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Alternative capital requirement for insurers : possibilities and issues

Zariņa, Ilze; Voronova, Irina; Pettere, Gaida - In: International journal of economics and business … 21 (2021) 1, pp. 41-61

Persistent link: https://www.econbiz.de/10012508726

Dependent frequency-severity modeling of insurance claims

Shi, Peng; Feng, Xiaoping; Ivantsova, Anastasia - In: Insurance / Mathematics & economics 64 (2015), pp. 417-428

Persistent link: https://www.econbiz.de/10011398126

Interplay of subexponential and dependent insurance and financial risks

Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83

Persistent link: https://www.econbiz.de/10011783904

Operational risk modelling in insurance and banking

Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10011567927

Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals

Alexeev, Vitali; Ignatieva, Ekaterina; Liyanage, Thusitha - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10012507454

mvClaim : an R package for multivariate general insurance claims severity modelling

Hu, Sen; Murphy, Thomas Brendan; O'Hagan, Adrian - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 441-457

Persistent link: https://www.econbiz.de/10012593588

Default dependence in the insurance and banking sectors : a copula approach

Zhang, Xuan; Kim, Minjoo; Yan, Cheng; Zhao, Yang - In: Journal of international financial markets, … 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014494724

Basis risk and the demand for catastrophic rainfall insurance

Negi, Digvijay S.; Ramaswami, Bharat - In: Q open : a journal of agricultural, climate, … 4 (2024) 1, pp. 1-24

Rainfall is an important source of covariate shock in developing countries. Insurance against a rainfall index has …, therefore, held much promise as a formal insurance product to protect the livelihoods of poor farmers. But how good is rainfall … index insurance. Using district crop yields and rainfall data for India, we find that tail dependence characterizes the …

Persistent link: https://www.econbiz.de/10015053889

Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction

Shi, Peng; Zhao, Zifeng - In: Journal of econometrics 240 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015075032

A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking

López-Díaz, M. C.; López-Díaz, M.; … - In: Scandinavian actuarial journal (2017) 7, pp. 606-627

Persistent link: https://www.econbiz.de/10011848482