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Infinitely stochastic micro reserving
Maciak, Matúš; Okhrin, Ostap; Pešta, Michal - In: Insurance / Mathematics & economics 100 (2021), pp. 30-58
Persistent link: https://www.econbiz.de/10012622380
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Inference pitfalls in Lee-Carter model for forecasting mortality
Leng, Xuan; Peng, Liang - In: Insurance / Mathematics & economics 70 (2016), pp. 58-65
Persistent link: https://www.econbiz.de/10011597167
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Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; … - In: Insurance / Mathematics & economics 59 (2014), pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
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Modeling trends in cohort survival probabilities
Hatzpoulos, P.; Haberman, S. - In: Insurance / Mathematics & economics 64 (2015), pp. 162-179
Persistent link: https://www.econbiz.de/10011397982
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Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland; Hössjer, Ola - In: Insurance / Mathematics & economics 65 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011428648
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Validation of positive quadrant dependence
Ledwina, Teresa; Wyłupek, Grzegorz - In: Insurance / Mathematics & economics 56 (2014), pp. 38-47
Persistent link: https://www.econbiz.de/10010385038
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Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn; Shyamalkumar, Nariankadu D. - In: Insurance / Mathematics & economics 55 (2014), pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
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Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed; Li, Johnny Siu-Hang - In: Insurance / Mathematics & economics 59 (2014), pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 59 (2014), pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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Estimating value at risk of portfolio by conditional copula-GARCH method
Huang, Jen-jsung; Lee, Kuo-jung; Liang, Hueimei; Lin, Wei-fu - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 315-324
Persistent link: https://www.econbiz.de/10009517562