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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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A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus - In: Insurance / Mathematics & economics 91 (2020), pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
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Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon; Yang, Shuai - In: Insurance / Mathematics & economics 91 (2020), pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
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Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
Boratyńska, Agata - In: Insurance / Mathematics & economics 76 (2017), pp. 135-140
Persistent link: https://www.econbiz.de/10011774794
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Confidence band for expectation dependence with applications
Guo, Xu; Li, Jingyuan - In: Insurance / Mathematics & economics 68 (2016), pp. 141-149
Persistent link: https://www.econbiz.de/10011492634
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Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality
Pitselis, Georgios - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 391-403
Persistent link: https://www.econbiz.de/10009736094
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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