Statistics in Insurance; Stochastic Models for Claim Frequency; Claim Size and Aggregate Claims;Reserves - Articles

Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims (Articles)

Jorge Garcia, Ana Meda

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A291 4,694 Downloads 6,957 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
The Study about Autumobile Insurance Based on Linear Empirical Bayesian Estimation (Articles)

Qiang Yu, Zongjing Yao, Fengyun Zhang, Yujie Zhou

Applied Mathematics Vol.3 No.4，April 27, 2012

DOI: 10.4236/am.2012.34056 4,555 Downloads 7,764 Views Citations
Application of Generalized Pareto in Non-Life Insurance (Articles)

Mohamed Hanafy

Journal of Financial Risk Management Vol.9 No.3，September 29, 2020

DOI: 10.4236/jfrm.2020.93018 580 Downloads 2,053 Views Citations
Consumer Panel Size in Sensory Cosmetic Product Evaluation: A Pilot Study from a Statistical Point of View (Articles)

Jürgen Blaak, Daniela Keller, Isabel Simon, Marina Schleißinger, Nanna Y. Schürer, Peter Staib

J. of Cosmetics, Dermatological Sciences and Applications Vol.8 No.3，August 31, 2018

DOI: 10.4236/jcdsa.2018.83012 1,773 Downloads 5,618 Views Citations
Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions (Articles)

Cyprian Ondieki Omari, Shalyne Gathoni Nyambura, Joan Martha Wairimu Mwangi

Journal of Mathematical Finance Vol.8 No.1，February 26, 2018

DOI: 10.4236/jmf.2018.81012 4,126 Downloads 17,774 Views Citations
Option Pricing with Stochastic Volatility (Articles)

Rossano Giandomenico

Journal of Applied Mathematics and Physics Vol.3 No.12，December 25, 2015

DOI: 10.4236/jamp.2015.312189 2,505 Downloads 3,566 Views Citations
A Statistical Analysis of Intensities Estimation on the Modeling of Non-Life Insurance Claim Counting Process (Articles)

Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

Applied Mathematics Vol.3 No.1，January 4, 2012

DOI: 10.4236/am.2012.31016 4,318 Downloads 9,082 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,377 Downloads 8,270 Views Citations
A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity (Articles)

Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

Open Journal of Statistics Vol.2 No.2，April 23, 2012

DOI: 10.4236/ojs.2012.22020 3,362 Downloads 6,997 Views Citations
Using the Power Series Method to Evaluate Non-Linear Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow Jr., James Sochacki, Bernd Hanke

Journal of Mathematical Finance Vol.12 No.4，November 29, 2022

DOI: 10.4236/jmf.2022.124039 95 Downloads 576 Views Citations
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24031 3,272 Downloads 6,226 Views Citations
The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions (Articles)

Jianhua Guo

Open Journal of Business and Management Vol.7 No.2，March 7, 2019

DOI: 10.4236/ojbm.2019.72030 674 Downloads 1,167 Views Citations
Legal Analysis and Victim Identification of Credit Card Fraud Cases (Articles)

Xin Chen

Chinese Studies Vol.10 No.4，November 4, 2021

DOI: 10.4236/chnstd.2021.104012 168 Downloads 1,039 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,860 Downloads 4,912 Views Citations
Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model (Articles)

Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux

Journal of Mathematical Finance Vol.13 No.3，July 31, 2023

DOI: 10.4236/jmf.2023.133017 42 Downloads 197 Views Citations
The Prediction of Non-Life Claim Reserves under Inflation
—An Analysis including Diagonal Effects (Articles)

Ting Yan

Open Journal of Statistics Vol.6 No.2，April 27, 2016

DOI: 10.4236/ojs.2016.62028 3,366 Downloads 4,994 Views Citations
This article belongs to the Special Issue on Mathematical Statistics and Data Analysis
Urgent Proceedings before the International Courts and Tribunals (Articles)

Tafsir Malick Ndiaye

Beijing Law Review Vol.10 No.4，September 2, 2019

DOI: 10.4236/blr.2019.104046 560 Downloads 1,513 Views Citations
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1，January 20, 2021

DOI: 10.4236/ojs.2021.111004 429 Downloads 1,439 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4，April 24, 2018

DOI: 10.4236/apm.2018.84025 965 Downloads 2,037 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 6,865 Downloads 10,843 Views Citations

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