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Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
Ang, Zi Qing; Lee, See Keong - In: Insurance 105 (2022), pp. 54-63
Persistent link: https://www.econbiz.de/10013348919
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Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan; Hartman, Brian - In: Insurance 82 (2018), pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
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Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan; Li, Jiahong - In: Insurance 109 (2023), pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
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Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas - In: Insurance 55 (2014), pp. 225-249
Persistent link: https://www.econbiz.de/10010366171
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On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda - In: Insurance 99 (2021), pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
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Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib; Klüppelberg, Claudia - In: Insurance 47 (2010) 2, pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
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Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
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Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Shimizu, Yasutaka; Zhang, Zhimin - In: Insurance 74 (2017), pp. 84-98
Persistent link: https://www.econbiz.de/10011712403
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Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Insurance 71 (2016), pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
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Recognizing and visualizing copulas : an approach using local Gaussian approximation
Berentsen, Geir Drage; Støve, Bård; Tjostheim, Dag; … - In: Insurance 57 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10010402717