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Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 62 (2015), pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
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Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
Počuča, Nikola; Jevtić, Petar; McNicholas, Paul D.; … - In: Insurance / Mathematics & economics 94 (2020), pp. 79-93
Persistent link: https://www.econbiz.de/10012419132
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Cyber claim analysis using Generalized Pareto regression trees with applications to insurance
Farkas, Sébastien; Lopez, Olivier; Thomas, Maud - In: Insurance / Mathematics & economics 98 (2021), pp. 92-105
Persistent link: https://www.econbiz.de/10012545270
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A forecast reconciliation approach to cause-of-death mortality modeling
Li, Han; Li, Hong; Lu, Yang; Panagiotelis, Anastasios - In: Insurance / Mathematics & economics 86 (2019), pp. 122-133
Persistent link: https://www.econbiz.de/10012058845
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Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Insurance / Mathematics & economics 113 (2023), pp. 293-309
Persistent link: https://www.econbiz.de/10014466217