Zobrazeno 1 - 10
of 18
pro vyhledávání: '"60F10, 91B30"'
Autor:
Gerhold, Stefan
We study large and moderate deviations for a life insurance portfolio, without assuming identically distributed losses. The crucial assumption is that losses are bounded, and that variances are bounded below. From a standard large deviations upper bo
Externí odkaz:
http://arxiv.org/abs/2009.01644
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the
Externí odkaz:
http://arxiv.org/abs/1710.03252
Publikováno v:
Insurance: Mathematics and Economics. 80:84-92
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18013e947ae1a26860ae00d3d47578df
https://doi.org/10.1016/j.insmatheco.2018.03.005
https://doi.org/10.1016/j.insmatheco.2018.03.005
Publikováno v:
Acta Mathematica Hungarica. Feb2023, Vol. 169 Issue 1, p301-311. 11p.
Autor:
Gerhold, Stefan1 sgerhold@fam.tuwien.ac.at
Publikováno v:
Applications & Applied Mathematics. Dec2021, Vol. 16 Issue 2, p867-880. 14p.
Autor:
Wang, Shijie, Gao, Yu
Publikováno v:
Lithuanian Mathematical Journal; Oct2022, Vol. 62 Issue 4, p542-552, 11p
Publikováno v:
Journal of Inequalities & Applications. 4/22/2017, Vol. 2017 Issue 1, p1-7. 7p.
Publikováno v:
Acta Mathematicae Applicatae Sinica; Jul2021, Vol. 37 Issue 3, p539-547, 9p
Publikováno v:
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 3, p1107-1116, 10p
Autor:
Bignozzi, Valeria1 valeria.bignozzi@unimib.it, Macci, Claudio2 macci@mat.uniroma2.it, Petrella, Lea3 lea.petrella@uniroma1.it
Publikováno v:
Insurance: Mathematics & Economics. May2018, Vol. 80, p84-92. 9p.