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06/30/2002COMPUTATIONAL STATISTICS & DATA ANALYSISFRIEDMAN J.H.Attachment Icon Volume 38, Issue 4, 28, Pages 367-378 / Stochastic gradient boosting
10/19/2003REVUE BELGE DE SÉCURITÉ SOCIALEJOUSTEN A.Attachment Icon1 / Assurance dépendance en Belgique : réflexions d'un économiste
06/01/1932SKANDINAVISK AKTUARIETIDSKRIFTESSCHER F.Attachment Icon15 / On the Probability Function in the Collective Theory of Risk
10/25/2009BULLETIN FRANÇAIS D'ACTUARIATPLANCHET F.,FELIX J.P.Attachment Icon18 / Mesure des risques de marché et de souscription vie en situation d'information incomplète pour un portefeuille de prévoyance
01/01/2000MITEILUNGEN DES SVHWEIZ. AKTUARVEREINIGUNGDHAENE J.,WANG S.,YOUNG V.,GOOVAERTS M.Attachment Icon2 / Comonotonicity and maximal stop-loss premiums
01/16/2013BMC BIOINFORMATICSSONG L.,LANGFELDER P.,HORVATH S.Attachment Icon2013, 14:5 / Random generalized linear model: a highly accurate and interpretable ensemble predictor
04/29/2024KSSTAROYON T.,FOISSEY C. FONTALIS A.,PLANCHET F. SERVIEN E.,BATAILLER C. LUSTIG SAttachment Icon2024;1–11 / Gender does not influence outcomes and complications,
06/30/1994ASTIN BULL.BOSKOV M.,VERRALL R.J.Attachment Icon24 (1994), No 1, 131-143 / Premium Rating by Geographic Area Using Spatial Models
02/01/2000INSURANCE: MATHEMATICS AND ECONOMICSKASS R.,DHAENE J.,GOOVAERTS M.Attachment Icon27 / Upper and lower bounds for sums of random variables
06/30/2007ASTIN BULLETINLARSEN C.R.Attachment Icon37(1), 113-132 / An Individuel Claims Reserving Model
11/01/2006JOURNAL OF OCCUPATIONAL AND ENVIRONMENTAL HYGIENEKRISHNAMOORTHY K.,MATHEW T.,RAMACHANDRAN G.Attachment Icon3: 642–650 / Generalized P-Values and Confidence Intervals: A Novel Approach for Analyzing Lognormally Distributed Exposure Data
01/01/1967ASTIN BULLETINBÜHLMANN H.Attachment Icon4 / Experience rating and credibility : I
01/01/1969ASTIN BULLETINBÜHLMANN H.Attachment Icon5 / Experience rating and credibility : II
02/26/2007JOURNAL OF PUBLIC ECONOMICSBROWN J.R.,FINKELSTEIN A.Attachment Icon91 / Why is the market for long-term care insurance so small?
07/01/1999MATHEMATICAL FINANCEARTZNER P.,DELBAEN F.,EBER J-M.,HEATH D.Attachment Icon9(3) / Coherent Measures of Risk
04/09/2016KU LEUWENANTONIO K.,GODECHARLE E.,VAN OIRBEEK R.Attachment IconA multi-state approach and flexible payment distributions for microlevel reserving in general insurance
03/18/2002COLLOQUE AFIRWANG S.Attachment IconA risk measure that goes beyond coherence
01/01/1998BAJ 4 IVRENSHAW A.E.,VERRALL R.J.Attachment IconA Stochastic Model Underlying the Chain-Ladder Technique
07/01/2007NAAJTAYLOR G.,MCGUIRE G.Attachment IconA Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
01/01/201731ST CONFERENCE ON NEURAL INFORMATION PROCESSING SYSTEMSLUNDBERG S.,LEE S.I.Attachment IconA Unified Approach to Interpreting Model Predictions
06/16/2004IME CONGRESSDENUIT M.Attachment IconActuarial Theory for dependent risks
11/21/2017MILLIMANBOUMEZOUED A.,DEVINEAU L.Attachment Iconal-01643929 / Individual claims reserving: a survey
07/08/2001COLLOQUE ASTINLA FOATA DE C.,ODJO H.Attachment IconAnalyse d’un système de sécurité cohérent et optimal pour une compagnie d’assurance IARD
06/01/2003UNIVERSITY OF COPENHAGENSCHMIDLI H.P.Attachment IconAsymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case
08/14/2002WORKIN PAPERDUFRESNE F.Attachment IconBetween the individual and collective models, revisited
11/08/2004COLLOQUE AFIRDHAENE J.,LAEVEN R.,VANDUFFEL S.,DARKIEWICZ G.,GOOVAERTS M.Attachment IconCan a coherent risk measure be to subadditive ?
09/02/2004DHAENE J.,VANDUFFEL S.,GOOVAERTS M.J.,KAAS R.,VYNCKE D.Attachment IconComonotonic approximations for optimal portfolio selection problems
06/30/2013UNIVERSITY OF WISCONSINJIN X.,FREES E.W.Attachment IconComparing Micro- and Macro-Level Loss Reserving Models


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