Jeong, Himchan; Valdez, Emiliano A. Bayesian credibility premium with GB2 copulas. (English) Zbl 1457.62158 Depend. Model. 8, 157-171 (2020). MSC: 62H05 62E15 62F15 62P05 PDFBibTeX XMLCite \textit{H. Jeong} and \textit{E. A. Valdez}, Depend. Model. 8, 157--171 (2020; Zbl 1457.62158) Full Text: DOI
Quan, Zhiyu; Valdez, Emiliano A. Predictive analytics of insurance claims using multivariate decision trees. (English) Zbl 1434.62131 Depend. Model. 6, 377-407 (2018). MSC: 62H30 62P05 62C25 PDFBibTeX XMLCite \textit{Z. Quan} and \textit{E. A. Valdez}, Depend. Model. 6, 377--407 (2018; Zbl 1434.62131) Full Text: DOI
Rüschendorf, L. Risk bounds with additional information on functionals of the risk vector. (English) Zbl 1417.91283 Depend. Model. 6, 102-113 (2018). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{L. Rüschendorf}, Depend. Model. 6, 102--113 (2018; Zbl 1417.91283) Full Text: DOI
Pan, Xiaoqing; Li, Xiaohu On capital allocation for stochastic arrangement increasing actuarial risks. (English) Zbl 1404.62109 Depend. Model. 5, 145-153 (2017). MSC: 62P05 60E15 91B30 PDFBibTeX XMLCite \textit{X. Pan} and \textit{X. Li}, Depend. Model. 5, 145--153 (2017; Zbl 1404.62109) Full Text: DOI
Rüschendorf, Ludger; Witting, Julian VaR bounds in models with partial dependence information on subgroups. (English) Zbl 1417.91284 Depend. Model. 5, 59-74 (2017). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{L. Rüschendorf} and \textit{J. Witting}, Depend. Model. 5, 59--74 (2017; Zbl 1417.91284) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. Ren} and \textit{R. Zitikis}, Depend. Model. 5, 304--315 (2017; Zbl 1393.91101) Full Text: DOI
Ismail, S.; Yu, G.; Reinert, G.; Maynard, T. A two-component copula with links to insurance. (English) Zbl 06839235 Depend. Model. 5, 295-303 (2017). MSC: 62H05 62P05 PDFBibTeX XMLCite \textit{S. Ismail} et al., Depend. Model. 5, 295--303 (2017; Zbl 06839235) Full Text: DOI arXiv
Jaworski, Piotr On conditional value at risk (CoVaR) for tail-dependent copulas. (English) Zbl 1359.62166 Depend. Model. 5, 1-19 (2017). MSC: 62H05 60E05 91B30 91G40 62P05 PDFBibTeX XMLCite \textit{P. Jaworski}, Depend. Model. 5, 1--19 (2017; Zbl 1359.62166) Full Text: DOI
Gan, Guojun; Valdez, Emiliano A. An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. (English) Zbl 1382.91046 Depend. Model. 4, 382-400 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. Gan} and \textit{E. A. Valdez}, Depend. Model. 4, 382--400 (2016; Zbl 1382.91046) Full Text: DOI