Bayesian total loss estimation using shared random effects (English)
- New search for: Baumgartner, Carolin
- New search for: Gruber, Lutz F.
- New search for: Czado, Claudia
- New search for: Baumgartner, Carolin
- New search for: Gruber, Lutz F.
- New search for: Czado, Claudia
In:
Insurance: Mathematics and Economics
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62
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194-201
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2015
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Bayesian total loss estimation using shared random effects
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Contributors:
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Published in:Insurance: Mathematics and Economics ; 62 ; 194-201
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2015-02-25
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Size:8 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 62
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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The impact factor of IMEKaas, Rob / Gerber, Hans / Goovaerts, Marc / Shiu, Elias / Albrecher, Hansjörg et al. | 2015
- 5
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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimizationLuo, Xiaolin / Shevchenko, Pavel V. et al. | 2015
- 16
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Using bootstrapping to incorporate model error for risk-neutral pricing of longevity riskYang, Bowen / Li, Jackie / Balasooriya, Uditha et al. | 2015
- 28
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Personal finance and life insurance under separation of risk aversion and elasticity of substitutionJensen, N.R. / Steffensen, M. et al. | 2015
- 42
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Two maxentropic approaches to determine the probability density of compound risk lossesGomes-Gonçalves, Erika / Gzyl, Henryk / Mayoral, Silvia et al. | 2015
- 54
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On a partial integrodifferential equation of Seal’s typeWillmot, Gordon E. et al. | 2015
- 62
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Pricing annuity guarantees under a double regime-switching modelFan, Kun / Shen, Yang / Siu, Tak Kuen / Wang, Rongming et al. | 2015
- 79
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Valuing equity-linked death benefits with a threshold expense strategyZhou, Jiang / Wu, Lan et al. | 2015
- 91
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A reinsurance game between two insurance companies with nonlinear risk processesMeng, Hui / Li, Shuanming / Jin, Zhuo et al. | 2015
- 98
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Ruin with insurance and financial risks following the least risky FGM dependence structureChen, Yiqing / Liu, Jiajun / Liu, Fei et al. | 2015
- 107
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On rational pricing for a profit-seeking insurer in the year of hard marketMalinovskii, Vsevolod K. et al. | 2015
- 118
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Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor processShen, Yang / Zeng, Yan et al. | 2015
- 138
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Valuation of large variable annuity portfolios under nested simulation: A functional data approachGan, Guojun / Lin, X. Sheldon et al. | 2015
- 151
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Forecasting mortality in subpopulations using Lee–Carter type models: A comparisonDanesi, Ivan Luciano / Haberman, Steven / Millossovich, Pietro et al. | 2015
- 162
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Max-factor individual risk models with application to credit portfoliosDenuit, Michel / Kiriliouk, Anna / Segers, Johan et al. | 2015
- 173
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Phase-type aging modeling for health dependent costsGovorun, Maria / Latouche, Guy / Loisel, Stéphane et al. | 2015
- 184
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Minimal representation of insurance pricesPichler, Alois / Shapiro, Alexander et al. | 2015
- 194
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Bayesian total loss estimation using shared random effectsBaumgartner, Carolin / Gruber, Lutz F. / Czado, Claudia et al. | 2015
- 202
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Nash equilibrium strategies for a defined contribution pension managementWu, Huiling / Zhang, Ling / Chen, Hua et al. | 2015
- 215
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Business planning for a profit-seeking insurer under deficiency of informationMalinovskii, Vsevolod K. et al. | 2015
- 227
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A modified insurance risk process with uncertaintyYao, Kai / Qin, Zhongfeng et al. | 2015
- 234
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On some compound distributions with Borel summandsFinner, H. / Kern, P. / Scheer, M. et al. | 2015
- 245
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Robust investment–reinsurance optimization with multiscale stochastic volatilityPun, Chi Seng / Wong, Hoi Ying et al. | 2015
- 257
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Comparative ambiguity aversion and downside ambiguity aversionHuang, Yi-Chieh / Tzeng, Larry Y. / Zhao, Lin et al. | 2015
- IFC
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Editorial Board| 2015