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Discussion on "empirical approach for optimal reinsurance design", by Ken Seng Tan and Chengguo Weng, volume 18(2)
Gerber, Hans U. - In: North American actuarial journal 19 (2015) 3, pp. 237
Persistent link: https://www.econbiz.de/10011457278
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Response to Hans U. Gerber on his comments on our paper entitled "empirical approach for optimal reinsurance design"
Tan, Ken Seng; Weng, Chengguo - In: North American actuarial journal 19 (2015) 3, pp. 238-239
Persistent link: https://www.econbiz.de/10011457284
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Hans U. Gerber and Elias S. W. Shiu's discussion on "agricultural insurance ratemaking: development of a new premium principle," by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume...
Gerber, Hans U.; Shiu, Elias S. W. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 459-465
Persistent link: https://www.econbiz.de/10012623441
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Reply to Hans U. Gerber and Elias S. W. Shiu on their discussion on our paper entitled "agricultural insurance ratemaking: development of a new premium principle"
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 466-467
Persistent link: https://www.econbiz.de/10012623444
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Discussion on "a general semi-Markov model for coupled lifetimes," by Min Ji and Rui Zhou, volume 23(1)
Gerber, Hans U.; Shiu, Elias S. W. - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 491-494
Persistent link: https://www.econbiz.de/10012289594
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A constraint-free approach to optimal reinsurance
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin; Tao, Jamie; Wong, Bernard; Yang, Xinda - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
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Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 645-670
Persistent link: https://www.econbiz.de/10012653664
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SynthETIC : an individual insurance claim simulator with feature control
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, … - In: Insurance / Mathematics & economics 100 (2021), pp. 296-308
Persistent link: https://www.econbiz.de/10012622394
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On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451