15 results
LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model
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- Journal:
- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
- Published online by Cambridge University Press:
- 18 March 2021, pp. 419-440
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EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 11 August 2020, pp. 913-957
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- September 2020
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A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 04 September 2019, pp. 647-688
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- September 2019
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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 28 May 2019, pp. 709-739
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- September 2019
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EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 13 May 2016, pp. 779-799
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- September 2016
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FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 20 July 2015, pp. 729-758
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- September 2015
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OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 1 / January 2014
- Published online by Cambridge University Press:
- 19 November 2013, pp. 103-126
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- January 2014
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Are Flexible Premium Variable Annuities Under-Priced?
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 2 / November 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 559-574
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- November 2012
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Modeling Dependent Risks with Multivariate Erlang Mixtures
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 1 / May 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 153-180
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- May 2012
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Contributors
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- Book:
- Case Studies in Sleep Neurology
- Published online:
- 10 November 2010
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- 23 September 2010, pp xvi-xix
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A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 2 / November 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 489-503
- Print publication:
- November 2006
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Optimal admission control for a single-server loss queue
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 535-546
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- June 2004
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APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
- Published online by Cambridge University Press:
- 11 January 2002, pp. 481-494
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Lundberg inequalities for renewal equations
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- Journal:
- Advances in Applied Probability / Volume 33 / Issue 3 / September 2001
- Published online by Cambridge University Press:
- 01 July 2016, pp. 674-689
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- September 2001
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A PSEUDO COUNTEREXAMPLE TO A SIMULATION METATHEOREM
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 3 / July 1999
- Published online by Cambridge University Press:
- 01 July 1999, pp. 329-332
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