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Bonus-Malus premiums under the...
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A multi-year microlevel collective risk model
Oh, Rosy
;
Jeong, Himchan
;
Ahn, Jae Youn
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 309-328
Persistent link: https://www.econbiz.de/10012622396
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2
Predictive risk analysis using a collective risk model : choosing between past frequency and aggregate severity information
Oh, Rosy
;
Lee, Youngju
;
Zhu, Dan
;
Ahn, Jae Youn
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 127-139
Persistent link: https://www.econbiz.de/10012482789
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3
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy
;
Ahn, Jae Youn
;
Lee, Woojoo
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
Saved in:
4
Double-counting problem of the bonus-malus system
Oh, Rosy
;
Lee, Kyung Suk
;
Park, Sojung Carol
;
Ahn, Jae Youn
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 141-155
Persistent link: https://www.econbiz.de/10012294091
Saved in:
5
A multivariate analysis of intercompany loss triangles
Shi, Peng
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10011705848
Saved in:
6
Dependent frequency-severity modeling of insurance claims
Shi, Peng
;
Feng, Xiaoping
;
Ivantsova, Anastasia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 417-428
Persistent link: https://www.econbiz.de/10011398126
Saved in:
7
A copula regression for modeling multivariate loss triangles and quantifying reserving variability
Shi, Peng
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10010240678
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8
Managed care and health care utilization : specification of bivariate models using copulas
Shi, Peng
;
Zhang, Wei
- In:
North American actuarial journal
17
(
2013
)
4
,
pp. 306-324
Persistent link: https://www.econbiz.de/10010259838
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9
Multivariate negative binomial models for insurance claim counts
Shi, Peng
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 18-29
Persistent link: https://www.econbiz.de/10010366213
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10
A test of asymmetric learning in competitive insurance with partial information sharing
Shi, Peng
;
Zhang, Wei
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
3
,
pp. 557-578
Persistent link: https://www.econbiz.de/10011561290
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