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Estimation of medical costs by copula models with dynamic change of health status
Zhao, XiaoBing; Zhou, Xian - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 480-491
Persistent link: https://www.econbiz.de/10009672167
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Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo; Warshawsky, Mark J. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
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Dynamic hazards modelling for predictive longevity risk assessment
Kulinskaya, Elena; Gitsels, Lisanne Andrea; … - In: Insurance / Mathematics & economics 96 (2021), pp. 222-231
Persistent link: https://www.econbiz.de/10012482882
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Calculation of changes in life expectancy based on proportional hazards model of an intervention
Kulinskaya, Elena; Gitsels, Lisanne A.; Bakbergenuly, Ilyas - In: Insurance / Mathematics & economics 93 (2020), pp. 27-35
Persistent link: https://www.econbiz.de/10012294049
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Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi; Wang, Xing - In: Insurance / Mathematics & economics 89 (2019), pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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Modeling loss data using composite models
Abu Bakar, S. A.; Hamzah, N. A.; Maghsoudi, M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 146-154
Persistent link: https://www.econbiz.de/10010515901
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On optimal reinsurance policy with distortion risk measures and premiums
Assa, Hirbod - In: Insurance / Mathematics & economics 61 (2015), pp. 70-75
Persistent link: https://www.econbiz.de/10010515925
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Reducing model risk via positive and negative dependence assumptions
Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 61 (2015), pp. 17-26
Persistent link: https://www.econbiz.de/10010515943
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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Validation of association
Ćmiel, Bogdan; Ledwina, Teresa - In: Insurance / Mathematics & economics 91 (2020), pp. 55-67
Persistent link: https://www.econbiz.de/10012241981