Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Generalized quantiles as risk measuresBellini, Fabio ; Klar, Bernhard ; Müller, Alfred ; Rosazza Gianin, EmanuelaInsurance, mathematics & economics, 2014-01, Vol.54, p.41-48 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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Pair-copula constructions of multiple dependenceAas, Kjersti ; Czado, Claudia ; Frigessi, Arnoldo ; Bakken, HenrikInsurance, mathematics & economics, 2009-04, Vol.44 (2), p.182-198 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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3 |
Material Type: Artigo
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Goodness-of-fit tests for copulas: A review and a power studyGenest, Christian ; Rémillard, Bruno ; Beaudoin, DavidInsurance, mathematics & economics, 2009-04, Vol.44 (2), p.199-213 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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4 |
Material Type: Artigo
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Modeling loss data using mixtures of distributionsMiljkovic, Tatjana ; Grün, BettinaInsurance, mathematics & economics, 2016-09, Vol.70, p.387-396 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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5 |
Material Type: Artigo
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Dependent frequency–severity modeling of insurance claimsShi, Peng ; Feng, Xiaoping ; Ivantsova, AnastasiaInsurance, mathematics & economics, 2015-09, Vol.64, p.417-428 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor processShen, Yang ; Zeng, YanInsurance, mathematics & economics, 2015-05, Vol.62, p.118-137 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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7 |
Material Type: Artigo
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Generalized linear models for dependent frequency and severity of insurance claimsGarrido, J. ; Genest, C. ; Schulz, J.Insurance, mathematics & economics, 2016-09, Vol.70, p.205-215 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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8 |
Material Type: Artigo
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Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumpsZeng, Yan ; Li, Danping ; Gu, AilingInsurance, mathematics & economics, 2016-01, Vol.66, p.138-152 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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9 |
Material Type: Artigo
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Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility modelYi, Bo ; Li, Zhongfei ; Viens, Frederi G. ; Zeng, YanInsurance, mathematics & economics, 2013-11, Vol.53 (3), p.601-614 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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10 |
Material Type: Artigo
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Modeling loss data using composite modelsAbu Bakar, S.A. ; Hamzah, N.A. ; Maghsoudi, M. ; Nadarajah, S.Insurance, mathematics & economics, 2015-03, Vol.61, p.146-154 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |