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Disappointment aversion premium principle
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 679-702
Persistent link: https://www.econbiz.de/10011397624
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On heterogeneity in the individual model with both dependent claim occurrences and severities
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 817-839
Persistent link: https://www.econbiz.de/10011875905
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Lifelong health insurance covers with surrender values : updating mechanisms in the presence of medical inflation
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 803-836
Persistent link: https://www.econbiz.de/10011763648
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Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
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Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M.J.; … - In: Astin bulletin : the journal of the International … 32 (2002) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10008216300
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Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
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Optimal Reinsurance Revisited
CHEUNG, Ka Chun - In: Astin bulletin : the journal of the International … 40 (2010) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10009343701
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WORKSHOP - Testing for Concordance Ordering
Cebrián, A.C.; Denuit, M.; Scaillet, O. - In: Astin bulletin : the journal of the International … 34 (2004) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10008214647
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WORKSHOP - Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
Pitrebois, S.; Denuit, M.; Walhin, J.-F. - In: Astin bulletin : the journal of the International … 33 (2003) 2, pp. 419-436
Persistent link: https://www.econbiz.de/10008215094