The following pages link to (Q2915817):
Displayed 50 items.
- On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
- Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
- On the fractional probabilistic Taylor's and mean value theorems (Q309301) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- An optimal co-reinsurance strategy (Q343986) (← links)
- An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
- Sharp bounds for exponential approximations of NWUE distributions (Q1617324) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Extreme value modelling of water-related insurance claims (Q1647607) (← links)
- Hazard rate estimation for left truncated and right censored data (Q1656867) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Mortality models and longevity risk for small populations (Q1697265) (← links)
- Extension and application of credibility models in predicting claim frequency (Q1721199) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- Monte Carlo estimation of the density of the sum of dependent random variables (Q1997555) (← links)
- A generalization of the power law distribution with nonlinear exponent (Q2004802) (← links)
- A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- An insurance risk process with a generalized income process: a solvency analysis (Q2034160) (← links)
- The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Type-II generalized crack distribution with application to heavy-tailed data modeling (Q2081724) (← links)
- Modeling right-skewed heavy-tail right-censored survival data with application to HIV viral load (Q2089376) (← links)
- A new mixed negative binomial Kumaraswamy-Lindley distribution and its application (Q2121877) (← links)
- On the partial-geometric distribution: properties and applications (Q2121881) (← links)
- Zero truncated negative binomial weighted Weibull distribution and its application (Q2121904) (← links)
- Calibrate, emulate, sample (Q2123875) (← links)
- What can we learn from telematics car driving data: a survey (Q2138624) (← links)
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- A family of induced distributions (Q2157410) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- New copulas based on general partitions-of-unity. III: The continuous case (Q2178937) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
- Progressively censored reliability sampling plans based on mean product lifetime (Q2188753) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
- Discrete generalized odd Lindley-Weibull distribution with applications (Q2206691) (← links)
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models (Q2212142) (← links)