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Analyzing health outcomes measured as bounded counts
Mullahy, John - In: Journal of health economics 95 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014549788
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Estimation of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002135562
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On the use of Archimedean copulas for insurance modelling
Kularatne, Thilini Dulanjali; Li, Jackie; Pitt, David C. - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10012505597
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Nonparametric estimation of extreme quantiles with an application to longevity risk
Bolancé, Catalina; Guillén, Montserrat - In: Risks : open access journal 9 (2021) 4, pp. 1-23
A new method to estimate longevity risk based on the kernel estimation of the extreme quantiles of truncated age-at-death distributions is proposed. Its theoretical properties are presented and a simulation study is reported. The flexible yet accurate estimation of extreme quantiles of...
Persistent link: https://www.econbiz.de/10012508762
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Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; … - In: Insurance / Mathematics & economics 107 (2022), pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
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M-quantile models with application to poverty mapping
Tzavidis, Nikos; Salvati, Nicola; Pratesi, Monica; … - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 393-411
Persistent link: https://www.econbiz.de/10003737678
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Cumulative paired Phi-entropy
Klein, Ingo; Mangold, Benedikt - 2015
theory cumulative paired phi- entropies were defined for membership functions. A discrete version serves as a measure of … dispersion for ordered categorial variables. More recently, uncertainty and reliability theory considered some variants as a …
Persistent link: https://www.econbiz.de/10011300742
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Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
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Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
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Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn; Shyamalkumar, Nariankadu D. - In: Insurance / Mathematics & economics 55 (2014), pp. 78-90
Persistent link: https://www.econbiz.de/10010366204