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Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects
Bolancé, Catalina
;
Guillén, Montserrat
;
Pinquet, Jean
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 273-282
Persistent link: https://www.econbiz.de/10006885594
Saved in:
2
A nonparametric approach to calculating value-at-risk
Alemany, Ramon
;
Bolancé, Catalina
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 255-262
Persistent link: https://www.econbiz.de/10010098502
Saved in:
3
On the link between credibility and frequency premium
Bolancé, Catalina
;
Guillén, Montserrat
;
Pinquet, Jean
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 209-213
Persistent link: https://www.econbiz.de/10008104615
Saved in:
4
A nonparametric apporach to analyzing operational risk with an application to insurance fraud
Bolancé, Catalina
;
Ayuso, Mercedes
;
Guillén, Montserrat
- In:
The journal of operational risk
7
(
2012
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10010006543
Saved in:
5
On the link between credibility and frequency premium
Bolancé, Catalina
;
Guillén, Montserrat
;
Pinquet, Jean
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 209-214
Persistent link: https://www.econbiz.de/10008880510
Saved in:
6
Kernel density estimation of actuarial loss functions
Bolancé, Catalina
;
Guillen, Montserrat
;
Nielsen, Jens Perch
- In:
Insurance / Mathematics & economics
32
(
2003
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10006891305
Saved in:
7
Impact of genetic testing on life insurance
Heaney, Richard
;
Pitt, David
- In:
Agenda : a journal of policy analysis and reform
10
(
2003
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10007601344
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8
A Bayesian approach to parameter estimation for kernel density estimation via transformations
Liu, Qing
;
Pitt, David
;
Zhang, Xibin
;
Wu, Xueyuan
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009884620
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9
Matrix-form recursive evaluation of the aggregate claims distribution revisited
Siaw, Kok Keng
;
Wu, Xueyuan
;
Pitt, David
;
Wang, Yan
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 163-179
Persistent link: https://www.econbiz.de/10009884621
Saved in:
10
Quantitative modeling of operational risk losses when combining internal and external data
Nielsen, Jens Perch
;
Guillèn, Montserrat
;
Bolancé, …
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 179-185
Persistent link: https://www.econbiz.de/10010185107
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