Similar Search Results - EconBiz

Characterizing a comonotonic random vector by the distribution of the sum of its components

Cheung, Ka Chun - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 130-136

Persistent link: https://www.econbiz.de/10008654266

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

Size-biased risk measures of compound sums

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 512-532

Persistent link: https://www.econbiz.de/10012387651

Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape

Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas - 2013

Generalized additive models for location, scale and shape define a flexible, semi-parametric class of regression models for analyzing insurance data in which the exponential family assumption for the response is relaxed. This approach allows the actuary to include risk factors not only in the...

Persistent link: https://www.econbiz.de/10010190248

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 / Mathematics & economics 55 (2014), pp. 225-249

Persistent link: https://www.econbiz.de/10010366171

Multivariate modelling of household claim frequencies in motor third-party liability insurance

Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993

Persistent link: https://www.econbiz.de/10011999834

Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32

Persistent link: https://www.econbiz.de/10014446652

Comparing approximations for risk measures of sums of non-independent lognormal random variables

Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan - 2004

Persistent link: https://www.econbiz.de/10002153412

Comonotonic modification of random vector in its own probability space

Dhaene, Jan; Kukush, Alexander - 2011

Persistent link: https://www.econbiz.de/10009127233

Bounds and approximations for sums of dependent log-elliptical random variables

Valdez, Emiliano; Dhaene, Jan; Maj, Mateusz; Vanduffel, … - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 385-397

Persistent link: https://www.econbiz.de/10009517625

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