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Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 72 (2017), pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
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Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
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A new class of copulas involving geometric distribution : estimation and applications
Zhang, Kong-Sheng; Lin, Jin-Guan; Xu, Pei-Rong - In: Insurance / Mathematics & economics 66 (2016), pp. 1-10
Persistent link: https://www.econbiz.de/10011442646
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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
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Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi - In: Insurance / Mathematics & economics 113 (2023), pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
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Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions
Benkhelifa, Lazhar - In: Insurance / Mathematics & economics 59 (2014), pp. 65-70
Persistent link: https://www.econbiz.de/10010469183
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A censored copula model for micro-level claim reserving
Lopez, Olivier - In: Insurance / Mathematics & economics 87 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012058903
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Robust estimation of the Pickands dependence function under random right censoring
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing - In: Insurance / Mathematics & economics 87 (2019), pp. 101-114
Persistent link: https://www.econbiz.de/10012058926
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An individual loss reserving model with independent reporting and settlement
Huang, Jinlong; Qiu, Chunjuan; Wu, Xianyi; Zhou, Xian - In: Insurance / Mathematics & economics 64 (2015), pp. 232-245
Persistent link: https://www.econbiz.de/10011398041
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Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie; Guillou, Armelle - In: Insurance / Mathematics & economics 83 (2018), pp. 59-74
Persistent link: https://www.econbiz.de/10011944097