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21
ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION
ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION
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ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION

ASTIN Bulletin : The Journal of the IAA, 2021-05, Vol.51 (2), p.539-570 [Peer Reviewed Journal]

2021 by Astin Bulletin. All rights reserved ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.3

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22
Tail index partition-based rules extraction with application to tornado damage insurance
Tail index partition-based rules extraction with application to tornado damage insurance
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Tail index partition-based rules extraction with application to tornado damage insurance

ASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.258-284 [Peer Reviewed Journal]

The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.1

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23
Survival energy models for mortality prediction and future prospects
Survival energy models for mortality prediction and future prospects
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Survival energy models for mortality prediction and future prospects

ASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.377-391 [Peer Reviewed Journal]

The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution License This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution and reproduction, provided the original article is properly cited. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.10

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24
A calendar year mortality model in continuous time
A calendar year mortality model in continuous time
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A calendar year mortality model in continuous time

ASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.351-376 [Peer Reviewed Journal]

The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.2

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25
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
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The 3-step hedge-based valuation: fair valuation in the presence of systematic risks

ASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.418-442 [Peer Reviewed Journal]

The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2023. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution License This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution and reproduction, provided the original article is properly cited. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.8

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26
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
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LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING

ASTIN Bulletin : The Journal of the IAA, 2020-09, Vol.50 (3), p.1093-1122 [Peer Reviewed Journal]

2020 by Astin Bulletin. All rights reserved ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2020.23

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27
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
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JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE

ASTIN Bulletin : The Journal of the IAA, 2022-01, Vol.52 (1), p.33-54 [Peer Reviewed Journal]

The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.24

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28
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
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FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

ASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.449-482 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2022.4

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29
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
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EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES

ASTIN Bulletin : The Journal of the IAA, 2022-09, Vol.52 (3), p.921-952 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution License This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2022.14

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30
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
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SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION

ASTIN Bulletin : The Journal of the IAA, 2022-09, Vol.52 (3), p.707-734 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution License This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2022.12

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31
ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA
ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA
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ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA

ASTIN Bulletin : The Journal of the IAA, 2021-05, Vol.51 (2), p.475-507 [Peer Reviewed Journal]

2021 by Astin Bulletin. All rights reserved ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.4

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32
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN
A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN
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A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN

ASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.619-643 [Peer Reviewed Journal]

The Author(s), 2022. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2022.3

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33
ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
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ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS

ASTIN Bulletin : The Journal of the IAA, 2019-05, Vol.49 (2), p.525-554 [Peer Reviewed Journal]

Copyright © Astin Bulletin 2019 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2019.7

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34
ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
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ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES

ASTIN Bulletin : The Journal of the IAA, 2018-05, Vol.48 (2), p.817-839 [Peer Reviewed Journal]

Copyright © Astin Bulletin 2018 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2018.1

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35
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS
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GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS

ASTIN Bulletin : The Journal of the IAA, 2022-01, Vol.52 (1), p.1-31 [Peer Reviewed Journal]

The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.25

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36
A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
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A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT

ASTIN Bulletin : The Journal of the IAA, 2017-01, Vol.47 (1), p.331-357 [Peer Reviewed Journal]

Copyright © Astin Bulletin 2016 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2016.22

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37
MULTIVARIATE COMPOSITE COPULAS
MULTIVARIATE COMPOSITE COPULAS
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MULTIVARIATE COMPOSITE COPULAS

ASTIN Bulletin : The Journal of the IAA, 2022-01, Vol.52 (1), p.145-184 [Peer Reviewed Journal]

The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.30

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38
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
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STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE

ASTIN Bulletin : The Journal of the IAA, 2018-01, Vol.48 (1), p.413-434 [Peer Reviewed Journal]

Copyright © Astin Bulletin 2018 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2017.35

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39
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?
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ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?

ASTIN Bulletin : The Journal of the IAA, 2021-09, Vol.51 (3), p.779-812 [Peer Reviewed Journal]

The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association. This work is licensed under the Creative Commons Attribution – Non-Commercial – No Derivatives License This is an Open Access article, distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives licence (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is unaltered and is properly cited. The written permission of Cambridge University Press must be obtained for commercial re-use or in order to create a derivative work. (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.21

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40
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL
TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL
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TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL

ASTIN Bulletin : The Journal of the IAA, 2021-09, Vol.51 (3), p.813-837 [Peer Reviewed Journal]

The Author(s), 2021. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2021.20

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Results 21 - 40 of 89  for All Library Resources

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