Found: 8
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Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses.
- Published in:
- Risks, 2024, v. 12, n. 6, p. 97, doi. 10.3390/risks12060097
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- Article
Integration of traditional and telematics data for efficient insurance claims prediction.
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- Astin Bulletin, 2024, v. 54, n. 2, p. 263, doi. 10.1017/asb.2024.6
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- Article
Multivariate claim count regression model with varying dispersion and dependence parameters.
- Published in:
- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2023, v. 186, n. 1, p. 61, doi. 10.1093/jrsssa/qnac010
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- Article
Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach.
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- Risks, 2022, v. 10, n. 3, p. 54, doi. 10.3390/risks10030054
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- Article
An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount.
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- Risks, 2021, v. 9, n. 1, p. 19, doi. 10.3390/risks9010019
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- Article
Application of a Vine Copula for Multi-Line Insurance Reserving.
- Published in:
- Risks, 2020, v. 8, n. 4, p. 111, doi. 10.3390/risks8040111
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- Article
TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE.
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- Astin Bulletin, 2020, v. 50, n. 3, p. 777, doi. 10.1017/asb.2020.19
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- Article
Association Rules for Understanding Policyholder Lapses.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 69, doi. 10.3390/risks6030069
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- Article