Insurance: Mathematics and Economics
A hierarchical reserving model for reported non-life insurance claims
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Jonas Crevecoeur, Jens Robben, Katrien Antonio
Insurance: Mathematics and Economics
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Wenyuan Wang, Jiayi Xie, Zhimin Zhang
Insurance: Mathematics and Economics
Optimal long-term contracts with disability insurance under limited commitment
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Kyoung Jin Choi, Junkee Jeon, Ho-Seok Lee, Hsuan-Chih Lin
Insurance: Mathematics and Economics
On capital allocation for a risk measure derived from ruin theory
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): G.A. Delsing, M.R.H. Mandjes, P.J.C. Spreij, E.M.M. Winands
Insurance: Mathematics and Economics
Penalized quasi-likelihood estimation of generalized Pareto regression – consistent identification of risk factors for extreme losses
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Jin Meng, Kung-Sik Chan
Insurance: Mathematics and Economics
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Xiaoqing Liang, Ruodu Wang, Virginia R. Young
Insurance: Mathematics and Economics
COVID-19 and credit risk: A long memory perspective
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Jie Yin, Bingyan Han, Hoi Ying Wong
Insurance: Mathematics and Economics
Estimating and backtesting risk under heavy tails
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s): Marcin Pitera, Thorsten Schmidt
Insurance: Mathematics and Economics
Editorial Board
Publication date: May 2022Source: Insurance: Mathematics and Economics, Volume 104Author(s):
Insurance: Mathematics and Economics
Earthquake parametric insurance with Bayesian spatial quantile regression
Publication date: Available online 22 April 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Jeffrey Pai, Yunxian Li, Aijun Yang, Chenxu Li