Pages that link to "Item:Q2568005"
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The following pages link to A course in credibility theory and its applications (Q2568005):
Displayed 50 items.
- A credibility approach of the Makeham mortality law (Q303726) (← links)
- Prediction error for credible claims reserves: an \(h\)-likelihood approach (Q487577) (← links)
- The credibility premiums for exponential principle (Q644653) (← links)
- The credibility models with equal correlation risks (Q646738) (← links)
- A new approach to the credibility formula (Q659232) (← links)
- Paid-incurred chain claims reserving method (Q659269) (← links)
- A fuzzy adaptive network approach to parameter estimation in cases where independent variables come from an exponential distribution (Q732097) (← links)
- Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
- Optimal credibility estimation of random parameters in hierarchical random effect linear model (Q905144) (← links)
- On the consistency of credibility premiums regarding Esscher principle (Q939340) (← links)
- Prediction error in the chain ladder method (Q939374) (← links)
- The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
- Modeling accounting year dependence in runoff triangles (Q1936468) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective (Q2276207) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Claims reserving in the hierarchical generalized linear model framework (Q2442541) (← links)
- Quantile credibility models (Q2443227) (← links)
- A maximum-entropy approach to the linear credibility formula (Q2444724) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- Credibility models with dependence structure over risks and time horizon (Q2514661) (← links)
- Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application (Q2786266) (← links)
- Claim Dependence Induced by Common Effects in Hierarchical Credibility Models (Q2862318) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- The Credibility Estimator with General Dependence Structure Over Risks (Q3015902) (← links)
- Assessing Individual Unexplained Variation in Non-Life Insurance (Q3067091) (← links)
- Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (Q3067093) (← links)
- Combining generalized linear models and credibility models in practice (Q3077723) (← links)
- Conditional Tail Moments of the Exponential Family and Its Related Distributions (Q3088974) (← links)
- Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method (Q3088975) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model (Q3184501) (← links)
- Multivariate Latent Risk: A Credibility Approach (Q3395766) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- On Bayesian Mixture Credibility (Q3632855) (← links)
- Exact Credibility and Tweedie Models (Q3632863) (← links)
- Credibility for the Chain Ladder Reserving Method (Q3634592) (← links)
- Interaction Terms in Distance-Based Regression (Q3652683) (← links)
- Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family (Q3653504) (← links)
- On Parameter Estimation in Hierarchical Credibility (Q3653508) (← links)
- Evolutionary Credibility Theory (Q5168695) (← links)
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle (Q5299087) (← links)
- PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING (Q5398339) (← links)
- A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION (Q5398341) (← links)
- Portfolio size as function of the premium: modelling and optimization (Q5410796) (← links)
- The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (Q5505900) (← links)
- Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models (Q5505903) (← links)
- On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908) (← links)