Narrow search
Showing 1 - 10 of 55
Cover Image
Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities
Li, Jackie; Balasooriya, Uditha; Liu, Jia - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 505-518
Persistent link: https://www.econbiz.de/10012656704
Cover Image
On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali; Li, Jackie; Pitt, David C. - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
Cover Image
On a bivariate risk process with a dividend barrier strategy
Liu, Luyin; Cheung, Eric C. K. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10011299206
Cover Image
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
Cover Image
Actuarial applications of multivariate two-part regression models
Frees, Edward W.; Jin, Xiaoli; Lin, Xiao - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 2, pp. 258-287
Persistent link: https://www.econbiz.de/10010188105
Cover Image
mvClaim : an R package for multivariate general insurance claims severity modelling
Hu, Sen; Murphy, Thomas Brendan; O'Hagan, Adrian - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10012593588
Cover Image
Comparing the riskiness of dependent portfolios via nested L-statistics
Samanthi, Ranadeera G.M.; Wei, Wei; Brazauskas, Vytaras - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10011820567
Cover Image
Bayesian vine copulas for modelling dependence in data breach losses
Liu, Jacie Jia; Li, Jackie; Daly, Kevin James - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 401-424
Persistent link: https://www.econbiz.de/10013342189
Cover Image
Multiplicative hazard models for studying the evolution of mortality
Guillén, Montserrat; Nielsen, Jens Perch; Perez-Marin, … - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 165-177
Persistent link: https://www.econbiz.de/10003732725
Cover Image
Mortality modelling and forecasting : a review of methods
Booth, Heather; Tickle, L. - In: Annals of actuarial science : publ. by the Institute of … 3 (2008) 1/2, pp. 3-43
Persistent link: https://www.econbiz.de/10003938454