Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Vernic, Raluca"'
Autor:
Bâcă, Adrian1 (AUTHOR) adrian.baca@365.univ-ovidius.ro, Vernic, Raluca2 (AUTHOR) rvernic@univ-ovidius.ro
Publikováno v:
Axioms (2075-1680). Jul2024, Vol. 13 Issue 7, p473. 21p.
Autor:
Bâcă Adrian, Vernic Raluca
Publikováno v:
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 30, Iss 3, Pp 21-35 (2022)
To model statistical data coming from two di erent distributions, Cooray and Ananda [1] introduced a composite (two-spliced) Lognormal-Pareto model, that was further extended by Scollnik [9] and fitted to insurance data. Inspired by these studies, mo
Externí odkaz:
https://doaj.org/article/a821a6d461124993837c14346c961359
Publikováno v:
In Insurance Mathematics and Economics January 2022 102:111-125
Following some recent works on risk aggregation and capital allocation for mixed Erlang risks joined by Sarmanov's multivariate distribution, in this paper we present some closed-form formulas for the same topic by considering, however, a different k
Externí odkaz:
http://arxiv.org/abs/1611.08464
Autor:
Bolancé, Catalina, Vernic, Raluca
Publikováno v:
In Insurance Mathematics and Economics March 2019 85:89-103
Publikováno v:
In Insurance Mathematics and Economics May 2017 74:197-209
Publikováno v:
In Journal of Computational and Applied Mathematics 15 December 2015 290:319-333
Publikováno v:
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 24, Iss 3, Pp 339-349 (2016)
In this work, we consider the multivariate aggregate model introduced in [11], model that takes into account the case when different types of claims affect in the same time an insurance portfolio under some specific assumptions related to the number
Externí odkaz:
https://doaj.org/article/77776ed05e5a46c7ace5c44d84c0ba0a