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Moments of renewal shot-noise processes and their applications
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
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An individual claims history simulation machine
Gabrielli, Andrea; Wüthrich, Mario V. - In: Risks : open access journal 6 (2018) 2, pp. 1-32
simulation machine allows everyone to simulate their own synthetic insurance portfolio of individual claims histories and back …The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non …-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We …
Persistent link: https://www.econbiz.de/10011811737
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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
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Insurance premium prediction via gradient tree-boosted tweedie compound poisson models
Yang, Yi; Qian, Wei; Zou, Hui - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 456-470
Persistent link: https://www.econbiz.de/10012249178
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Versicherungstechnische Bewältigung des Schadeninflationsrisikos in der nichtproportionalen Rückversicherung
Happ, Florian - 2017
Persistent link: https://www.econbiz.de/10011668809
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Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing; Chan, Wai-Sum; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
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Modeling and performance of bonus-malus systems : stationarity versus age-correction
Asmussen, Søren - In: Risks : open access journal 2 (2014) 1, pp. 49-73
In a bonus-malus system in car insurance, the bonus class of a customer is updated from one year to the next as a function of the current class and the number of claims in the year (assumed Poisson). Thus the sequence of classes of a customer in consecutive years forms a Markov chain, and most...
Persistent link: https://www.econbiz.de/10010338093
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How to (and how not to) compute stop-loss premiums in practice
Kaas, R. - 1993
Persistent link: https://www.econbiz.de/10000886564
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Financement des retraites, épargne et croissance
Artus, Patrick - 1994
Persistent link: https://www.econbiz.de/10000890128