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ArticleA discussion of parameter and model uncertainty in insurance

Andrew J. G. Cairns2000

Article2000

A discussion of parameter and model uncertainty in insurance

Andrew J. G. Cairns

157 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1989Combining forecasts: A review and annotated bibliography 1990Combining forecasts: A review and annotated bibliography 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates 1981Estimation Risk and Optimal Portfolio Choice.1994Insurance Risk Models 1995More on a Stochastic Asset Model for Actuarial Use 1994Practical risk theory for actuaries.

Cited by

2009Optimal investment and reinsurance of an insurer with model uncertainty 2012Quantile Uncertainty and Value‐at‐Risk Model Risk 2009Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models 2005The Present and Future of Financial Risk Management 2009Actuarial Applications of a Hierarchical Insurance Claims Model 2016Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk

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Year2000

Typearticle

Published2000-12-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations157

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(00)00055-x

openalex_workW2017071447

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