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On the risk of credibility premium rules
Asmussen, Søren; Constantinescu, Corina; Thøgersen, Julie - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 866-889
Persistent link: https://www.econbiz.de/10012696890
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Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
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Combined tail estimation using censored data and expert information
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
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Odd pareto families of distributions for modeling loss payment data
Mdziniso, Nonhle Channon; Corray, Kahadawala - In: Scandinavian actuarial journal (2018) 1, pp. 42-63
Persistent link: https://www.econbiz.de/10011880803
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Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang; Cheng, Dongya - In: Scandinavian actuarial journal (2018) 3, pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
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Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang; Lianzeng, Zhang; Sun, Weiwei - In: Scandinavian actuarial journal (2018) 5, pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
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Precise local large deviations for heavy-tailed random sums with applications to risk models
Zhang, Qiuying; Cheng, Fengyang - In: Scandinavian actuarial journal (2018) 5, pp. 450-463
Persistent link: https://www.econbiz.de/10011881464
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Analysis of IBNR claims in renewal insurance models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650
Persistent link: https://www.econbiz.de/10011848487
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A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie; Landsman, Zinoviy - In: Scandinavian actuarial journal (2017) 9, pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
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Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei - In: Scandinavian actuarial journal (2018) 7, pp. 555-575
Persistent link: https://www.econbiz.de/10011939710