๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

081029 (M10, M31) Optimal estimation under linear constraints: Neuhaus W., University of Copenhagen, Copenhagen, Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 136, 1995


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
92 KB
Volume
18
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


092028 (M13) Continuity of ruin probabil
๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 87 KB

Upper and lower bounds of the distribution function of a geometric sum with heavy-tailed summands are proposed. These bounds can serve as bounds of the ruin probability. Their accuracy is illustrated by numerical examples.

083034 (M40, M10) Claims reserving in co
๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 83 KB

Occurrences and developments of claims are modelled as a marked point process. The individual claim consists of an occurrence time, two covariates, a reporting delay, and a process describing partial payments and settlement of the claim. Under certain likelihood assumptions the distribution of the p

092005 (M10, B30) Recursions for a class
๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 87 KB

This is an expository presentation of various topics in insurance mathematics. The scope is not encyclopedic but rather narrows down the treatment to models and methods are (or could be) used to solve practical actuarial problems: what is an appropriate premium, what is an adequate reserve, what par