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2016

Who Obtains Greater Discounts on Automobile Insurance Premiums?

2016

Classification of scale-sensitive telematic observables for riskindividual pricing

2016

Efficient risk allocation within a non-life insurance group under Solvency II Regime

2016

Solvency capital estimation, reserving cycle and ultimate risk

2016

Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach

2016

How an aggressively expanding insurance company becomes insolvent

2016

The Final Solvency II Framework: Will It Be Effective?

2016

Undertaking specific parameters under solvency II: reduction of capital requirement or not?

2016

What attitudes to risk underlie distortion risk measure choices?

2016

Credible risk measures with applications in actuarial sciences and finance

2016

A family of premium principles based on mixtures of TVaRs

2016

Extremes for coherent risk measures

2016

On a risk measure inspired from the ruin probability and the expected deficit at ruin

2016

On the Use of Long-Term Risk Measures as an Approach to Communicating Risks

2016

Risk measure preserving piecewise linear approximation of empirical distributions

2016

Willingness To Pay For Insurance In Denmark

2016

Quantification of Operational Risk: A Scenario-Based Approach

2016

Estimation of Truncated Data Samples in Operational Risk Modeling

2016

Nonparametric estimation of operational value-at-risk (OpVaR)

2016

Using Weighted Distributions To Model Operational Risk

2016

Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions

2016

Operational risk models and asymptotic normality of maximum likelihood estimation

2016

Operational loss with correlated frequency and severity: an analytical approach

2016

Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns

2016

Browse Research

Who Obtains Greater Discounts on Automobile Insurance Premiums?

Classification of scale-sensitive telematic observables for riskindividual pricing

Efficient risk allocation within a non-life insurance group under Solvency II Regime

Solvency capital estimation, reserving cycle and ultimate risk

Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach

How an aggressively expanding insurance company becomes insolvent

The Final Solvency II Framework: Will It Be Effective?

Undertaking specific parameters under solvency II: reduction of capital requirement or not?

What attitudes to risk underlie distortion risk measure choices?

Credible risk measures with applications in actuarial sciences and finance

A family of premium principles based on mixtures of TVaRs

Extremes for coherent risk measures

On a risk measure inspired from the ruin probability and the expected deficit at ruin

On the Use of Long-Term Risk Measures as an Approach to Communicating Risks

Risk measure preserving piecewise linear approximation of empirical distributions

Willingness To Pay For Insurance In Denmark

Quantification of Operational Risk: A Scenario-Based Approach

Estimation of Truncated Data Samples in Operational Risk Modeling

Nonparametric estimation of operational value-at-risk (OpVaR)

Using Weighted Distributions To Model Operational Risk

Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions

Operational risk models and asymptotic normality of maximum likelihood estimation

Operational loss with correlated frequency and severity: an analytical approach

Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns

Bayesian approaches for analyzing earthquake catastrophic risk

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