The following pages link to ASTIN Bulletin (Q59395):
Displaying 50 items.
- PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q59396) (← links)
- A Primer on Copulas for Count Data (Q64534) (← links)
- Casualty Actuarial Society - The Negative Binomial and Poisson Distributions Compared by Leroy J. Simon (Q93330) (← links)
- The Swiss Re Exposure Curves and the MBBEFD Distribution Class (Q125236) (← links)
- THE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUES (Q143568) (← links)
- Estimation in the Pareto Distribution (Q145997) (← links)
- The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (Q2867270) (← links)
- Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081) (← links)
- Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims (Q3067082) (← links)
- Full Credibility with Generalized Linear and Mixed Models (Q3067083) (← links)
- Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited (Q3067084) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums (Q3067086) (← links)
- Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach (Q3067087) (← links)
- Estimating the Variance of Bootstrapped Risk Measures (Q3067088) (← links)
- Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← 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)
- Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance (Q3067094) (← links)
- Quasi Risk-Neutral Pricing in Insurance (Q3067096) (← links)
- Stochastic Models for Actuarial Use: The Equilibrium Modelling of Local Markets (Q3067098) (← links)
- Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056) (← links)
- Hedging in Financial Markets (Q3395496) (← links)
- Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts (Q3395497) (← links)
- Withdrawal Benefits under a Dependent Double Decrement Model (Q3395498) (← links)
- Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use (Q3395499) (← links)
- The Cox Regression Model for Claims Data m Non-Life Insurance (Q3395501) (← links)
- On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
- On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method (Q3395503) (← links)
- A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover (Q3395505) (← links)
- Allocation of Capital Between Assets and Liabilities (Q3395757) (← links)
- Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida (Q3395758) (← links)
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
- Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation (Q3395761) (← links)
- The Prediction Error of Bornhuetter/Ferguson (Q3395762) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- Multivariate Latent Risk: A Credibility Approach (Q3395766) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- On the Optimal Pricing of a Heterogeneous Portfolio (Q3395768) (← links)
- On the Applicability of the Wang Transform for Pricing Financial Risks (Q3395769) (← links)
- On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770) (← links)
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (Q3395771) (← links)
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
- Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin (Q3395773) (← links)
- Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model (Q3395774) (← links)
- Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions (Q3395776) (← links)
- The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance (Q3395777) (← links)
- Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830) (← links)
- The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (Q3569704) (← links)
- Survival Analysis on Pedigrees: A Marked Point Process Model (Q3569705) (← links)
