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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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Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-Carlo approach
Floryszczak, Anthony; Le Courtois, Olivier; Majri, Mohamed - In: Insurance / Mathematics & economics 71 (2016), pp. 15-26
Persistent link: https://www.econbiz.de/10011630591
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CAPM with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Shapiro, A. F.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
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Bayesian total loss estimation using shared random effects
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia - In: Insurance / Mathematics & economics 62 (2015), pp. 194-201
Persistent link: https://www.econbiz.de/10011312070
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On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda - In: Insurance / Mathematics & economics 99 (2021), pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
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Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan; Li, Peng - In: Insurance / Mathematics & economics 105 (2022), pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
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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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Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
Apaydin, Aysen; Baser, Furkan - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10008654269
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A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
Scott, Alexandre; Metzler, Adam - In: Insurance / Mathematics & economics 64 (2015), pp. 279-293
Persistent link: https://www.econbiz.de/10011398073
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226
Persistent link: https://www.econbiz.de/10010515883