The following pages link to (Q3314809):
Displaying 50 items.
- Comment on the paper ''The impact of covariates on a bonus-malus system: an application of Taylor's model'' by Lemaire, Park \& Wang (Q303745) (← links)
- Mathematical models for insurance business optimization (Q464853) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Approximations for stop-loss premiums (Q578833) (← links)
- Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Doubly periodic non-homogeneous Poisson models for hurricane data (Q713630) (← links)
- On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model (Q722046) (← links)
- Risk analysis under progressive type II censoring with binomial claim numbers (Q732104) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- The periodic risk model with investment (Q931182) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Bivariate stopped-sum distributions using saddlepoint methods (Q947190) (← links)
- Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
- Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- Approximation and estimation of some compound distributions (Q1069255) (← links)
- Best bounds for positive distributions with fixed moments (Q1076468) (← links)
- Ruin estimates for large claims (Q1116613) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- Orderings of risks through loss ratio (Q1199963) (← links)
- Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
- On Berry-Esseen results for the compound Poisson distribution (Q1318546) (← links)
- Properties of functions of the excess of loss retention limit with applications (Q1341320) (← links)
- On the accumulated aggregate surplus of a life portfolio. (Q1413297) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Ruin estimates under interest force (Q1902621) (← links)
- Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data (Q2066785) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Stochastic optimization models of actuarial mathematics (Q2215270) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- Self-insurance of investor under repeating catastrophic risks (Q2467977) (← links)
- Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums. (Q2501336) (← links)
- Domains of attraction for exponential families. (Q2574590) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
- Over-Dispersed Age-Period-Cohort Models (Q3121564) (← links)
- Rückversicherungsverträge mit ergebnisabhängiger Prämie und ihre Bewertung mit Hilfe der Gesamtschadenverteilung (Q3685054) (← links)
- Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592) (← links)
- Asymptotic results for the risk process based on marked point processes (Q4034593) (← links)
- Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES (Q4563751) (← links)
- Ruin probabilities in multivariate risk models with periodic common shock (Q4575458) (← links)
- Regime-Switching Periodic Models For Claim Counts (Q5018748) (← links)
- Testing for Restricted Stochastic Dominance (Q5080541) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
- Generalized log-normal chain-ladder (Q5123187) (← links)
