7 results
An assessment of model risk in pricing wind derivatives
-
- Journal:
- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
- Published online by Cambridge University Press:
- 21 September 2023, pp. 479-502
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 2 / May 2022
- Published online by Cambridge University Press:
- 07 January 2022, pp. 393-416
- Print publication:
- May 2022
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
On a discrete-time risk model with claim correlated premiums
-
- Journal:
- Annals of Actuarial Science / Volume 9 / Issue 2 / September 2015
- Published online by Cambridge University Press:
- 21 July 2015, pp. 322-342
-
- Article
- Export citation
On the prediction of claim duration for income protection insurance policyholders
-
- Journal:
- Annals of Actuarial Science / Volume 8 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 04 November 2013, pp. 42-62
-
- Article
- Export citation
Matrix-form Recursive Evaluation of the Aggregate Claims Distribution Revisited
-
- Journal:
- Annals of Actuarial Science / Volume 5 / Issue 2 / September 2011
- Published online by Cambridge University Press:
- 20 April 2011, pp. 163-179
-
- Article
- Export citation
A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations
-
- Journal:
- Annals of Actuarial Science / Volume 5 / Issue 2 / September 2011
- Published online by Cambridge University Press:
- 18 April 2011, pp. 181-193
-
- Article
- Export citation
Matrix-Form Recursions for a Family of Compound Distributions
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 351-368
- Print publication:
- May 2010
-
- Article
- Export citation