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Optimal reinsurance design under solvency constraints

Avanzi, Benjamin; Lau, Hayden; Steffensen, Mogens - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 383-416

Persistent link: https://www.econbiz.de/10014520561

A hierarchical agglomerative clustering for product sales forecasting

Ruitenbeek, R. E. van; Koole, Ger M.; Bhulai, S. - In: Decision analytics journal 8 (2023), pp. 1-12

Many forecasting methods perform poorly when dealing with intermittent demand patterns and large variations in demand quantity. The presence of significant fluctuations within the time series, coupled with a substantial proportion of zero observations, complicates the extraction of trend and...

Persistent link: https://www.econbiz.de/10014520564

Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking

Huyghe, Julie; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 417-439

Persistent link: https://www.econbiz.de/10014520566

Two hybrid models for dependent death times of couple : a common shock approach

Chaieb, Zied; Giovanni, Domenico de; Gueye, Djibril - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 440-462

Persistent link: https://www.econbiz.de/10014520568

Optimal mix among PAYGO, EET and individual savings

He, Lin; Liang, Zongxia; Ren, Zhaojie; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 463-505

Persistent link: https://www.econbiz.de/10014520572

Monetary policy with profit-driven inflation

Kharroubi, Enisse; Smets, Frank - 2024

Persistent link: https://www.econbiz.de/10014520728

A unifying framework for the capacitated vehicle routing problem under risk and ambiguity

Ghosal, Shubhechyya; Ho, Chin Pang; Wiesemann, Wolfram - In: Operations research 72 (2024) 2, pp. 425-443

Persistent link: https://www.econbiz.de/10014520731

Pollution havens and agglomeration : the effect of globalization and technological spillover

Hamaguchi, Yoshihiro - In: Applied economics 56 (2024) 19, pp. 2223-2240

Persistent link: https://www.econbiz.de/10014520737

Corporate payout policy: are financial firms different?

Caiazzo, Emmanuel; Gambacorta, Leonardo; Oliviero, Tommaso - 2024

Persistent link: https://www.econbiz.de/10014520738

Stochastic liquidity as a proxy for nonlinear price impact

Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458

Persistent link: https://www.econbiz.de/10014520747

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