Zobrazeno 1 - 3
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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
