Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. (English) Zbl 1472.91038 Scand. Actuar. J. 2021, No. 5, 380-407 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60K15 PDF BibTeX XML Cite \textit{C. Bettonville} et al., Scand. Actuar. J. 2021, No. 5, 380--407 (2021; Zbl 1472.91038) Full Text: DOI OpenURL
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. (English) Zbl 1414.91190 N. Am. Actuar. J. 21, No. 3, 397-416 (2017). MSC: 91B30 62P05 60G70 PDF BibTeX XML Cite \textit{S. Gbari} et al., N. Am. Actuar. J. 21, No. 3, 397--416 (2017; Zbl 1414.91190) Full Text: DOI Link OpenURL
Su, Jianxi; Furman, Edward A form of multivariate Pareto distribution with applications to financial risk measurement. (English) Zbl 1390.62095 ASTIN Bull. 47, No. 1, 331-357 (2017). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, ASTIN Bull. 47, No. 1, 331--357 (2017; Zbl 1390.62095) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. S. Lin}, ASTIN Bull. 46, No. 3, 779--799 (2016; Zbl 1390.62030) Full Text: DOI OpenURL
Giles, David E.; Feng, Hui; Godwin, Ryan T. Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution. (English) Zbl 1341.62077 Commun. Stat., Theory Methods 45, No. 8, 2465-2483 (2016). MSC: 62F10 62F40 62N02 62N05 PDF BibTeX XML Cite \textit{D. E. Giles} et al., Commun. Stat., Theory Methods 45, No. 8, 2465--2483 (2016; Zbl 1341.62077) Full Text: DOI Link OpenURL
Powers, Michael R.; Powers, Thomas Y. Fourier-analytic measures for heavy-tailed insurance losses. (English) Zbl 1401.91184 Scand. Actuar. J. 2015, No. 6, 527-547 (2015). MSC: 91B30 62G32 62P05 PDF BibTeX XML Cite \textit{M. R. Powers} and \textit{T. Y. Powers}, Scand. Actuar. J. 2015, No. 6, 527--547 (2015; Zbl 1401.91184) Full Text: DOI OpenURL
Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (English) Zbl 1296.62089 Insur. Math. Econ. 55, 225-249 (2014). MSC: 62G08 62F15 62J12 62P05 91B30 PDF BibTeX XML Cite \textit{N. Klein} et al., Insur. Math. Econ. 55, 225--249 (2014; Zbl 1296.62089) Full Text: DOI OpenURL
Drees, Holger Extreme value analysis of actuarial risks: estimation and model validation. (English) Zbl 1443.62345 AStA, Adv. Stat. Anal. 96, No. 2, 225-264 (2012). MSC: 62P05 62G32 91G05 PDF BibTeX XML Cite \textit{H. Drees}, AStA, Adv. Stat. Anal. 96, No. 2, 225--264 (2012; Zbl 1443.62345) Full Text: DOI arXiv OpenURL
Brazauskas, Vytaras; Kleefeld, Andreas Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. (English) Zbl 1231.91148 Insur. Math. Econ. 45, No. 3, 424-435 (2009). MSC: 91B30 91B82 62G32 62E15 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{A. Kleefeld}, Insur. Math. Econ. 45, No. 3, 424--435 (2009; Zbl 1231.91148) Full Text: DOI OpenURL
Balasooriya, Uditha; Low, Chan-Kee Modeling insurance claims with extreme observations: transformed kernel density and generalized lambda distribution. (English) Zbl 1481.91163 N. Am. Actuar. J. 12, No. 2, 129-142 (2008). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{U. Balasooriya} and \textit{C.-K. Low}, N. Am. Actuar. J. 12, No. 2, 129--142 (2008; Zbl 1481.91163) Full Text: DOI OpenURL
Bercher, J.-F. On some entropy functionals derived from Rényi information divergence. (English) Zbl 1172.94542 Inf. Sci. 178, No. 12, 2489-2506 (2008). MSC: 94A17 PDF BibTeX XML Cite \textit{J. F. Bercher}, Inf. Sci. 178, No. 12, 2489--2506 (2008; Zbl 1172.94542) Full Text: DOI arXiv OpenURL
Drees, Holger; Müller, Peter Fitting and validation of a bivariate model for large claims. (English) Zbl 1152.91578 Insur. Math. Econ. 42, No. 2, 638-650 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Drees} and \textit{P. Müller}, Insur. Math. Econ. 42, No. 2, 638--650 (2008; Zbl 1152.91578) Full Text: DOI OpenURL
Chiragiev, Arthur; Landsman, Zinoviy Multivariate Pareto portfolios: TCE-based capital allocation and dividend differences. (English) Zbl 1164.91028 Scand. Actuar. J. 2007, No. 4, 261-280 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Chiragiev} and \textit{Z. Landsman}, Scand. Actuar. J. 2007, No. 4, 261--280 (2007; Zbl 1164.91028) Full Text: DOI OpenURL
Necir, Abdelhakim; Meraghni, Djamel; Meddi, Fatima Statistical estimate of the proportional hazard premium of loss. (English) Zbl 1150.91027 Scand. Actuar. J. 2007, No. 3, 147-161 (2007); erratum ibid. 2010, No. 3, 246-247 (2010). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Necir} et al., Scand. Actuar. J. 2007, No. 3, 147--161 (2007; Zbl 1150.91027) Full Text: DOI OpenURL
Ouyang, Zisheng; Xie, Chi Generalized Pareto distribution fit to medical insurance claims data. (English) Zbl 1087.62120 Appl. Math., Ser. B (Engl. Ed.) 21, No. 1, 21-29 (2006). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{Z. Ouyang} and \textit{C. Xie}, Appl. Math., Ser. B (Engl. Ed.) 21, No. 1, 21--29 (2006; Zbl 1087.62120) Full Text: DOI OpenURL
Christmann, Andreas On a strategy to develop robust and simple tariffs from motor vehicle insurance data. (English) Zbl 1097.62112 Acta Math. Appl. Sin., Engl. Ser. 21, No. 2, 193-208 (2005). MSC: 62P05 62G08 62G35 91B30 PDF BibTeX XML Cite \textit{A. Christmann}, Acta Math. Appl. Sin., Engl. Ser. 21, No. 2, 193--208 (2005; Zbl 1097.62112) Full Text: DOI Link OpenURL
Denuit, Michel; Lang, Stefan Non-life rate-making with Bayesian GAMs. (English) Zbl 1070.62095 Insur. Math. Econ. 35, No. 3, 627-647 (2004). MSC: 62P05 62J12 62F15 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{S. Lang}, Insur. Math. Econ. 35, No. 3, 627--647 (2004; Zbl 1070.62095) Full Text: DOI OpenURL