Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

Published:2020-01-30 Issue:2 Volume:25 Page:135-162
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Albrecher Hansjörg¹²,Araujo-Acuna José Carlos¹,Beirlant Jan³⁴

Affiliation:

1. Département de sciences actuarielles - HEC Lausanne Universite de Lausanne, Lausanne, Switzerland

2. Swiss Finance Institute, Lausanne, Switzerland

3. Department of Mathematics, LStat and LRisk, KU Leuven, Leuven, Belgium

4. Department of Mathematical Statistics and Actuarial Science, University of the Free State, Bloemfontein, South Africa

Funder

Swiss National Science Foundation Project

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10920277.2019.1703752

Reference40 articles.

2. Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps)

3. A generalization of the collective theory of risk in regard to fluctuating basic-probabilities

4. Actuarial statistics with generalized linear mixed models

5. Statistical concepts of a priori and a posteriori risk classification in insurance

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes;Methodology and Computing in Applied Probability;2023-02-11

2. Pricing cumulative loss derivatives under additive models via Malliavin calculus;Boletim da Sociedade Paranaense de Matemática;2022-12-23

3. A Dynamic Credibility Model with Self-Excitation and Exponential Decay;2022 Winter Simulation Conference (WSC);2022-12-11

4. Applications of the classical compound Poisson model with claim sizes following a compound distribution;Probability in the Engineering and Informational Sciences;2022-07-14

5. On a Risk Model With Dual Seasonalities;North American Actuarial Journal;2022-07-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3