SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Non-Life Insurance: Mathematics & Statistics · Study

PreprintShelves

PreprintNon-Life Insurance: Mathematics & Statistics

Mario V. Wüthrich2013

OA

Preprintgreen2013

Non-Life Insurance: Mathematics & Statistics

Mario V. Wüthrich

36 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 36 citations exist upstream.

References

1999Coherent Measures of Risk 1993Dynamic Asset Pricing Theory.2006Quantitative Risk Management: Concepts, Techniques, and Tools 2002On the coherence of expected shortfall 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1994A general version of the fundamental theorem of asset pricing 1999Stochastic Processes for Insurance & Finance 1970Mathematical Methods in Risk Theory

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Recent Challenges in Actuarial Sciencereview · 12 shared references 2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Marginsarticle · 7 shared references 2011TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONSarticle · 6 shared references 2020Machine Learning in P&C Insurance: A Review for Pricing and Reservingarticle · 6 shared references 2008A game theoretic approach to option valuation under Markovian regime-switching modelsarticle · 6 shared references 2019A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODELarticle · 6 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.2139/ssrn.2319328

openalex_workW2095628320

Links

Imported from OpenAlex (CC0) — nothing here is generated.