Similar Search Results

Narrow search

Insurance premium prediction via gradient tree-boosted tweedie compound poisson models

Yang, Yi; Qian, Wei; Zou, Hui - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 456-470

Persistent link: https://www.econbiz.de/10012249178

An insurance risk process with a generalized income process : a solvency analysis

Wang, Zijia; Landriault, David; Li, Shu - In: Insurance / Mathematics & economics 98 (2021), pp. 133-146

Persistent link: https://www.econbiz.de/10012545277

Optimal excess-of-loss reinsurance for stochastic factor risk models

Brachetta, Matteo; Ceci, Claudia - In: Risks : open access journal 7 (2019) 2/48, pp. 1-23

premia, which take into account risk fluctuations. Using stochastic control theory based on the Hamilton …

Persistent link: https://www.econbiz.de/10012019228

Stochastische Modelle der aktuariellen Risikotheorie : eine mathematische Einführung

Gatto, Riccardo - 2020 - 2., korrigierte und erweiterte Auflage

Persistent link: https://www.econbiz.de/10012137858

Micro-Level Stochastic Loss Reserving for General Insurance

Antonio, Katrien - 2017

To meet future liabilities general insurance companies will set-up reserves. Predicting future cash-flows is essential in this process. Actuarial loss reserving methods will help them to do this in a sound way. The last decennium a vast literature about stochastic loss reserving for the general...

Persistent link: https://www.econbiz.de/10012976508