6 results
Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
- Published online by Cambridge University Press:
- 25 March 2024, pp. 310-326
- Print publication:
- May 2024
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Premium control with reinforcement learning
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
- Published online by Cambridge University Press:
- 11 April 2023, pp. 233-257
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- May 2023
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Estimation of conditional mean squared error of prediction for claims reserving
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- Journal:
- Annals of Actuarial Science / Volume 14 / Issue 1 / March 2020
- Published online by Cambridge University Press:
- 14 June 2019, pp. 93-128
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On regular variation for infinitely divisible random vectors and additive processes
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- Journal:
- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
- Published online by Cambridge University Press:
- 01 July 2016, pp. 134-148
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- March 2006
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Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 2 / November 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 209-238
- Print publication:
- November 2003
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Multivariate extremes, aggregation and dependence in elliptical distributions
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- Journal:
- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
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- 01 July 2016, pp. 587-608
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- September 2002
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