Browse Research

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2013

On Iterative Premium Calculation Principles Under Cumulative Prospect Theory

2013

Tail Variance Premiums For Log-Elliptical Distributions

2013

On The (In-)Dependence Between Financial And Actuarial Risks

2013

Pricing High-Risk And Low-Risk Insurance Contracts With Incomplete Information And Production Costs

2013

A Bayesian Hierarchical Model With Spatial Variable Selection: The Effect Of Weather On Insurance Claims

2013

A New Graphical Tool For Copula Selection

2013

Pricing Model Performance And The Two-Pass Cross-Sectional Regression Methodology

2013

Double Chain Ladder and Bornhuetter-Ferguson

2013

Tail approximation for reinsurance portfolios of Gaussian-like risks

2013

Estimation of the parameters of a Markov-modulated loss process in insurance

2013

Market Value Margin calculations under the Cost of Capital approach within a Bayesian chain ladder framework

2013

Double chain ladder, claims development inflation and zero-claims

2013

A simulation model for calculating solvency capital requirements for non-life insurance risk

2013

Risk Measures And Capital Requirements: A Critique Of The Solvency Ii Approach

2013

On The (In-)Dependence Between Financial And Actuarial Risks

2013

Ex Ante Skewness And Expected Stock Returns

2013

Systemic risk and diversification across European banks and insurers

2013

Gaussian risk models with financial constraints

2013

Multi-year non-life insurance risk

2013

Solvency Analysis and Prediction in Property–Casualty Insurance: Incorporating Economic and Market Predictors

2013

Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis

2013

On finite-time ruin probabilities with reinsurance cycles influenced by large claims

2013

Insurance And Perceptions: How To Screen Optimists And Pessimists

2013

The Future of Prediction: How Google Searches Foreshadow Housing Prices and Sales

2013

Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency and Productivity Methods