Similar Search Results

Narrow search

Credibility theory and the Kalman filter

de Jong, Piet; Zehnwirth, Ben - In: Insurance: Mathematics and Economics 2 (1983) 4, pp. 281-286

Persistent link: https://www.econbiz.de/10005375421

Comments on Taylor's see-saw approach to claims reserving

Zehnwirth, Ben - In: Insurance: Mathematics and Economics 1 (1982) 2, pp. 99-103

Persistent link: https://www.econbiz.de/10005375067

Editorial

Zehnwirth, Ben - In: Insurance: Mathematics and Economics 5 (1986) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10005375424

The mean square error of a randomly discounted sequence of uncertain payments

de Jong, Piet - In: Insurance: Mathematics and Economics 3 (1984) 3, pp. 173-178

Persistent link: https://www.econbiz.de/10005380562

Loss reserving using loss aversion functions

Choo, Weihao; de Jong, Piet - In: Insurance: Mathematics and Economics 45 (2009) 2, pp. 271-277

This article discusses the determination of risk capital based on "aversion" functions. Aversion functions weigh different outcomes according to perceived severity. Many practical and popular risk measures are usefully viewed in terms of aversion functions including those arising from distortion...

Persistent link: https://www.econbiz.de/10008521281