Similar Search Results

On the Type I multivariate zero-truncated hurdle model with applications in health insurance

Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, … - In: Insurance / Mathematics & economics 90 (2020), pp. 35-45

Persistent link: https://www.econbiz.de/10012169495

On a discrete-time Sparre Anderson model with phase-type claims

Wu, Xueyuan (contributor); Li, Shuanming (contributor) - 2008

Persistent link: https://www.econbiz.de/10003797783

Matrix-form recursions for a family of compound distributions

Wu, Xueyuan; Li, Shuanming - 2009

Persistent link: https://www.econbiz.de/10003924212

On a discrete time risk model with delayed claims and a constant dividend barrier

Wu, Xueyuan (contributor); Li, Shuanming (contributor) - 2006

Persistent link: https://www.econbiz.de/10003340522

On the discounted penalty function in a discrete time renewal risk model with general interclaim times

Wu, Xueyuan (contributor); Li, Shuanming (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632982

Bayesian multivariate mixed poisson models with copula-based mixture

Zhang, Pengcheng; Calderín-Ojeda, Enrique; Li, Shuanming; … - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 3, pp. 560-578

Persistent link: https://www.econbiz.de/10014373546

On the occupation times in a delayed Sparre Andersen risk model with exponential claims

Jin, Can; Li, Shuanming; Wu, Xueyuan - In: Insurance / Mathematics & economics 71 (2016), pp. 304-316

Persistent link: https://www.econbiz.de/10011630855

Multivariate Zero-Inflated Inar(1) Model with an Application in Automobile Insurance

Zhang, Pengcheng; Chen, Zezhun; Tzougas, George; Wu, Xueyuan - 2022

The aim of this paper is to propose a multivariate INAR(1) model for addressing all the challenges in high-dimensional non-life claim count data sets that exhibit time and cross dependence and a zero-inflation attribute. In particular, the innovation terms are modelled using a multivariate...

Persistent link: https://www.econbiz.de/10013403387

Ruin probabilities for a risk model with two classes of risk processes

Wu, Xueyuan - 2010

Persistent link: https://www.econbiz.de/10008656087

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

Li, Shuanming (contributor) - 2005

Persistent link: https://www.econbiz.de/10002575852