Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 7138 results
Sort by: relevance publication year

Fitting and validation of a bivariate model for large claims

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Holger Drees | Peter Müller

https://doi.org/10.1016/j.insmatheco.2007.07.001 Actions

Fitting a parametric distribution for large claims in case of censored or partitioned data

JOURNAL ARTICLE published April 1993 in Insurance: Mathematics and Economics

Authors: Michael Weba

https://doi.org/10.1016/0167-6687(93)90825-a Actions

Pricing bivariate option under GARCH processes with time-varying copula

JOURNAL ARTICLE published June 2008 in Insurance: Mathematics and Economics

Authors: J. Zhang | D. Guégan

https://doi.org/10.1016/j.insmatheco.2008.02.003 Actions

Tolerance intervals for quantiles of bivariate risks and risk measurement

JOURNAL ARTICLE published June 2008 in Insurance: Mathematics and Economics

Authors: Omer L. Gebizlioglu | Banu Yagci

https://doi.org/10.1016/j.insmatheco.2007.12.003 Actions

On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies

JOURNAL ARTICLE published April 2003 in Insurance: Mathematics and Economics

Authors: Carme Ribas | Jesús Marı́n-Solano | Antonio Alegre

https://doi.org/10.1016/s0167-6687(02)00210-x Actions

Dependence and the asymptotic behavior of large claims reinsurance

JOURNAL ARTICLE published December 2008 in Insurance: Mathematics and Economics

Authors: Alexandru V. Asimit | Bruce L. Jones

https://doi.org/10.1016/j.insmatheco.2008.08.007 Actions

Fitting bivariate loss distributions with copulas

JOURNAL ARTICLE published March 1999 in Insurance: Mathematics and Economics

Authors: Stuart A. Klugman | Rahul Parsa

https://doi.org/10.1016/s0167-6687(98)00039-0 Actions

Bivariate credibility bonus–malus premiums distinguishing between two types of claims

JOURNAL ARTICLE published September 2016 in Insurance: Mathematics and Economics

Research funded by Ministerio de Economía y Competitividad, Spain (ECO2013-47092)

Authors: E. Gómez-Déniz

https://doi.org/10.1016/j.insmatheco.2016.06.009 Actions

Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling

JOURNAL ARTICLE published May 2002 in ASTIN Bulletin

Authors: Gordon K. Smyth | Bent Jørgensen

https://doi.org/10.2143/ast.32.1.1020 Actions

Claims reserving: A correlated Bayesian model

JOURNAL ARTICLE published December 2008 in Insurance: Mathematics and Economics

Authors: Enrique de Alba | Luis E. Nieto-Barajas

https://doi.org/10.1016/j.insmatheco.2008.05.007 Actions

Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm

JOURNAL ARTICLE published January 2024 in Insurance: Mathematics and Economics

Authors: Guangyuan Gao

https://doi.org/10.1016/j.insmatheco.2023.10.002 Actions

Fitting Tweedie's compound poisson model to insurance claims data

JOURNAL ARTICLE published January 1994 in Scandinavian Actuarial Journal

Authors: Bent Jørgensen | Marta C. Paes De Souza

https://doi.org/10.1080/03461238.1994.10413930 Actions

Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?

JOURNAL ARTICLE published September 2012 in Insurance: Mathematics and Economics

Authors: Martin Eling

https://doi.org/10.1016/j.insmatheco.2012.04.001 Actions

Sample path large and moderate deviations for risk model with delayed claims

JOURNAL ARTICLE published August 2009 in Insurance: Mathematics and Economics

Authors: Fuqing Gao | Jun Yan

https://doi.org/10.1016/j.insmatheco.2009.04.002 Actions

On reinsurance and investment for large insurance portfolios

JOURNAL ARTICLE published February 2008 in Insurance: Mathematics and Economics

Authors: Shangzhen Luo | Michael Taksar | Allanus Tsoi

https://doi.org/10.1016/j.insmatheco.2007.04.002 Actions

Precise large deviations of aggregate claims in a size-dependent renewal risk model

JOURNAL ARTICLE published September 2012 in Insurance: Mathematics and Economics

Authors: Yiqing Chen | Kam C. Yuen

https://doi.org/10.1016/j.insmatheco.2012.06.010 Actions

Pension funds as institutions for intertemporal risk transfer

JOURNAL ARTICLE published June 2008 in Insurance: Mathematics and Economics

Authors: Roger T. Baumann | Heinz H. Müller

https://doi.org/10.1016/j.insmatheco.2007.12.001 Actions

Large claims in credibility.

JOURNAL ARTICLE published November 1993 in Insurance: Mathematics and Economics

Authors: E. Kremer

https://doi.org/10.1016/0167-6687(93)90892-s Actions

Erratum to “Lévy risk model with two-sided jumps and a barrier dividend strategy” [Insurance Math. Econom. 50(2) (2012) 280–291]

JOURNAL ARTICLE published January 2013 in Insurance: Mathematics and Economics

Research funded by NSF of China (70932003,11001213)

Authors: Lijun Bo | Renming Song | Dan Tang | Yongjin Wang | Xuewei Yang

https://doi.org/10.1016/j.insmatheco.2012.05.001 Actions

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

JOURNAL ARTICLE published March 2016 in Insurance: Mathematics and Economics

Authors: Dorothea Diers | Marc Linde | Lukas Hahn

https://doi.org/10.1016/j.insmatheco.2015.10.013 Actions
Feedback: support@crossref.org