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Optimal dividend strategy for an insurance group with contagious default risk

Zhuo, Jin; Liao, Huafu; Yang, Yue; Yu, Xiang - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 335-361

Persistent link: https://www.econbiz.de/10012515737

Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models

Hillairet, Caroline; Lopez, Olivier - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 671-694

Persistent link: https://www.econbiz.de/10012653667

Two-step risk analysis in insurance ratemaking

Kang, Seul Ki; Peng, Liang; Golub, Andrew - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 532-542

Persistent link: https://www.econbiz.de/10012588357

Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps

Li, Danping; Zeng, Yan; Yang, Hailiang - In: Scandinavian actuarial journal (2018) 2, pp. 145-171

Persistent link: https://www.econbiz.de/10011881073

A note on Mossin's theorem for deductible insurance given random initial wealth

Hong, Liang - In: Scandinavian actuarial journal (2018) 5, pp. 404-411

Persistent link: https://www.econbiz.de/10011881457

An application of two-stage quantile regression to insurance ratemaking

Heras, Antonio; Moreno, Ignacio; Vilar Zanón, José Luis - In: Scandinavian actuarial journal (2018) 9, pp. 753-769

Persistent link: https://www.econbiz.de/10011939741

The impact of geographical factors on churn prediction : an application to an insurance company in Madrid's urban area

Llave, Miguel Ángel de la; López, Fernando A.; … - In: Scandinavian actuarial journal 2019 (2019) 3, pp. 188-203

Persistent link: https://www.econbiz.de/10012194946

A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances

López-Díaz, María Concepción; López-Díaz, Miguel; … - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 453-477

Persistent link: https://www.econbiz.de/10012194961

Spatial modelling of risk premiums for water damage insurance

Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; … - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 216-233

In this paper, we compare different spatial models for modelling the risk premium for water damage insurance on the level of the policyholder. We evaluate four models that take the spatial variability into account: (1) the Intrinsic Conditional Auto-Regressive (ICAR) model; (2) the Besag, York,...

Persistent link: https://www.econbiz.de/10013370496

On the decomposition of an insurer's profits and losses

Christiansen, Marcus C. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10013491050