Loss data analysis : analysis of the sample dependence in density reconstruction by maxentropic methods
Year of publication: |
November 2016
|
---|---|
Authors: | Gomes-Gonçalves, Erika ; Gzyl, Henryk ; Mayoral, Silvia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 145-153
|
Subject: | Dividends | Capital injections | Tax | Barrier strategy | Hamilton-Jacobi-Bellman equation | Dividende | Dividend | Verlust | Loss | Strategie | Strategy |
-
On capital injections and dividends with tax in a classical risk model
Schmidli, Hanspeter, (2016)
-
On capital injections and dividends with tax in a diffusion approximation
Schmidli, Hanspeter, (2017)
-
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times
Schmidli, Hanspeter, (2022)
- More ...
-
Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika, (2015)
-
Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika, (2015)
-
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika, (2016)
- More ...