Review of statistical actuarial risk modelling

DOI10.1080/23311835.2015.1123945zbMATH Open1426.62308OpenAlexW2232834172MaRDI QIDQ4966720FDOQ4966720

Authors: Hiroshi Shiraishi 

Publication date: 27 June 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2015.1123945

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zbMATH Keywords

Gerber-Shiu functionstatistical estimationdividendruin theory

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Risk models (general) (91B05)

Cites Work

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• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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• Title not available (Why is that?)
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• Title not available (Why is that?)
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• Title not available (Why is that?)
• Some Optimal Dividends Problems
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• Optimal proportional reinsurance policies for diffusion models
• Title not available (Why is that?)
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• On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach

Cited In (8)

• Overview
• Semiparametric estimation in the optimal dividend barrier for the classical risk model
• Estimating the discounted density function of the deficit at ruin in a risk model with barrier dividend strategy
• The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model
• Insurance risk assessment in the face of climate change: integrating data science and statistics
• Statistical estimation for some dividend problems under the compound Poisson risk model
• Title not available (Why is that?)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives

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