Fung, Tsz Chai; Jeong, Himchan; Tzougas, George Soft splicing model: bridging the gap between composite model and finite mixture model. (English) Zbl 07809288 Scand. Actuar. J. 2024, No. 2, 168-197 (2024). MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2024, No. 2, 168--197 (2024; Zbl 07809288) Full Text: DOI
Buchardt, Kristian; Furrer, Christian; Lunding Sandqvist, Oliver Transaction time models in multi-state life insurance. (English) Zbl 1527.91140 Scand. Actuar. J. 2023, No. 10, 974-999 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{K. Buchardt} et al., Scand. Actuar. J. 2023, No. 10, 974--999 (2023; Zbl 1527.91140) Full Text: DOI arXiv
Lindholm, M.; Lindskog, F.; Palmquist, J. Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells. (English) Zbl 1527.91142 Scand. Actuar. J. 2023, No. 10, 946-973 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Lindholm} et al., Scand. Actuar. J. 2023, No. 10, 946--973 (2023; Zbl 1527.91142) Full Text: DOI
Campo, Bavo D. C.; Antonio, Katrien Insurance pricing with hierarchically structured data an illustration with a workers’ compensation insurance portfolio. (English) Zbl 1519.91208 Scand. Actuar. J. 2023, No. 9, 853-884 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{B. D. C. Campo} and \textit{K. Antonio}, Scand. Actuar. J. 2023, No. 9, 853--884 (2023; Zbl 1519.91208) Full Text: DOI arXiv
Goffard, Pierre-O. Sequential Monte Carlo samplers to fit and compare insurance loss models. (English) Zbl 1521.91315 Scand. Actuar. J. 2023, No. 8, 765-787 (2023). MSC: 91G05 91G60 65C05 62F15 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Scand. Actuar. J. 2023, No. 8, 765--787 (2023; Zbl 1521.91315) Full Text: DOI
Bladt, Martin; Yslas, Jorge Phase-type mixture-of-experts regression for loss severities. (English) Zbl 1520.91310 Scand. Actuar. J. 2023, No. 4, 303-329 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{J. Yslas}, Scand. Actuar. J. 2023, No. 4, 303--329 (2023; Zbl 1520.91310) Full Text: DOI arXiv
Barigou, Karim; Linders, Daniël; Yang, Fan Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (English) Zbl 1511.91113 Scand. Actuar. J. 2023, No. 2, 191-217 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{K. Barigou} et al., Scand. Actuar. J. 2023, No. 2, 191--217 (2023; Zbl 1511.91113) Full Text: DOI arXiv
Hainaut, Donatien; Trufin, Julien; Denuit, Michel Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. (English) Zbl 1510.91147 Scand. Actuar. J. 2022, No. 10, 841-866 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 68T07 PDFBibTeX XMLCite \textit{D. Hainaut} et al., Scand. Actuar. J. 2022, No. 10, 841--866 (2022; Zbl 1510.91147) Full Text: DOI
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. Collective reserving using individual claims data. (English) Zbl 1492.91285 Scand. Actuar. J. 2022, No. 1, 1-28 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Ł. Delong} et al., Scand. Actuar. J. 2022, No. 1, 1--28 (2022; Zbl 1492.91285) Full Text: DOI
Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel Spatial modelling of risk premiums for water damage insurance. (English) Zbl 1496.91078 Scand. Actuar. J. 2022, No. 3, 216-233 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{J. C. Wahl} et al., Scand. Actuar. J. 2022, No. 3, 216--233 (2022; Zbl 1496.91078) Full Text: DOI
Halder, Aritra; Mohammed, Shariq; Chen, Kun; Dey, Dipak K. Spatial Tweedie exponential dispersion models: an application to insurance rate-making. (English) Zbl 1484.91385 Scand. Actuar. J. 2021, No. 10, 1017-1036 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{A. Halder} et al., Scand. Actuar. J. 2021, No. 10, 1017--1036 (2021; Zbl 1484.91385) Full Text: DOI
Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. A non-convex regularization approach for stable estimation of loss development factors. (English) Zbl 1479.91329 Scand. Actuar. J. 2021, No. 9, 779-803 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{H. Jeong} et al., Scand. Actuar. J. 2021, No. 9, 779--803 (2021; Zbl 1479.91329) Full Text: DOI arXiv
Li, Jackie; Wong, Kenneth Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198 Scand. Actuar. J. 2020, No. 9, 776-791 (2020). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. Li} and \textit{K. Wong}, Scand. Actuar. J. 2020, No. 9, 776--791 (2020; Zbl 1454.91198) Full Text: DOI
Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex Continuous chain-ladder with paid data. (English) Zbl 1448.91254 Scand. Actuar. J. 2020, No. 6, 477-502 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{S. M. Bischofberger} et al., Scand. Actuar. J. 2020, No. 6, 477--502 (2020; Zbl 1448.91254) Full Text: DOI arXiv
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Multivariate Cox hidden Markov models with an application to operational risk. (English) Zbl 1422.91346 Scand. Actuar. J. 2019, No. 8, 686-710 (2019). MSC: 91B30 60J28 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2019, No. 8, 686--710 (2019; Zbl 1422.91346) Full Text: DOI
Wang, Yinzhi; Hobæk Haff, Ingrid Focussed selection of the claim severity distribution. (English) Zbl 1411.91321 Scand. Actuar. J. 2019, No. 2, 129-142 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{I. Hobæk Haff}, Scand. Actuar. J. 2019, No. 2, 129--142 (2019; Zbl 1411.91321) Full Text: DOI Link
Li, Hong; Lu, Yang A Bayesian non-parametric model for small population mortality. (English) Zbl 1416.91204 Scand. Actuar. J. 2018, No. 7, 605-628 (2018). MSC: 91B30 62P05 91D20 62F15 PDFBibTeX XMLCite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2018, No. 7, 605--628 (2018; Zbl 1416.91204) Full Text: DOI HAL
Wüthrich, Mario V. Machine learning in individual claims reserving. (English) Zbl 1416.91225 Scand. Actuar. J. 2018, No. 6, 465-480 (2018). MSC: 91B30 92-08 92-04 PDFBibTeX XMLCite \textit{M. V. Wüthrich}, Scand. Actuar. J. 2018, No. 6, 465--480 (2018; Zbl 1416.91225) Full Text: DOI
Peremans, Kris; Segaert, Pieter; Van Aelst, Stefan; Verdonck, Tim Robust bootstrap procedures for the chain-ladder method. (English) Zbl 1402.91212 Scand. Actuar. J. 2017, No. 10, 870-897 (2017). MSC: 91B30 62P05 62F40 62F35 PDFBibTeX XMLCite \textit{K. Peremans} et al., Scand. Actuar. J. 2017, No. 10, 870--897 (2017; Zbl 1402.91212) Full Text: DOI arXiv
Kleinow, Torsten; Richards, Stephen J. Parameter risk in time-series mortality forecasts. (English) Zbl 1402.91202 Scand. Actuar. J. 2017, No. 9, 804-828 (2017). MSC: 91B30 91D20 62P05 62P25 62M10 60G50 PDFBibTeX XMLCite \textit{T. Kleinow} and \textit{S. J. Richards}, Scand. Actuar. J. 2017, No. 9, 804--828 (2017; Zbl 1402.91202) Full Text: DOI
Hiabu, M. On the relationship between classical chain ladder and granular reserving. (English) Zbl 1402.91199 Scand. Actuar. J. 2017, No. 8, 708-729 (2017). MSC: 91B30 62P05 62G05 PDFBibTeX XMLCite \textit{M. Hiabu}, Scand. Actuar. J. 2017, No. 8, 708--729 (2017; Zbl 1402.91199) Full Text: DOI Link
Landriault, David; Willmot, Gordon E.; Xu, Di Analysis of IBNR claims in renewal insurance models. (English) Zbl 1402.91205 Scand. Actuar. J. 2017, No. 7, 628-650 (2017). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 7, 628--650 (2017; Zbl 1402.91205) Full Text: DOI
Feng, Frank Y.; Powers, Michael R.; Xiao, Rui’an; Zhao, Lin Berry-Esseen bounds for compound-Poisson loss percentiles. (English) Zbl 1402.91191 Scand. Actuar. J. 2017, No. 6, 519-534 (2017). MSC: 91B30 62P05 62E15 PDFBibTeX XMLCite \textit{F. Y. Feng} et al., Scand. Actuar. J. 2017, No. 6, 519--534 (2017; Zbl 1402.91191) Full Text: DOI
Leppisaari, Matias Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing. (English) Zbl 1401.91164 Scand. Actuar. J. 2016, No. 2, 113-145 (2016). MSC: 91B30 60G55 62P05 60G70 PDFBibTeX XMLCite \textit{M. Leppisaari}, Scand. Actuar. J. 2016, No. 2, 113--145 (2016; Zbl 1401.91164) Full Text: DOI arXiv
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. Double chain ladder, claims development inflation and zero-claims. (English) Zbl 1401.91174 Scand. Actuar. J. 2015, No. 5, 383-405 (2015). MSC: 91B30 62F40 62P05 PDFBibTeX XMLCite \textit{M. D. M. Miranda} et al., Scand. Actuar. J. 2015, No. 5, 383--405 (2015; Zbl 1401.91174) Full Text: DOI Link