|
adult |
4 |
|
asian |
4 |
|
caucasian |
4 |
|
coffee |
4 |
|
em algorithm |
4 |
|
metabolic syndrome |
4 |
|
stochastic representation |
4 |
|
by-claim |
3 |
|
dirichlet distribution |
3 |
|
integral equation |
3 |
|
main claim |
3 |
|
martingale |
3 |
|
missing at random |
3 |
|
mm algorithm |
3 |
|
nested dirichlet distribution |
3 |
|
ruin probability |
3 |
|
0167-6687 |
2 |
|
acbve |
2 |
|
adjustment coefficient |
2 |
|
adjustment-coefficient |
2 |
|
aic |
2 |
|
association |
2 |
|
asymptotic properties |
2 |
|
asymptotics |
2 |
|
barrier strategy |
2 |
|
bic |
2 |
|
bootstrap approach |
2 |
|
bootstrap method |
2 |
|
brownian motion |
2 |
|
brownian motion with drift |
2 |
|
cev model |
2 |
|
common shock |
2 |
|
complementary random variable |
2 |
|
compound binomial risk model |
2 |
|
compound poisson |
2 |
|
consistent variation |
2 |
|
constrained estimation |
2 |
|
correlated aggregate claims |
2 |
|
counting process |
2 |
|
delayed claims |
2 |
|
diffusion |
2 |
|
discrete-time risk model |
2 |
|
erlang(2) risk process |
2 |
|
expected discounted penalty function |
2 |
|
exponential utility |
2 |
|
finite-time ruin probability |
2 |
|
garch |
2 |
|
gerber–shiu function |
2 |
|
heavy tail |
2 |
|
integro-differential equation |
2 |
|
investment |
2 |
|
karush-kuhn-tucker conditions |
2 |
|
long tail |
2 |
|
lower/upper extended negative dependence |
2 |
|
lundberg exponent |
2 |
|
lundberg's inequality |
2 |
|
lundberg-type inequality |
2 |
|
maximum |
2 |
|
mean-variance criterion |
2 |
|
mgarch |
2 |
|
multivariate autoregressive model |
2 |
|
net-profit condition |
2 |
|
precise large deviation |
2 |
|
proportional hazards model |
2 |
|
proportional reinsurance |
2 |
|
random walk |
2 |
|
randomized dividends |
2 |
|
randomly weighted sum |
2 |
|
renewal process |
2 |
|
risk process |
2 |
|
stochastic control |
2 |
|
stochastic difference equation |
2 |
|
stochastic optimal control |
2 |
|
stochastic return |
2 |
|
stochastic return on investments |
2 |
|
survival probability |
2 |
|
tail behaviour |
2 |
|
thinning dependence |
2 |
|
time of ruin |
2 |
|
truncated normal distribution |
2 |
|
two-dimensional risk model |
2 |
|
ultimate ruin probability |
2 |
|
uniformity |
2 |
|
vector autoregressive moving average |
2 |
|
volatility clustering |
2 |
|
weak convergence |
2 |
|
62e20 |
1 |
|
62p05 |
1 |
|
91b05 |
1 |
|
absolute ruin probability |
1 |
|
absolutely continuous |
1 |
|
additive risk |
1 |
|
affine diffusion |
1 |
|
aggregate accumulated claims |
1 |
|
aggregate claim distribution |
1 |
|
aggregate claim model |
1 |
|
aggregate claims |
1 |
|
ambiguity aversion |
1 |
|
animals |
1 |
|
asset-liability management |
1 |
|
association property |
1 |
|
asymptotic joint tail behavior |
1 |
|
asymptotic tail probability |
1 |
|
backward euler method |
1 |
|
backward stochastic |
1 |
|
backward stochastic differential equation |
1 |
|
baseline hazard function |
1 |
|
bilateral correlated data |
1 |
|
bilateral credit valuation adjustment |
1 |
|
bivariate sarmanov dependence |
1 |
|
bivariate sarmanov distribution |
1 |
|
bootstrap |
1 |
|
brownian perturbation |
1 |
|
capital injection |
1 |
|
cara utility |
1 |
|
cause of death |
1 |
|
cds |
1 |
|
central limit theorem |
1 |
|
checks |
1 |
|
chi-square convergence |
1 |
|
claim causing ruin |
1 |
|
classical risk model |
1 |
|
clustered data |
1 |
|
collective risk model |
1 |
|
common risk difference test |
1 |
|
common shock dependence |
1 |
|
common shocks |
1 |
|
competing risk model |
1 |
|
complete monotonicity |
1 |
|
compositional inverse gaussian distribution |
1 |
|
compound binomial |
1 |
|
compound distribution |
1 |
|
compound poisson model |
1 |
|
compound poisson process |
1 |
|
compound poisson risk model |
1 |
|
confidence region |
1 |
|
constant investment strategy |
1 |
|
consumption and investment problems |
1 |
|
contagion model |
1 |
|
continuous proportion data |
1 |
|
convergence-rates |
1 |
|
convolution equivalence |
1 |
|
copula |
1 |
|
counterparty credit risk |
1 |
|
counterparty risk |
1 |
|
cox process |
1 |
|
cox risk model |
1 |
|
credit default swap |
1 |
|
credit default swap (cds) |
1 |
|
credit default swaps |
1 |
|
credit valuation adjustment |
1 |
|
crude monte-carlo simulation |
1 |
|
cumulative hazard |
1 |
|
cumulative hazard process |
1 |
|
data augmentation algorithm |
1 |
|
decomposition |
1 |
|
deficit at ruin |
1 |
|
delayed system |
1 |
|
dependence |
1 |
|
dependence structure |
1 |
|
dependent control policies |
1 |
|
dependent risks |
1 |
|
diffusion process |
1 |
|
discrete-time risk model with insurance and financial risks |
1 |
|
distorted mix method |
1 |
|
distortion function |
1 |
|
diverging dimensionality |
1 |
|
dividend |
1 |
|
dividend optimization |
1 |
|
dividend payment |
1 |
|
dividend payments |
1 |
|
dividends |
1 |
|
dominated variation |
1 |
|
doubly censored data |
1 |
|
dual model |
1 |
|
efficiency |
1 |
|
efficient frontier |
1 |
|
empirical likelihood |
1 |
|
empirical likelihood ratio |
1 |
|
empirical process |
1 |
|
erlang process |
1 |
|
estimator |
1 |
|
excess-of-loss reinsurance |
1 |
|
expectation–maximization (em) algorithm |
1 |
|
expectation–maximization algorithm |
1 |
|
expected penalty function |
1 |
|
expected value premium principle |
1 |
|
exponential premium principle |
1 |
|
extended hamilton-jacobi-bellman equation |
1 |
|
extended regular variation |
1 |
|
filtering |
1 |
|
finite-time and infinite-time ruin probabilities |
1 |
|
first-to-default basket swap |
1 |
|
fixed costs |
1 |
|
fixed transaction costs |
1 |
|
fluctuation identity |
1 |
|
forward measure |
1 |
|
gambler's ruin |
1 |
|
gamma-like tail |
1 |
|
gaussian process |
1 |
|
general risk model |
1 |
|
generalized dickson’s formula |
1 |
|
generalized linear model |
1 |
|
generating function |
1 |
|
gerber-shiu expected discounted penalty function |
1 |
|
gerber-shiu function |
1 |
|
goodness of fit |
1 |
|
goodness-of-fit |
1 |
|
hamilton-jacobi-bellman (hjb) equation |
1 |
|
hamilton-jacobi-bellman equation |
1 |
|
hamilton–jacobi–bellman equation |
1 |
|
hazard process |
1 |
|
heavy-tailed distribution |
1 |
|
hjb equation |
1 |
|
hong kong - epidemiology |
1 |
|
hypothesis testing |
1 |
|
indexed benefits |
1 |
|
induced smoothing |
1 |
|
infinitesimal generator |
1 |
|
inflation |
1 |
|
insurance and financial risks |
1 |
|
insurance claims |
1 |
|
insurance risk model |
1 |
|
integer-valued time series |
1 |
|
interaction model |
1 |
|
interval censoring |
1 |
|
interval estimation |
1 |
|
interval-censored data |
1 |
|
intra-class correlation coefficients |
1 |
|
inverse gaussian distribution |
1 |
|
investment return jumps |
1 |
|
investment/reinsurance |
1 |
|
iterative convex minorant algorithm |
1 |
|
jump-diffusion |
1 |
|
jump-diffusion process |
1 |
|
kth-to-default basket swap |
1 |
|
laplace transform |
1 |
|
large deviations |
1 |
|
leveraged bootstrap |
1 |
|
linear functional |
1 |
|
local power |
1 |
|
longevity bond |
1 |
|
longevity bonds |
1 |
|
loss-carry-forward taxation |
1 |
|
lévy process |
1 |
|
lévy processes |
1 |
|
lévy-driven risk model |
1 |
|
markov chain |
1 |
|
markov process |
1 |
|
markov regime-switching |
1 |
|
markovian regime-switching |
1 |
|
matuszewska indices |
1 |
|
mcn-em algorithm |
1 |
|
mean residual life |
1 |
|
mean-variance |
1 |
|
mean-variance premium principle |
1 |
|
mean-variance utility |
1 |
|
mean–variance criterion |
1 |
|
mice |
1 |
|
models, statistical |
1 |
|
moment constraint |
1 |
|
multiple-life model |
1 |
|
multivari ate regime-switching shot noise process |
1 |
|
multivariate regime-switching shot noise process |
1 |
|
multivariate zero-adjusted poisson |
1 |
|
multivariate zero-and-one inflated poisson |
1 |
|
n-em algorithm |
1 |
|
neoplasms, experimental - mortality |
1 |
|
newton–raphson algorithm |
1 |
|
non-regular truncated domain |
1 |
|
nonparametric maximum likelihood |
1 |
|
nonparametric regression |
1 |
|
occupation time |
1 |
|
optimal decision |
1 |
|
optimal dividend problem |
1 |
|
optimal dividend strategy |
1 |
|
optimal investment-reinsurance strategy |
1 |
|
optimal reinsurance |
1 |
|
optimal reinsurance contract |
1 |
|
optimal reinsurance with two reinsurers |
1 |
|
optimal stopping time |
1 |
|
optimal strategy |
1 |
|
ornstein-uhlenbeck process |
1 |
|
orthant order |
1 |
|
pairwise asymptotic independence |
1 |
|
pairwise asymptotical independence |
1 |
|
parametric and semiparametric models |
1 |
|
partial likelihood |
1 |
|
partial observations |
1 |
|
partial sum |
1 |
|
per-claim reinsurance |
1 |
|
per-loss reinsurance and investment |
1 |
|
poisson arch process |
1 |
|
portfolio and consumption |
1 |
|
portfolio optimization |
1 |
|
portfolio selection |
1 |
|
premium control |
1 |
|
primary |
1 |
|
probability |
1 |
|
probability of drawdown, |
1 |
|
probability of ruin |
1 |
|
profile likelihood |
1 |
|
projection pursuit regression |
1 |
|
proportional cost |
1 |
|
quadratic inference functions |
1 |
|
quantile regressioni |
1 |
|
random censorship |
1 |
|
random symmetrization |
1 |
|
randomized dividend |
1 |
|
recursive algorithm |
1 |
|
recursive calculation |
1 |
|
recursive formula |
1 |
|
regime switching |
1 |
|
regime-switching |
1 |
|
regime-switching gompertz–makeham model |
1 |
|
regime-switching shot noise process |
1 |
|
regime-switching shot-noise process |
1 |
|
regional health monitoring |
1 |
|
regular variation |
1 |
|
reinsurance |
1 |
|
reinsurance/investment |
1 |
|
renewal counting process |
1 |
|
renewal risk process |
1 |
|
risk assessment - statistics & numerical data |
1 |
|
robust optimisation |
1 |
|
robust optimization |
1 |
|
sarmanov distribution |
1 |
|
scale function |
1 |
|
secondary |
1 |
|
semi-markov risk model |
1 |
|
shot noise intensities |
1 |
|
shot noise process with regime switching |
1 |
|
simplex distribution |
1 |
|
skewed positive data |
1 |
|
smooth ambiguity |
1 |
|
spectrally negative lévy process |
1 |
|
spectrally negative lévy processes |
1 |
|
squared normal distribution |
1 |
|
squared skew-normal distribution |
1 |
|
stackelberg differential game |
1 |
|
stochastic discounted value of aggregate net losses |
1 |
|
stochastic flows |
1 |
|
stochastic interest |
1 |
|
stochastic maximum principle |
1 |
|
stochastic programming |
1 |
|
stochastic sources |
1 |
|
stochastic volatility |
1 |
|
strata |
1 |
|
strongly regular variation |
1 |
|
subexponentiality |
1 |
|
sum |
1 |
|
suprema and infima |
1 |
|
surplus immediately before ruin |
1 |
|
survival times |
1 |
|
systematic factors |
1 |
|
tail dependence coefficient |
1 |
|
tail dependence function |
1 |
|
tail probabilities |
1 |
|
test consistency |
1 |
|
the augmented lagrangian |
1 |
|
the garch model |
1 |
|
thinning-dependence risk model |
1 |
|
thinning-dependence structure |
1 |
|
threshold strategy |
1 |
|
time-consistent strategy |
1 |
|
transaction costs |
1 |
|
truncated bnd |
1 |
|
two sample comparison |
1 |
|
two-dimensional delayed renewal risk model |
1 |
|
unequal censoring |
1 |
|
univariate zero-and-one inflated poisson |
1 |
|
unknown link |
1 |
|
variance premium principle |
1 |
|
zero-coupon bond |
1 |
|
zero-inflated poisson |
1 |
|
zero-one-inflated beta model |
1 |
|
zero-one-inflated simplex model |
1 |
|
zero-truncated product bernoulli distribution |
1 |
