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Spatial modelling of claim frequency and claim size in insurance
Gschlößl, Susanne (contributor);  … - 2005
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...
Persistent link: https://www.econbiz.de/10003310005
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On stochastic mortality modeling
Plat, Richard - 2009
Persistent link: https://www.econbiz.de/10003814814
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A versatile copula and its application to risk measures
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: International journal of business and economics 9 (2010) 3, pp. 213-231
Persistent link: https://www.econbiz.de/10008933251
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Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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Individual and flexible expected shortfall backtesting
Righi, Marcelo Brutti; Ceretta, Sergio Paulo - In: The journal of risk model validation 7 (2013) 3, pp. 3-20
Persistent link: https://www.econbiz.de/10010480652
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A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos; Skiadopoulos, George - In: Journal of banking & finance 28 (2004) 7, pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
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TARCH model-based dynamic hedging strategy of ADR portfolios
Guo, Haochen; Zmeškal, Zdeněk - In: International journal of economics and accounting : IJEA 11 (2022) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10013454273
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Implications of the Russian invasion on the logistical competition for corn shipments from the United States and Ukraine
Wilson, William W.; Lakkakula, Prithviraj; Bullock, David W. - In: Journal of agricultural and resource economics : JARE ; … 49 (2024) 1, pp. 162-184
Persistent link: https://www.econbiz.de/10015052791
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Verfahren und Kriterien zur Bestimmung des Leistungskatalogs in der Gesetzlichen Krankenversicherung vor dem Hintergrund internationaler Erfahrungen
Niebuhr, Dea; Rothgang, Heinz; Wasem, Jürgen; Greß, Stefan - 2004
Persistent link: https://www.econbiz.de/10011379199
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Möglichkeiten der Kalkulation von sektorenübergreifenden Kopfpauschalen (Capitation)
Steinbach, Henryk; Sohn, Stefan; Schöffski, Oliver - 2004
Persistent link: https://www.econbiz.de/10009705520