Loss Models

DOI10.1002/9781118787106zbMath1273.62008OpenAlexW4255632986MaRDI QIDQ5891162

Gordon E. Willmot, Harry H. Panjer, Stuart Klugman

Publication date: 12 September 2013

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9781118787106

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (23)

Finite-time ruin probabilities using bivariate Laguerre series ⋮ Remarks on a generalized inverse Gaussian type integral with applications ⋮ A marked Cox model for the number of IBNR claims: theory ⋮ FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM ⋮ Multivariate mixtures of Erlangs for density estimation under censoring ⋮ Lévy insurance risk process with Poissonian taxation ⋮ Introducing the non-homogeneous compound-birth process ⋮ Analysis of IBNR claims in renewal insurance models ⋮ A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process ⋮ Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions ⋮ On a risk model with claim investigation ⋮ A note on order statistics in the mixed Erlang case ⋮ On the analysis of ruin-related quantities in the delayed renewal risk model ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ Risk aggregation based on the Poisson INAR(1) process with periodic structure ⋮ On ruin probability and aggregate claim representations for Pareto claim size distributions ⋮ Fat-Tailed Regression Modeling with Spliced Distributions ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Stochastic comparisons of component and system redundancies with dependent components ⋮ On the analysis of time dependent claims in a class of birth process claim count models ⋮ Notes on discrete compound Poisson model with applications to risk theory ⋮ A cyclic approach on classical ruin model ⋮ On a partial integrodifferential equation of Seal's type

This page was built for publication: Loss Models