The following pages link to Scandinavian Actuarial Journal (Q59393):
Displaying 50 items.
- Phase-type mixture-of-experts regression for loss severities (Q59394) (← links)
- Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio (Q63951) (← links)
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods (Q66485) (← links)
- Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link (Q78765) (← links)
- On the relationship between classical chain ladder and granular reserving (Q85141) (← links)
- A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q149399) (← links)
- Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance (Q2703232) (← links)
- Bivariate Survival Models for Coupled Lives (Q2703233) (← links)
- Insurance Considering a New Stochastic Model for the Discount Factor (Q2703234) (← links)
- Two-Sided Bounds for the Finite Time Probability of Ruin (Q2703235) (← links)
- On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236) (← links)
- Measuring and Modelling Technical Risks in Non-Life Insurance (Q2703239) (← links)
- Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
- Continuity Estimates for Ruin Probabilities (Q2739852) (← links)
- Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions (Q2739853) (← links)
- Optimal Proportional Reinsurance Policies in a Dynamic Setting (Q2739854) (← links)
- On the St. Petersburg Paradox (Q2739855) (← links)
- Mortality Among the Elderly in Sweden 1988–1997 (Q2739857) (← links)
- Equity and Credibility (Q2739858) (← links)
- Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases (Q2739859) (← links)
- Ruin Problems for Phase-Type(2) Risk Processes (Q2739860) (← links)
- Knowledge Elicitation of Gompertz' Law of Mortality (Q2739862) (← links)
- Likelihood Methods for Combining Tables of Data (Q2743858) (← links)
- Recursive Moments of Compound Renewal Sums with Discounted Claims (Q2759548) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- On Bonus and Bonus Prognoses in Life Insurance (Q2759550) (← links)
- On the Probability of (Non-) Ruin in Infinite Time (Q2759551) (← links)
- Can Losses Caused by Wind Storms be Predicted from Meteorological Observations? (Q2759552) (← links)
- Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations (Q2759554) (← links)
- Future building water loss projections posed by climate change (Q2866273) (← links)
- Diagonal effects in claims reserving (Q2866276) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
- On a multi-threshold compound Poisson surplus process with interest (Q2866279) (← links)
- Extending the Lee–Carter model: a three-way decomposition (Q2866280) (← links)
- The proper distribution function of the deficit in the delayed renewal risk model (Q2866281) (← links)
- Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
- Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
- Composite Lognormal–Pareto model with random threshold (Q2866284) (← links)
- Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286) (← links)
- Prediction of outstanding payments in a Poisson cluster model (Q2866287) (← links)
- The genetics of breast and ovarian cancer IV: a model of breast cancer progression (Q2866289) (← links)
- The genetics of breast and ovarian cancer V: application to income protection insurance (Q2866290) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Stochastic projection for large individual losses (Q2866295) (← links)
- Joint moments of discounted compound renewal sums (Q2866296) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- An extension of the Whittaker–Henderson method of graduation (Q2866299) (← links)
- An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums (Q2866300) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
