Claims frequency modeling using telematics car driving data
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1523068
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1528477
Computing the Gerber–Shiu function by frame duality projection
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1557739
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1574889
Gibbs posterior inference on value-at-risk
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1573754
Interplay of insurance and financial risks in a stochastic environment
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1573753
The expected discounted penalty function: from infinite time to finite time
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1560955
The maximum entropy mortality model: forecasting mortality using statistical moments
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1596974
Budget-constrained optimal reinsurance design under coherent risk measures
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1598891
Continuous chain-ladder with paid data
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1694973
Periodic threshold-type dividend strategy in the compound Poisson risk model
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1481454
A constraint-free approach to optimal reinsurance
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1488272
A two-dimensional dividend problem for collaborating companies and an optimal stopping problem
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1498387
Modeling cause-of-death mortality using hierarchical Archimedean copula
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1546224
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1483420
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1563911
Extending composite loss models using a general framework of advanced computational tools
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1596151
A ruin model with a resampled environment
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1667424
Approximation methods for piecewise deterministic Markov processes and their costs
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1560357
Multivariate Cox Hidden Markov models with an application to operational risk
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1598482
Combined tail estimation using censored data and expert information
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1694974
Survival analysis of pension scheme mortality when data are missing
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1580610
Concordance-based predictive measures in regression models for discrete responses
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1624274
Dynamic principal component regression for forecasting functional time series in a group structure
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1663553
Reinsurance contract design with adverse selection
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1616323
A general class of distortion operators for pricing contingent claims with applications to CAT bonds
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1581837
Insurance loss coverage and social welfare
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1513865
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1557738
Life insurance decisions under recursive utility
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1541025
On additivity of tail comonotonic risks
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1626762
Optimal proportional reinsurance with a loss-dependent premium principle
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1604426
A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1511464
An introduction to gevistic regression mortality models
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1586756
Spatial statistical modelling of insurance risk: a spatial epidemiological approach to car insurance
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1576146
Tax- and expense-modified risk-minimization for insurance payment processes
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2020.1790413
One-year estimation uncertainty in some claim development models
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1586757
Representation of concave distortions and applications
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1615543
A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1574237
Intrinsic objective Bayesian estimation of the mean of the Tweedie family
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1584912
Compound trend renewal process with discounted claims: a unified approach
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1543130
Multivariate lifetime distributions for the exponential dispersion family
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1556727
Focussed selection of the claim severity distribution
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1519847
Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1627574
Reinsurance premium principles based on weighted loss functions
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1628101
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2018.1525423
Ragnar Norberg (1945–2017): an actuary of a unique kind
来源期刊:Scandinavian Actuarial JournalDOI:10.1080/03461238.2019.1589565