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Scandinavian actuarial journal
The journal of operational risk
44
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1
A non-convex regularization approach for stable estimation of loss development factors
Jeong, Himchan
;
Chang, Hyunwoong
;
Valdez, Emiliano
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 779-803
Persistent link: https://www.econbiz.de/10012653688
Saved in:
2
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole
;
D' Oultremont, Louise
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
Saved in:
3
Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
Saved in:
4
Multivariate Cox Hidden Markov models with an application to operational risk
Fung, Tsz Chai
;
Badescu, Andrei L.
;
Lin, X. Sheldon
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 686-710
Persistent link: https://www.econbiz.de/10012194991
Saved in:
5
Dirichlet process mixture models for insurence loss data
Hong, Liang
;
Martin, Ryan
- In:
Scandinavian actuarial journal
(
2018
)
6
,
pp. 545-554
Persistent link: https://www.econbiz.de/10011939709
Saved in:
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