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| Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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| 1 |
Material Type: Article
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AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONSASTIN Bulletin : The Journal of the IAA, 2018-09, Vol.48 (3), p.1079-1107 [Peer Reviewed Journal]Copyright © Astin Bulletin 2018 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2018.13Full text available |
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THE USE OF ANNUAL MILEAGE AS A RATING VARIABLEASTIN Bulletin : The Journal of the IAA, 2016-01, Vol.46 (1), p.39-69 [Peer Reviewed Journal]Copyright © Astin Bulletin 2015 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2015.25Full text available |
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MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATIONASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.669-706 [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.2022.8Full text available |
| 4 |
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ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONSASTIN Bulletin : The Journal of the IAA, 2022-01, Vol.52 (1), p.185-210 [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.2021.14Full text available |
| 5 |
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DISTORTION RISKMETRICS ON GENERAL SPACESASTIN Bulletin : The Journal of the IAA, 2020-09, Vol.50 (3), p.827-851 [Peer Reviewed Journal]2020 by Astin Bulletin. All rights reserved ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2020.14Full text available |
| 6 |
Material Type: Article
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Optimal insurance with counterparty and additive background riskASTIN Bulletin : The Journal of the IAA, 2024-05, Vol.54 (2), p.441-462 [Peer Reviewed Journal]The Author(s), 2024. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2024.3Digital Resources/Online E-Resources |
| 7 |
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A representation-learning approach for insurance pricing with imagesASTIN Bulletin : The Journal of the IAA, 2024-05, Vol.54 (2), p.280-309 [Peer Reviewed Journal]The Author(s), 2024. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2024. 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.2024.9Digital Resources/Online E-Resources |
| 8 |
Material Type: Article
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Expressive mortality models through Gaussian process kernelsASTIN Bulletin : The Journal of the IAA, 2024-05, Vol.54 (2), p.327-359 [Peer Reviewed Journal]The Author(s), 2024. Published by Cambridge University Press on behalf of The International Actuarial Association ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2023.39Digital Resources/Online E-Resources |
| 9 |
Material Type: Article
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SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINESASTIN Bulletin : The Journal of the IAA, 2019-09, Vol.49 (3), p.591-617 [Peer Reviewed Journal]Astin Bulletin 2019 ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2019.24Full text available |
| 10 |
Material Type: Article
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Microscopic traffic models, accidents, and insurance lossesASTIN Bulletin : The Journal of the IAA, 2024-01, Vol.54 (1), p.1-24 [Peer Reviewed Journal]The Author(s), 2024. Published by Cambridge University Press on behalf of The International Actuarial Association ;The Author(s), 2024. 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.2023.36Digital Resources/Online E-Resources |
| 11 |
Material Type: Article
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Multi-population mortality modelling: a Bayesian hierarchical approachASTIN Bulletin : The Journal of the IAA, 2024-01, Vol.54 (1), p.46-74 [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.2023.29Digital Resources/Online E-Resources |
| 12 |
Material Type: Article
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Pricing and hedging of longevity basis risk through securitisationASTIN Bulletin : The Journal of the IAA, 2024-01, Vol.54 (1), p.159-184 [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.2023.37Digital Resources/Online E-Resources |
| 13 |
Material Type: Article
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Construction of rating systems using global sensitivity analysis: A numerical investigationASTIN Bulletin : The Journal of the IAA, 2024-01, Vol.54 (1), p.25-45 [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.2023.34Digital Resources/Online E-Resources |
| 14 |
Material Type: Article
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MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITYASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.645-667 [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.2021.36Full text available |
| 15 |
Material Type: Article
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Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claimsASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.185-212 [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.2023.14Digital Resources/Online E-Resources |
| 16 |
Material Type: Article
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PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELINGASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.417-448 [Peer Reviewed Journal]The Author(s), 2022. Published by Cambridge University Press ;The Author(s), 2022. Published by Cambridge University Press. 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.2021.40Full text available |
| 17 |
Material Type: Article
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Measuring non-exchangeable tail dependence using tail copulasASTIN Bulletin : The Journal of the IAA, 2023-05, Vol.53 (2), p.466-487 [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.2023.4Digital Resources/Online E-Resources |
| 18 |
Material Type: Article
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ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTINGASTIN Bulletin : The Journal of the IAA, 2021-01, Vol.51 (1), p.27-55 [Peer Reviewed Journal]2020 by Astin Bulletin. All rights reserved ;ISSN: 0515-0361 ;EISSN: 1783-1350 ;DOI: 10.1017/asb.2020.40Full text available |
| 19 |
Material Type: Article
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Distributionally robust reinsurance with expectileASTIN Bulletin : The Journal of the IAA, 2023-01, Vol.53 (1), p.129-148 [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.2022.28Full text available |
| 20 |
Material Type: Article
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A calendar year mortality model in continuous timeASTIN 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.2023.2Digital Resources/Online E-Resources |
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