Robust Actuarial Risk Analysis
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Publication:5742897
DOI10.1080/10920277.2018.1504686zbMATH Open1411.91266OpenAlexW2911500812WikidataQ128441329 ScholiaQ128441329MaRDI QIDQ5742897FDOQ5742897
Authors: Henry Lam, Zhongyi Yuan, Jose Blanchet, Qihe Tang 
Publication date: 8 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2018.1504686
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Cited In (13)
- Bayesian approach to measuring parameter and model risk in loss ratio estimation
- Risk analysis model based on a probabilistic neural network in an underwriting area
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox
- Worst-case moments under partial ambiguity
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
- Model Uncertainty and Correctability for Directed Graphical Models
- Estimators of contingent probabilities and means with actuarial applications
- Robust risk management
- Incorporating model uncertainty into optimal insurance contract design
- Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
- Risk analysis with R language
- Special feature: risk and statistics in actuarial science
- Myopic robust index tracking with Bregman divergence
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