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ECONIS (ZBW)
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1
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
2
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
3
Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai
;
Jeong, Himchan
;
Tzougas, George
- In:
Scandinavian actuarial journal
2024
(
2024
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
Saved in:
4
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
Saved in:
5
A law of uniform seniority for dependent lives
Genest, Christian
;
Kolev, Nikolai
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 726-743
Persistent link: https://www.econbiz.de/10012653669
Saved in:
6
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
7
On the analysis of a discrete-time risk model with INAR(1) processes
Guan, Guohui
;
Hu, Xiang
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 115-138
Persistent link: https://www.econbiz.de/10012872653
Saved in:
8
Modelling mortality by continuous benefit amount
Richards, Stephen J.
- In:
Scandinavian actuarial journal
2022
(
2022
)
8
,
pp. 695-717
Persistent link: https://www.econbiz.de/10013370733
Saved in:
9
On the risk of credibility premium rules
Asmussen, Søren
;
Constantinescu, Corina
;
Thøgersen, Julie
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 866-889
Persistent link: https://www.econbiz.de/10012696890
Saved in:
10
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
11
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
12
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude
;
Loisel, Stéphane
;
Montesinos, Pierre
- In:
Scandinavian actuarial journal
2021
(
2021
)
6
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
Saved in:
13
A multivariate Markov chain stock model
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 272-291
Persistent link: https://www.econbiz.de/10012262736
Saved in:
14
Combined tail estimation using censored data and expert information
Bladt, Martin
;
Albrecher, Hansjörg
;
Beirlant, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
Saved in:
15
Generalized log-normal chain-ladder
Kuang, D.
;
Nielsen, Bent
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 553-576
Persistent link: https://www.econbiz.de/10012262754
Saved in:
16
Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy
;
Shi, Peng
;
Ahn, Jae Youn
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 172-195
Persistent link: https://www.econbiz.de/10012195040
Saved in:
17
Focussed selection of the claim severity distribution
Wang, Yinzhi
;
Hobæk Haff, Ingrid
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10012194941
Saved in:
18
Multivariate lifetime distributions for the exponential dispersion family
Alai, Daniel H.
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 387-405
Persistent link: https://www.econbiz.de/10012194957
Saved in:
19
Extending composite loss models using a general framework of advanced computational tools
Grün, Bettina
;
Miljkovic, Tatjana
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 642-660
Persistent link: https://www.econbiz.de/10012194987
Saved in:
20
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
21
Odd pareto families of distributions for modeling loss payment data
Mdziniso, Nonhle Channon
;
Corray, Kahadawala
- In:
Scandinavian actuarial journal
(
2018
)
1
,
pp. 42-63
Persistent link: https://www.econbiz.de/10011880803
Saved in:
22
Third cumulant for multivariate aggregate claim models
Loperfido, Nicola
;
Mazur, Stepan
;
Podgórski, Krzystof
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 109-128
Persistent link: https://www.econbiz.de/10011880831
Saved in:
23
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang
;
Cheng, Dongya
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
Saved in:
24
Conditional risk measures in a bipartite market structure
Kley, Oliver
;
Klüppelberg, Claudia
;
Reinert, Gesine
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
Saved in:
25
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang
;
Lianzeng, Zhang
;
Sun, Weiwei
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
Saved in:
26
Precise local large deviations for heavy-tailed random sums with applications to risk models
Zhang, Qiuying
;
Cheng, Fengyang
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 450-463
Persistent link: https://www.econbiz.de/10011881464
Saved in:
27
Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina
;
Samorodnitsky, Gennady
;
Zhu, Wei
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 555-575
Persistent link: https://www.econbiz.de/10011939710
Saved in:
28
Lifetime dependence models generated by multiply monotone functions
Alai, Daniel H.
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 576-604
Persistent link: https://www.econbiz.de/10011939711
Saved in:
29
Multivariate geometric expectiles
Herrmann, Klaus J.
;
Hofert, Marius
;
Mailhot, Mélina
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
Saved in:
30
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
31
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
Saved in:
32
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
33
Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
Saved in:
34
Nonparametric estimation of the finite time ruin probability in the classical risk model
Zhang, Zhimin
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 452-469
Persistent link: https://www.econbiz.de/10011772222
Saved in:
35
Analysis of IBNR claims in renewal insurance models
Landriault, David
;
Willmot, Gordon E.
;
Xu, Di
- In:
Scandinavian actuarial journal
(
2017
)
7
,
pp. 628-650
Persistent link: https://www.econbiz.de/10011848487
Saved in:
36
On some new dependence models derived from multivariate collective models in insurance applications
Hashorva, Enkelejd
;
Ratovomirija, Gildas
;
Tamraz, Maissa
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 730-750
Persistent link: https://www.econbiz.de/10011848626
Saved in:
37
A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie
;
Landsman, Zinoviy
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
Saved in:
38
Information matrix for a mixture of two Laplace distributions
Choi, Dongseok
;
Nadarajah, Saralees
- In:
Statistical papers
50
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003814827
Saved in:
39
Consistency of minimizing a penalized density power divergence estimator for mixing distribution
Lee, Taewook
;
Lee, Sangyeol
- In:
Statistical papers
50
(
2009
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10003814837
Saved in:
40
Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling
Abu-Dayyeh, Walid
;
Sawi, Esam Al
- In:
Statistical papers
50
(
2009
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10003815194
Saved in:
41
Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
Curto, José Dias
;
Pinto, José Castro
;
Tavares, …
- In:
Statistical papers
50
(
2009
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10003815208
Saved in:
42
Robust Bayesian bonus-malus premiums under the conditional specification model
Gómez Déniz, Emilio
;
Sarabia Alzaga, José Maria
; …
- In:
Statistical papers
50
(
2009
)
3
,
pp. 465-480
Persistent link: https://www.econbiz.de/10003843868
Saved in:
43
Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors
Khan, Shahjahan
- In:
Statistical papers
50
(
2009
)
3
,
pp. 511-525
Persistent link: https://www.econbiz.de/10003844037
Saved in:
44
An analysis of quantile measures of kurtosis : center and tails
Kotz, Samuel
;
Seier, Edith
- In:
Statistical papers
50
(
2009
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10003844043
Saved in:
45
A unified approach of testing for discrete and continuous Pareto laws
Meintanis, Simos G.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10003844045
Saved in:
46
Moments of the product and ratio of two correlated chi-square variables
Joarder, Anwar H.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 581-592
Persistent link: https://www.econbiz.de/10003844046
Saved in:
47
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
48
Useful moment and CDF formulations for the COM-Poisson distribution
Nadarajah, Saralees
- In:
Statistical papers
50
(
2009
)
3
,
pp. 617-622
Persistent link: https://www.econbiz.de/10003844057
Saved in:
49
Properties of systems with two exchangeable Pareto components
Navarro, Jorge
;
Ruiz, José M.
;
Sandoval, Carlos J.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10003644463
Saved in:
50
Some useful integrals and their applications in correlation analysis
Joarder, Anwar H.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10003644489
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