Found: 13
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Machine Learning with High-Cardinality Categorical Features in Actuarial Applications.
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- Astin Bulletin, 2024, v. 54, n. 2, p. 213, doi. 10.1017/asb.2024.7
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- Article
COMMON SHOCK MODELS FOR CLAIM ARRAYS.
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- Astin Bulletin, 2018, v. 48, n. 3, p. 1109, doi. 10.1017/asb.2018.18
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- Article
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS.
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- Astin Bulletin, 2018, v. 48, n. 2, p. 647, doi. 10.1017/asb.2017.42
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- Article
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS.
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- Astin Bulletin, 2016, v. 46, n. 3, p. 709, doi. 10.1017/asb.2016.17
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- Article
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS.
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- Astin Bulletin, 2016, v. 46, n. 2, p. 225, doi. 10.1017/asb.2015.31
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- Article
OPTIMAL DIVIDENDS AND CAPITAL INJECTIONS IN THE DUAL MODEL WITH DIFFUSION.
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- Astin Bulletin, 2011, v. 41, n. 2, p. 611, doi. 10.2143/AST.41.2.2136990
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- Article
MODELLING DEPENDENCE IN INSURANCE CLAIMS PROCESSES WITH LÉVY COPULAS.
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- Astin Bulletin, 2011, v. 41, n. 2, p. 575, doi. 10.2143/AST.41.2.2136989
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- Article
OPTIMAL DIVIDENDS IN THE DUAL MODEL WITH DIFFUSION.
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- Astin Bulletin, 2008, v. 38, n. 2, p. 653, doi. 10.1017/S0515036100015324
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- Article
Optimal Sourcing and Lead-Time Reduction under Evolutionary Demand Risk.
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- Production & Operations Management, 2014, v. 23, n. 12, p. 2103, doi. 10.1111/poms.12223
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- Article
Detection and treatment of outliers for multivariate robust loss reserving.
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- Annals of Actuarial Science, 2024, v. 18, n. 1, p. 102, doi. 10.1017/S1748499523000155
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- Article
SPLICE: a synthetic paid loss and incurred cost experience simulator.
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- Annals of Actuarial Science, 2023, v. 17, n. 1, p. 7, doi. 10.1017/S1748499522000057
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- Article
On unbalanced data and common shock models in stochastic loss reserving.
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- Annals of Actuarial Science, 2021, v. 15, n. 1, p. 173, doi. 10.1017/S1748499520000196
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- Article
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas.
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- Annals of Actuarial Science, 2016, v. 10, n. 1, p. 87, doi. 10.1017/S1748499515000135
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- Article