Browse Research

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Managing Weather Risks: The Case of J. League Soccer Teams in Japan

Competitive insurance pricing with complete information, loss-averse utility and finitely many policies

Assessing inflation risk in non-life insurance

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

A marked Cox model for the number of IBNR claims: Theory

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

On the credibility of insurance claim frequency: Generalized count models and parametric estimators

Correlations Between Insurance Lines Of Business: An Illusion Or A Real Phenomenon? Some Methodological Considerations

Chain Ladder And Error Propagation

Modeling The Number Of Insured Households In An Insurance Portfolio Using Queuing Theory

The Use Of Annual Mileage As A Rating Variable

Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations

Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

Signs of dependence and heavy tails in non-life insurance data

Who Obtains Greater Discounts on Automobile Insurance Premiums?

Classification of scale-sensitive telematic observables for riskindividual pricing

Efficient risk allocation within a non-life insurance group under Solvency II Regime

Solvency capital estimation, reserving cycle and ultimate risk

Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach

How an aggressively expanding insurance company becomes insolvent

The Final Solvency II Framework: Will It Be Effective?

Undertaking specific parameters under solvency II: reduction of capital requirement or not?

What attitudes to risk underlie distortion risk measure choices?

Credible risk measures with applications in actuarial sciences and finance

A family of premium principles based on mixtures of TVaRs