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Stochastic time changes in catastrophe option pricing

Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors

On the distribution of discounted loss reserves using generalized linear models

Catastrophe options with stochastic interest rates and compound Poisson losses

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse

An overview of insurance uses of fuzzy logic

The merging of neural networks, fuzzy logic, and genetic algorithms

Fuzzy logic in insurance

Valuing catastrophe bonds by Monte Carlo simulations

An investigation into stochastic claims reserving models and the chain-ladder technique

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