Search Results - subject:"credibility theory"

Incorporating hierarchical credibility theory into modelling of multi-country mortality rates

Tsai, Cary Chi-Liang; Wu, Adelaide Di - In: Insurance / Mathematics & economics 91 (2020), pp. 37-54

Persistent link: https://www.econbiz.de/10012241979

A credibilistic mean-semivariance-PER portfolio selection model for Latin America

García, Fernando; González-Bueno, Jairo; Oliver, Javier; … - In: Journal of business economics and management 20 (2019) 2, pp. 225-243

Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off between return and risk. Nevertheless, this...

Persistent link: https://www.econbiz.de/10012175679

A credibilistic mean-semivariance-PER portfolio selection model for Latin America

García, Fernando; González-Bueno, Jairo; Oliver, Javier; … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 2, pp. 225-243

Persistent link: https://www.econbiz.de/10015401194

The effects of audit committee ties and industry expertise on investor judgments : extending Source Credibility Theory

Cohen, Jeffrey; Gaynor, Lisa Milici; Krishnamoorthy, Ganesh - In: Accounting, organizations and society : an … 102 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013455930

Peer-to-peer multi-risk insurance and mutual aid

Abdikerimova, Samal; Feng, Runhuan - In: European journal of operational research : EJOR 299 (2022) 2, pp. 735-749

Persistent link: https://www.econbiz.de/10013207166

THE APPLICATION OF BŰHLMANN-STRAUB MODEL TO THE ESTIMATION OF NET PREMIUM RATES DEPENDING ON THE AGE OF THE INSURED IN THE MOTOR THIRD LIABILITY INSURANCE

Szymańska, Anna - In: Statistics in Transition New Series 18 (2017) 1, pp. 151-165

Persistent link: https://www.econbiz.de/10012141659

Data analytics for non-life insurance pricing

Wüthrich, Mario V.; Buser, Christoph - 2017 - Draft lecture notes, version January 27, 2017

from the classical world of generalized linear models, generalized additive models and credibility theory. These methods …

Persistent link: https://www.econbiz.de/10011625588

Evolutionary credibility risk premium

Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; … - In: Insurance / Mathematics & economics 93 (2020), pp. 216-229

Persistent link: https://www.econbiz.de/10012294126

Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data

Bozikas, Apostolos; Pitselis, Georgios - In: Insurance / Mathematics & economics 93 (2020), pp. 353-368

Persistent link: https://www.econbiz.de/10012294142

A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates

Tsai, Cary Chi-Liang; Zhang, Ying - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 406-431

Persistent link: https://www.econbiz.de/10012194958