWeighted risk capital allocationsValuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward processVariability of total claim amounts under dependence between claims severity and number of eventsRisk processes with shot noise Cox claim number process and reserve dependent premium rateGeneralized estimating equations for variance and covariance parameters in regression credibility modelsContinuous-time optimal reinsurance strategy with nontrivial curved structuresMultivariate reinsurance designs for minimizing an insurer's capital requirementClaims reserving: A correlated Bayesian modelOptimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk MeasuresA Bowley solution with limited ceded risk for a monopolistic reinsurerA new approach to capture heterogeneity in groundwater problem: An illustration with an Earth equationProportional Hazard Estimation Adjusted by Continuous CredibilityTruncated Stop Loss as Optimal Reinsurance Agreement in One-period ModelsSharing Risk – An Economic PerspectiveBayesian prediction with an asymmetric criterion in a nonparametric model of insurance riskAn overview on the history of actuarial calculus in Portugal until the late 19th centuryPrediction Error of the Multivariate Chain Ladder Reserving MethodCompetition among non-life insurers under solvency constraints: a game-theoretic approach







This page was built for publication: