Godin, Frédéric; Hamel, Emmanuel; Gaillardetz, Patrice; Hon-Man Ng, Edwin Risk allocation through Shapley decompositions, with applications to variable annuities. (English) Zbl 1520.91327 ASTIN Bull. 53, No. 2, 311-331 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{F. Godin} et al., ASTIN Bull. 53, No. 2, 311--331 (2023; Zbl 1520.91327) Full Text: DOI
Delong, Łukasz; Kozak, Anna The use of autoencoders for training neural networks with mixed categorical and numerical features. (English) Zbl 1520.91322 ASTIN Bull. 53, No. 2, 213-232 (2023). MSC: 91G05 68T07 PDFBibTeX XMLCite \textit{Ł. Delong} and \textit{A. Kozak}, ASTIN Bull. 53, No. 2, 213--232 (2023; Zbl 1520.91322) Full Text: DOI
Jiang, Wenjun; Ren, Jiandong Evaluating the tail risk of multivariate aggregate losses. (English) Zbl 1508.91475 ASTIN Bull. 52, No. 3, 921-952 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{J. Ren}, ASTIN Bull. 52, No. 3, 921--952 (2022; Zbl 1508.91475) Full Text: DOI
Tsanakas, Andreas; Zhu, Rui Selecting bivariate copula models using image recognition. (English) Zbl 1524.62238 ASTIN Bull. 52, No. 3, 707-734 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{A. Tsanakas} and \textit{R. Zhu}, ASTIN Bull. 52, No. 3, 707--734 (2022; Zbl 1524.62238) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Multivariate distributions with time and cross-dependence: aggregation and capital allocation. (English) Zbl 1492.91297 ASTIN Bull. 52, No. 2, 669-706 (2022). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, ASTIN Bull. 52, No. 2, 669--706 (2022; Zbl 1492.91297) Full Text: DOI
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric tail- and range-value-at-risk. (English) Zbl 1431.91441 ASTIN Bull. 50, No. 1, 265-292 (2020). MSC: 91G70 91G05 62P05 PDFBibTeX XMLCite \textit{K. Herrmann} et al., ASTIN Bull. 50, No. 1, 265--292 (2020; Zbl 1431.91441) Full Text: DOI
Oflaz, Zarina Nukeshtayeva; Yozgatligil, Ceylan; Selcuk-Kestel, A. Sevtap Aggregate claim estimation using bivariate hidden Markov model. (English) Zbl 1419.91381 ASTIN Bull. 49, No. 1, 189-215 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. N. Oflaz} et al., ASTIN Bull. 49, No. 1, 189--215 (2019; Zbl 1419.91381) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Common shock models for claim arrays. (English) Zbl 1416.91150 ASTIN Bull. 48, No. 3, 1109-1136 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 3, 1109--1136 (2018; Zbl 1416.91150) Full Text: DOI Link
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Aggregation of dependent risks in mixtures of exponential distributions and extensions. (English) Zbl 1404.62116 ASTIN Bull. 48, No. 3, 1079-1107 (2018). MSC: 62P05 62H30 91B30 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., ASTIN Bull. 48, No. 3, 1079--1107 (2018; Zbl 1404.62116) Full Text: DOI arXiv Link
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun On heterogeneity in the individual model with both dependent claim occurrences and severities. (English) Zbl 1390.91219 ASTIN Bull. 48, No. 2, 817-839 (2018). MSC: 91B30 60E15 62P05 91G10 PDFBibTeX XMLCite \textit{Y. Zhang} et al., ASTIN Bull. 48, No. 2, 817--839 (2018; Zbl 1390.91219) Full Text: DOI
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. (English) Zbl 1390.91222 ASTIN Bull. 48, No. 2, 779-815 (2018). MSC: 91B30 60G51 62H05 62P05 PDFBibTeX XMLCite \textit{W. Zhu} et al., ASTIN Bull. 48, No. 2, 779--815 (2018; Zbl 1390.91222) Full Text: DOI
Andrade e Silva, J. M.; de Lourdes Centeno, M. Ratemaking of dependent risks. (English) Zbl 1390.91156 ASTIN Bull. 47, No. 3, 875-894 (2017). MSC: 91B30 62P05 62J12 PDFBibTeX XMLCite \textit{J. M. Andrade e Silva} and \textit{M. de Lourdes Centeno}, ASTIN Bull. 47, No. 3, 875--894 (2017; Zbl 1390.91156) Full Text: DOI
Yin, Cuihong; Lin, X. Sheldon Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application. (English) Zbl 1390.62030 ASTIN Bull. 46, No. 3, 779-799 (2016). MSC: 62F12 62P05 91B30 PDFBibTeX XMLCite \textit{C. Yin} and \textit{X. S. Lin}, ASTIN Bull. 46, No. 3, 779--799 (2016; Zbl 1390.62030) Full Text: DOI
Hashorva, Enkelejd; Ratovomirija, Gildas On Sarmanov mixed Erlang risks in insurance applications. (English) Zbl 1390.62208 ASTIN Bull. 45, No. 1, 175-205 (2015). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{G. Ratovomirija}, ASTIN Bull. 45, No. 1, 175--205 (2015; Zbl 1390.62208) Full Text: DOI Link
Willmot, Gordon E.; Woo, Jae-Kyung On some properties of a class of multivariate Erlang mixtures with insurance applications. (English) Zbl 1390.62092 ASTIN Bull. 45, No. 1, 151-173 (2015). MSC: 62H05 62E15 62P05 91B30 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, ASTIN Bull. 45, No. 1, 151--173 (2015; Zbl 1390.62092) Full Text: DOI Link
Hürlimann, Werner On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. (English) Zbl 1431.91442 ASTIN Bull. 44, No. 3, 613-633 (2014). MSC: 91G70 62H05 62P05 PDFBibTeX XMLCite \textit{W. Hürlimann}, ASTIN Bull. 44, No. 3, 613--633 (2014; Zbl 1431.91442) Full Text: DOI Link
Woo, Jae-Kyung Some remarks on delayed renewal risk models. (English) Zbl 1230.91083 Astin Bull. 40, No. 1, 199-219 (2010). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{J.-K. Woo}, ASTIN Bull. 40, No. 1, 199--219 (2010; Zbl 1230.91083) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDFBibTeX XMLCite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) Full Text: DOI