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Efficient estimation of erlang mixtures using iSCAD penalty with insurance application
Yin, Cuihong; Lin, X. Sheldon - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 779-799
Persistent link: https://www.econbiz.de/10011670006
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Aggregate claim estimation using bivariate Hidden Markov Model
Oflaz, Zarina Nukeshtayeva; Yozgatligil, Ceylan; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 189-215
Persistent link: https://www.econbiz.de/10012105441
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Modelling insurance losses using contaminated generalised beta Type-II distribution
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 871-904
Persistent link: https://www.econbiz.de/10011875920
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A marked Cox model for the number of IBNR claims : estimation and application
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; … - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 709-739
Persistent link: https://www.econbiz.de/10012125126