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SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 24 May 2022, pp. 707-734
- Print publication:
- September 2022
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INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 1 / January 2022
- Published online by Cambridge University Press:
- 03 December 2021, pp. 211-245
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- January 2022
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Editorial
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- Journal:
- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
- Published online by Cambridge University Press:
- 01 July 2021, pp. 205-206
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Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
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- Journal:
- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
- Published online by Cambridge University Press:
- 12 May 2021, pp. 458-483
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TAMING UNCERTAINTY: THE LIMITS TO QUANTIFICATION1
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 1 / January 2016
- Published online by Cambridge University Press:
- 01 February 2016, pp. 1-7
- Print publication:
- January 2016
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MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 3 / September 2013
- Published online by Cambridge University Press:
- 18 July 2013, pp. 301-322
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- September 2013
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Risk Exchange with Distorted Probabilities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 1 / May 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 219-243
- Print publication:
- May 2006
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