risk theory

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1
Approximation methods for piecewise deterministic Markov processes and their costs.
Kritzer, Peter;Leobacher, Gunther;Szölgyenyi, Michaela;Thonhauser, Stefan;
2019 scandinavian actuarial journal DOI: 10.1080/03461238.201... 225 views
2
Predicting population age structures of China, India, and Vietnam by 2030 based on compositional data.
Wei, Yigang;Wang, Zhichao;Wang, Huiwen;Li, Yan;Jiang, Zhenyu;
2019 PloS one DOI: 10.1371/journal.pone... 247 views
3
FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences
Rocco Roberto Cerchiara;Rocco Roberto Cerchiara;
2007 mathematical and statistical methods in insurance... DOI: 10.1007/978-88-470-0... 226 views

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PloS one
ISSN: 1932-6203 4,548 views
scandinavian actuarial journal
ISSN: 0346-1238 415 views

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60j25 65d32 91g60 dividend maximisation phase-type approximations piecewise deterministic markov process quasi-monte carlo methods Simulation non-life insurance aggregate losses two-dimensional fast fourier transform extreme value theory