BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY-TAILED INSURANCE CLAIM-SIZE DISTRIBUTION-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY-TAILED INSURANCE CLAIM-SIZE DISTRIBUTION

Published:2007-12-12 Issue:4 Volume:49 Page:415-434
ISSN:1369-1473
Container-title:Australian & New Zealand Journal of Statistics
language:en
Short-container-title:

Author:

Ausin M. Concepcion,Lopes Hedibert F.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-842X.2007.00492.x/fullpdf

Reference34 articles.

1. Bayesian prediction in M/M/1 queues;Armero;Queueing Syst.,1994

2. Statistical performance of a multiclass bulk production queueing system;Armero;Eur. J. Oper. Res.,2004

3. Fitting phase-type distributions via the EM algorithm;Asmussen;Scand. J. Statist.,1996

Cited by 10 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. POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk;Chilean Journal of Statistics;2022-12

2. Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates;Communications in Statistics - Theory and Methods;2020-01-15

3. Modelling the Length of Stay of Geriatric Patients in Emilia Romagna Hospitals Using Coxian Phase-Type Distributions with Covariates;Advances in Latent Variables;2014

4. On semiparametric estimation of ruin probabilities in the classical risk model;Scandinavian Actuarial Journal;2012-05-21

5. Queueing Analysis;Wiley Series in Probability and Statistics;2012-04-08

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