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Stochastic Claims Reserving Methods in Insurance

Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment

Can the single-loss approximation method compete with the standard monte carlo simulation technique?

Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation

Generalized Linear Mixed Models for Dependent Compound Risk Models

Loss Reserving Using Estimation Methods Designed for Error Reduction

Recommender Systems for Insurance Marketing

Rating Endorsements Using Generalized Linear Models

Enhancing the Generalized Linear Modeling Approach with Machine Learning Technique

Ratemaking for a New Territory: Enhancing GLM Pricing Model with a Bayesian Analysis

Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies

Credibility Prediction Using Collateral Information

A Comparison of Resampling Methods for Bootstrapping Triangle GLMs

Dependencies in Stochastic Loss Reserve Models

Severity Curve Fitting for Long­Tailed Lines: An Application of Stochastic Processes and Bayesian Models

Minimum Bias, Generalized Linear Models, and Credibility in the Context of Predictive Modeling

Embedded Predictive Analysis of Misrepresentation Risk in GLM Ratemaking Models

Bayesian Predictive Modeling for Exponential-Pareto Composite Distribution

Machine Learning Methods to Perform Pricing Optimization: A Comparison with Standard Generalized Linear Models

Drought-Triggered Index Insurance Using Cluster Analysis of Rainfall Affected by Climate Change

Time-Consistent Reinsurance–Investment Strategy For A Mean–Variance Insurer Under Stochastic Interest Rate Model And Inflation Risk

Micro-level stochastic loss reserving for general insurance

Claims reserving in the hierarchical generalized linear model framework

Micro-level stochastic loss reserving for general insurance

Claims reserving in the hierarchical generalized linear model framework