Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 07544489 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 07544489) Full Text: DOI OpenURL
Surya, Budhi Arta Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. (English) Zbl 07543003 J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022). MSC: 62Hxx 60J20 60J27 62H05 62H30 PDF BibTeX XML Cite \textit{B. A. Surya}, J. Multivariate Anal. 191, Article ID 105021, 17 p. (2022; Zbl 07543003) Full Text: DOI OpenURL
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 1484.91366 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 1484.91366) Full Text: DOI OpenURL
Laverny, Oskar; Masiello, Esterina; Maume-Deschamps, Véronique; Rullière, Didier Estimation of multivariate generalized gamma convolutions through Laguerre expansions. (English) Zbl 1482.60021 Electron. J. Stat. 15, No. 2, 5158-5202 (2021). MSC: 60E07 62H12 60E10 PDF BibTeX XML Cite \textit{O. Laverny} et al., Electron. J. Stat. 15, No. 2, 5158--5202 (2021; Zbl 1482.60021) Full Text: DOI arXiv Link OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. (English) Zbl 1479.91321 N. Am. Actuar. J. 25, No. 3, 395-416 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 3, 395--416 (2021; Zbl 1479.91321) Full Text: DOI OpenURL
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDF BibTeX XML Cite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv OpenURL
Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung Bayesian credibility under a bivariate prior on the frequency and the severity of claims. (English) Zbl 1471.91453 Insur. Math. Econ. 100, 274-295 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 100, 274--295 (2021; Zbl 1471.91453) Full Text: DOI OpenURL
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon Fitting multivariate Erlang mixtures to data: a roughness penalty approach. (English) Zbl 1459.62199 J. Comput. Appl. Math. 386, Article ID 113216, 18 p. (2021). MSC: 62P05 62H30 62H12 62N01 60L90 PDF BibTeX XML Cite \textit{W. Gui} et al., J. Comput. Appl. Math. 386, Article ID 113216, 18 p. (2021; Zbl 1459.62199) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: theoretical developments. (English) Zbl 1427.91228 Insur. Math. Econ. 89, 111-127 (2019). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., Insur. Math. Econ. 89, 111--127 (2019; Zbl 1427.91228) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: application to correlated claim frequencies. (English) Zbl 1427.91227 ASTIN Bull. 49, No. 3, 647-688 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., ASTIN Bull. 49, No. 3, 647--688 (2019; Zbl 1427.91227) Full Text: DOI OpenURL
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI OpenURL
Lee, Simon C. K.; Lin, Sheldon Delta boosting machine with application to general insurance. (English) Zbl 1416.91199 N. Am. Actuar. J. 22, No. 3, 405-425 (2018). MSC: 91B30 91-04 62P05 PDF BibTeX XML Cite \textit{S. C. K. Lee} and \textit{S. Lin}, N. Am. Actuar. J. 22, No. 3, 405--425 (2018; Zbl 1416.91199) Full Text: DOI OpenURL
Hu, Xiang; Zhang, Lianzeng; Sun, Weiwei Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations. (English) Zbl 1416.91190 Scand. Actuar. J. 2018, No. 5, 412-425 (2018). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{X. Hu} et al., Scand. Actuar. J. 2018, No. 5, 412--425 (2018; Zbl 1416.91190) Full Text: DOI OpenURL
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon Fitting the Erlang mixture model to data via a GEM-CMM algorithm. (English) Zbl 06892263 J. Comput. Appl. Math. 343, 189-205 (2018). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{W. Gui} et al., J. Comput. Appl. Math. 343, 189--205 (2018; Zbl 06892263) Full Text: DOI OpenURL
Linders, Daniël; Yang, Fan Aggregating risks with partial dependence information. (English) Zbl 1414.91214 N. Am. Actuar. J. 21, No. 4, 565-579 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Linders} and \textit{F. Yang}, N. Am. Actuar. J. 21, No. 4, 565--579 (2017; Zbl 1414.91214) Full Text: DOI OpenURL
Ren, Jiandong; Zitikis, Ričardas CMPH: a multivariate phase-type aggregate loss distribution. (English) Zbl 1393.91101 Depend. Model. 5, 304-315 (2017). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{J. Ren} and \textit{R. Zitikis}, Depend. Model. 5, 304--315 (2017; Zbl 1393.91101) Full Text: DOI OpenURL
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. (English) Zbl 1394.62145 Insur. Math. Econ. 74, 197-209 (2017). MSC: 62P05 62H05 60E05 91B30 PDF BibTeX XML Cite \textit{G. Ratovomirija} et al., Insur. Math. Econ. 74, 197--209 (2017; Zbl 1394.62145) Full Text: DOI arXiv OpenURL
Alm, Jonas Signs of dependence and heavy tails in non-life insurance data. (English) Zbl 1401.91090 Scand. Actuar. J. 2016, No. 10, 859-875 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Alm}, Scand. Actuar. J. 2016, No. 10, 859--875 (2016; Zbl 1401.91090) 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
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda Multivariate mixtures of Erlangs for density estimation under censoring. (English) Zbl 1422.62194 Lifetime Data Anal. 22, No. 3, 429-455 (2016). MSC: 62H12 62N01 PDF BibTeX XML Cite \textit{R. Verbelen} et al., Lifetime Data Anal. 22, No. 3, 429--455 (2016; Zbl 1422.62194) Full Text: DOI OpenURL
Woo, Jae-Kyung On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. (English) Zbl 1371.91110 Insur. Math. Econ. 70, 354-363 (2016). MSC: 91B30 60K10 62E15 62P05 PDF BibTeX XML Cite \textit{J.-K. Woo}, Insur. Math. Econ. 70, 354--363 (2016; Zbl 1371.91110) Full Text: DOI Link OpenURL
Ratovomirija, Gildas On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. (English) Zbl 1415.91162 Eur. Actuar. J. 6, No. 1, 149-175 (2016). MSC: 91B30 62P05 62E15 PDF BibTeX XML Cite \textit{G. Ratovomirija}, Eur. Actuar. J. 6, No. 1, 149--175 (2016; Zbl 1415.91162) Full Text: DOI arXiv OpenURL
Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. (English) Zbl 1390.62227 ASTIN Bull. 45, No. 3, 729-758 (2015). MSC: 62P05 62N01 91B30 PDF BibTeX XML Cite \textit{R. Verbelen} et al., ASTIN Bull. 45, No. 3, 729--758 (2015; Zbl 1390.62227) Full Text: DOI Link OpenURL
Hashorva, Enkelejd; Ratovomirija, Gildas On Sarmanov mixed Erlang risks in insurance applications. (English) Zbl 1390.62208 ASTIN Bull. 45, No. 1, 175-205 (2015). MSC: 62P05 62H05 91B30 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{G. Ratovomirija}, ASTIN Bull. 45, No. 1, 175--205 (2015; Zbl 1390.62208) Full Text: DOI Link OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On some properties of a class of multivariate Erlang mixtures with insurance applications. (English) Zbl 1390.62092 ASTIN Bull. 45, No. 1, 151-173 (2015). MSC: 62H05 62E15 62P05 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, ASTIN Bull. 45, No. 1, 151--173 (2015; Zbl 1390.62092) Full Text: DOI Link OpenURL
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. (English) Zbl 1348.91137 Insur. Math. Econ. 64, 214-224 (2015). MSC: 91B30 60E05 62H05 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 64, 214--224 (2015; Zbl 1348.91137) Full Text: DOI OpenURL
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed Bivariate lower and upper orthant value-at-risk. (English) Zbl 1304.91097 Eur. Actuar. J. 3, No. 2, 321-357 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Cossette} et al., Eur. Actuar. J. 3, No. 2, 321--357 (2013; Zbl 1304.91097) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI OpenURL