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~isPartOf:"Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier"
~isPartOf:"Insurance / Mathematics & economics"
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECONIS (ZBW)
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1
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
2
Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios
;
Vliora, Polyxeni
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
Saved in:
3
On a family of coherent measures of variability
Hu, Taizhong
;
Chen, Ouxiang
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 173-182
Persistent link: https://www.econbiz.de/10012420133
Saved in:
4
On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios
;
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 232-240
Persistent link: https://www.econbiz.de/10012058865
Saved in:
5
Large deviations for risk measures in finite mixture models
Bignozzi, Valeria
;
Macci, Claudio
;
Petrella, Lea
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
Saved in:
6
Bayesian credibility for GLMs
Xacur, Oscar Alberto Quijano
;
Garrido, José
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 180-189
Persistent link: https://www.econbiz.de/10011944127
Saved in:
7
Multi-population mortality models : a factor copula approach
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Saved in:
8
Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
Saved in:
9
Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011312089
Saved in:
10
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk
Yang, Bowen
;
Li, Jackie
;
Balasooriya, Uditha
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 16-27
Persistent link: https://www.econbiz.de/10011312091
Saved in:
11
Maximum entropy inference for mixed continuous-discrete variables
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10013409349
Saved in:
12
Entropiebasiertes Data Mining im Produktdesign
Rudolph, Sandra
-
2007
Persistent link: https://www.econbiz.de/10013409340
Saved in:
13
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
Saved in:
14
Induktives Lernen bei unvollständigen Daten unter Wahrung des Entropieprinzips
Rödder, Wilhelm
-
2006
Persistent link: https://www.econbiz.de/10013409311
Saved in:
15
Entropy, longevity and the cost of annuities
Haberman, Steven
;
Khalaf-Allah, Marwa
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 197-204
Persistent link: https://www.econbiz.de/10008989352
Saved in:
16
Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 176-186
Persistent link: https://www.econbiz.de/10008654260
Saved in:
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