Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip Evolutionary credibility risk premium. (English) Zbl 1446.91057 Insur. Math. Econ. 93, 216-229 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 93, 216--229 (2020; Zbl 1446.91057) Full Text: DOI
Paulsen, Jostein; Lunde, Astrid; Skaug, Hans Julius Fitting mixed-effects models when data are left truncated. (English) Zbl 1140.91426 Insur. Math. Econ. 43, No. 1, 121-133 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Paulsen} et al., Insur. Math. Econ. 43, No. 1, 121--133 (2008; Zbl 1140.91426) Full Text: DOI
Ramsay, Colin M. On a fundamental identity for stopping times and its application to risk theory. (English) Zbl 0735.62096 Insur. Math. Econ. 9, No. 2-3, 149-153 (1990). Reviewer: E.Shiu MSC: 62P05 60G40 60G50 PDFBibTeX XMLCite \textit{C. M. Ramsay}, Insur. Math. Econ. 9, No. 2--3, 149--153 (1990; Zbl 0735.62096) Full Text: DOI