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Persistent link: https://www.econbiz.de/10015067206

Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing

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Common risk factors of infrastructure investments

Ben Ammar, Semir; Eling, Martin - In: Essays on alternative investments and insurance, (pp. 1-51). 2016

Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente (Aktien, Fonds und Optionen) wird die Bilanz eines...

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Modelling and predicting enterprise-level cyber risks in the context of sparse data availability

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Quantitative risk management : concepts, techniques and tools

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About the impact of model risk on capital reserves : a quantitative analysis

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. Utilizing real insurance data we specify, estimate and simulate various linear and nonlinear time series models for the …

Persistent link: https://www.econbiz.de/10008909530

Parameter risk in time-series mortality forecasts

Kleinow, Torsten; Richards, Stephen J. - In: Scandinavian actuarial journal (2017) 9, pp. 804-828

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A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds

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Applying state space models to stochastic claims reserving

Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301

Persistent link: https://www.econbiz.de/10012437283

Applying state space models to stochastic claims reserving

Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301

Persistent link: https://www.econbiz.de/10012437284