Pricing insurance premia: a top down approach

Author:

Errais EymenORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference19 articles.

1. Benlagha, N., & Karaa, I. (2017). Evidence of adverse selection in automobile insurance market : A seemingly unrelated probit modelling. Cogent Economics and Finance, 5, 133–149.

2. Benlagha, N., Charfeddine, L., & Karaa, I. (2012). Modeling accident occurence in car insurance implementation on tunisian data. Asian-African Journal of Economics and Econometrics, 12(2), 395–406.

3. Brigo, D., Pallavicini, A., & Torresetti, R. (2006). Calibration of cdo tranches with the dynamical generalized-poisson loss model. Working paper, Banca IMI.

4. Duffie, D., Pan, J., & Singleton, K. (2000). Transform analysis and asset pricing for affine jump-diffusions. Econometrica, 68, 1343–1376.

5. Duffie, D., Filipovic, D., & Schachermayer, W. (2003). Affine processes and applications in finance. Annals of Applied Probability, 13, 984–1053.

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