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A regression model for the copula-graphic estimator

Lo, Simon M. S.; Wilke, Ralf A. - In: Journal of econometric methods 3 (2014) 1, pp. 21-46

Persistent link: https://www.econbiz.de/10010242087

Random shifting and scaling of insurance risks

Hashorva, Enkelejd; Ji, Lanpeng - In: Risks : open access journal 2 (2014) 3, pp. 277-288

Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting and random scaling of insurance risks focusing in...

Persistent link: https://www.econbiz.de/10010400277

Tail negative dependence and its applications for aggregate loss modeling

Hua, Lei - In: Insurance / Mathematics & economics 61 (2015), pp. 135-145

Persistent link: https://www.econbiz.de/10010515904

Functional characterizations of bivariate weak SAI with an application

You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 64 (2015), pp. 225-231

Persistent link: https://www.econbiz.de/10011398021

Partial identification and inference in censored quantile regression

Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 206 (2018) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012110350

The construction of a quadratic predictor of the discounted renewal claims with dependence

Adékambi, Franck - In: Risk and decision analysis 8 (2020) 1/2, pp. 25-37

Persistent link: https://www.econbiz.de/10012431734

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

A multivariate pure-jump model with multi-factorial dependence structure

Marfè, Roberto - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10009624464

Bias in the estimation of mean reversion in continuous-time Lévy processes

Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19

Persistent link: https://www.econbiz.de/10011432138

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes

Jiang, Guangxin; Xu, Chenglong; Fu, Michael - In: Operations research letters 44 (2016) 1, pp. 44-49

Persistent link: https://www.econbiz.de/10011455555

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