Insurance: Mathematics and Economics
Multivariate claim processes with rough intensities: properties and estimation
Publication date: Available online 30 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Donatien Hainaut
Insurance: Mathematics and Economics
Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants
Publication date: Available online 29 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): N.V. Gribkova, J. Su, R. Zitikis
Insurance: Mathematics and Economics
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Publication date: Available online 27 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Tsz Chai Fung
Insurance: Mathematics and Economics
Leveraging High-Resolution Weather Information to Predict Hail Damage Claims: A Spatial Point Process for Replicated Point Patterns
Publication date: Available online 24 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Lisa Gao, Peng Shi
Insurance: Mathematics and Economics
Asymptotic Theory for Mack’s Model
Publication date: Available online 23 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Julia Steinmetz, Carsten Jentsch
Insurance: Mathematics and Economics
The Parisian and ultimate drawdowns of Lévy insurance models
Publication date: Available online 22 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Shu Li, Xiaowen Zhou
Insurance: Mathematics and Economics
Cyber-contagion model with network structure applied to insurance
Publication date: Available online 17 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Caroline Hillairet, Olivier Lopez, Louise d’Oultremont, Brieuc Spoorenberg
Insurance: Mathematics and Economics
Basis risk management and randomly scaled uncertainty
Publication date: Available online 17 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): M. Mercè Claramunt, Claude Lefèvre, Stéphane Loisel, Pierre Montesinos
Insurance: Mathematics and Economics
Mortality modeling and regression with matrix distributions
Publication date: Available online 17 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Hansjörg Albrecher, Martin Bladt, Mogens Bladt, Jorge Yslas
Insurance: Mathematics and Economics
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Publication date: Available online 12 August 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Yuri Goegebeur, Armelle Guillou, Tine Pedersen, Jing Qin