Statistical and probabilistic methods in actuarial science.
actuarial scienceBayesian statisticsclaims reservingcredibility theorydecision-makingfinancegame theorygeneralized linear modelsinsuranceloss distributionsno claim discounting in motor insurancepricing with run-off trianglesrisk theoryruin theory
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory for games (91A35) Actuarial mathematics (91G05)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion
- Stochastic risk modeling and statistical methods. An application-oriented textbook for actuaries
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- Risk diversifying treaty between two companies with only one in insurance business
- Stochastic claims reserving methods in insurance
- Characterization theorems for scale invariance property of insurance premium calculation principles
- Financial and actuarial statistics. An introduction
- Exact risk evaluation of the two-stage estimation of the gamma scale parameter under bounded risk constraint
- scientific article; zbMATH DE number 3844883 (Why is no real title available?)
- scientific article; zbMATH DE number 4111779 (Why is no real title available?)
- Financial and Actuarial Statistics
- Statistical methods with applications to demography and life insurance
- Collective effect of thermal plumes on temperature fluctuations in a closed Rayleigh-Bénard convection cell
- Fiducial inference for gamma distributions: two-sample problems
- Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution
- Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
- A statistical basis for claims experience monitoring
- Regression modeling with actuarial and financial applications.
- Effective statistical learning methods for actuaries I. GLMs and extensions
- Efficient and accurate parallel inversion of the gamma distribution
- Density approximations and VaR computation for compound Poisson-lognormal distributions
- Claims reserving in general insurance
- Managing the invisible: identifying value-maximizing combinations of risk and capital
- Nonlife actuarial models. Theory, methods and evaluation.
- Applications of Statistics in the Field of General Insurance: An Overview
- Beyond the lognormal distribution with properties and applications
- Statistical foundations of actuarial learning and its applications
- Motor insurance claim modelling with factor collapsing and Bayesian model averaging
- Comparisons of coherent systems with active redundancy and component lifetimes following the proportional odds model
- Integro-differential equations linked to compound birth processes with infinitely divisible addends
- Characterization theorems for customer equivalent utility insurance premium calculation principle
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