13 results
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
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- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
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- 11 April 2024, pp. 213-238
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- May 2024
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Detection and treatment of outliers for multivariate robust loss reserving
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- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
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- 24 August 2023, pp. 102-125
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SPLICE: a synthetic paid loss and incurred cost experience simulator
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 23 May 2022, pp. 7-35
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On unbalanced data and common shock models in stochastic loss reserving
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- Annals of Actuarial Science / Volume 15 / Issue 1 / March 2021
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- 27 July 2020, pp. 173-203
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COMMON SHOCK MODELS FOR CLAIM ARRAYS
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 3 / September 2018
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- 08 June 2018, pp. 1109-1136
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- September 2018
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ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 2 / May 2018
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- 12 April 2018, pp. 647-672
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- May 2018
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ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
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- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 3 / September 2016
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- 13 June 2016, pp. 709-746
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- September 2016
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CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS
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- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 2 / May 2016
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- 27 January 2016, pp. 225-263
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- May 2016
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
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- Annals of Actuarial Science / Volume 10 / Issue 1 / March 2016
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- 11 December 2015, pp. 87-117
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Annuitisation and cross-subsidies in a two-tiered retirement saving system
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- Annals of Actuarial Science / Volume 8 / Issue 2 / September 2014
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- 26 August 2014, pp. 234-252
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Optimal Dividends and Capital Injections in the Dual Model with Diffusion
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 611-644
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- November 2011
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Modelling Dependence in Insurance Claims Processes with Lévy Copulas
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 575-609
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- November 2011
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Optimal Dividends in the Dual Model with Diffusion
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- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 2 / November 2008
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- 17 April 2015, pp. 653-667
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- November 2008
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