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Formulating a stochastic discounting model with actuarial and risk management applications

Artikis, Constantinos T. - In: Spudai / University of Piraeus : journal of economics … 62 (2012) 3/4, pp. 7-15

Persistent link: https://www.econbiz.de/10010201835

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 55 (2014), pp. 105-115

Persistent link: https://www.econbiz.de/10010366200

Bayesian multivariate poisson models for insurance ratemaking

Bermúdez, Lluís; Karlis, Dimitris - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 226-236

Persistent link: https://www.econbiz.de/10008989337

On stochastic mortality modeling

Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404

Persistent link: https://www.econbiz.de/10009517554

Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes

Heilpern, Stanislaw - In: Insurance / Mathematics & economics 59 (2014), pp. 251-257

Persistent link: https://www.econbiz.de/10010470011

Spatial modelling of claim frequency and claim size in insurance

Gschlößl, Susanne (contributor); … - 2005

In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...

Persistent link: https://www.econbiz.de/10003310005