Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Alex Isakson"'
Publikováno v:
Mathematics, Vol 9, Iss 18, p 2260 (2021)
In this paper, we apply and further illustrate a recently developed extended continuous chain ladder model to forecast mesothelioma deaths. Making such a forecast has always been a challenge for insurance companies as exposure is difficult or impossi
Externí odkaz:
https://doaj.org/article/6fa3e26c593c4a28ad1e807df7920461
Autor:
Khamaysi, Iyad 1, William, Nseir 2, Olga, Alexandrov 3, Alex, Isakson 3, Vladimir, Mysh 4, Kamal, Dabbah 4, Nimer, Assy 5, 6, ⁎
Publikováno v:
In Journal of Hepatology January 2011 54(1):72-77
We introduce a continuous-time framework for the prediction of outstanding liabilities, in which chain-ladder development factors arise as a histogram estimator of a cost-weighted hazard function running in reversed development time. We use this form
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f55beb8ef47c8c6ab17fa28c2da6d69f
http://arxiv.org/abs/1904.01199
http://arxiv.org/abs/1904.01199
Autor:
Bischofberger, Stephan M.1 (AUTHOR) stephan.bischofberger@cass.city.ac.uk, Hiabu, Munir2 (AUTHOR), Isakson, Alex1 (AUTHOR)
Publikováno v:
Scandinavian Actuarial Journal. Aug2020, Vol. 2020 Issue 6, p477-502. 26p.
Autor:
Isakson, Alex1 (AUTHOR) Alex.Isakson@cass.city.ac.uk, Krummaker, Simone1 (AUTHOR) B.D.Rickayzen@city.ac.uk, Martínez-Miranda, María Dolores2 (AUTHOR) mmiranda@ugr.es, Rickayzen, Ben1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Sep2021, Vol. 9 Issue 18, p2260-2260. 1p.