Narrow search
Showing 1 - 10 of 10
Cover Image
Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne - In: Insurance / Mathematics & economics 91 (2020), pp. 257-268
Persistent link: https://www.econbiz.de/10012242026
Cover Image
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
Cover Image
The distribution of certain rational functions of order statistics from exponential distributions
Bølviken, Erik - In: Scandinavian journal of statistics : SJS ; theory and … 10 (1983) 2, pp. 117-123
Persistent link: https://www.econbiz.de/10001926396
Cover Image
New tests of significance in periodogram analysis
Bølviken, Erik - In: Scandinavian journal of statistics : SJS ; theory and … 10 (1983) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001926398
Cover Image
Probability inequalities for the multivariate norma with non-negative partial correlations
Bølviken, Erik - In: Scandinavian journal of statistics : SJS ; theory and … 9 (1982) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10001926400
Cover Image
Computation and modelling in insurance and finance
Bølviken, Erik - 2014
Persistent link: https://www.econbiz.de/10010382262
Cover Image
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik; Proske, Frank; Rubtsov, Mark - In: Journal of mathematical finance 4 (2014) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Cover Image
Risk aggregation in Solvency II through recursive log-normals
Bølviken, Erik; Guillén, Montserrat - In: Insurance / Mathematics & economics 73 (2017), pp. 20-26
Persistent link: https://www.econbiz.de/10011702034
Cover Image
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David; Bølviken, Erik; Duedahl, Sindre; … - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 44-83
Persistent link: https://www.econbiz.de/10012195019
Cover Image
Loss modeling with many-parameter distributions
Bølviken, Erik; Hobæk Haff, Ingrid - In: Scandinavian actuarial journal 2024 (2024) 8, pp. 763-780
Persistent link: https://www.econbiz.de/10015185058