Working Paper |
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12 months |
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Last month |
3 months |
12 months |
Total |
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
217 |
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
176 |
A joint longitudinal and survival model with health care usage for insured elderly |
0 |
0 |
1 |
80 |
2 |
2 |
4 |
79 |
A logistic regression approach to estimating customer profit loss due to lapses in insurance |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
225 |
Accounting for severity of risk when pricing insurance products |
0 |
0 |
0 |
54 |
0 |
1 |
8 |
164 |
An application of the transformed kernel density estimation to labor earnings in Spain |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
274 |
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
82 |
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures |
1 |
1 |
4 |
123 |
2 |
3 |
8 |
332 |
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM |
0 |
0 |
0 |
907 |
0 |
2 |
3 |
2,961 |
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM |
1 |
1 |
2 |
1,626 |
2 |
3 |
8 |
4,245 |
Calculation of the variance in surveys of the economic climate |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
241 |
Calculation of the variance in surveys of the economic climate |
0 |
0 |
0 |
9 |
1 |
3 |
3 |
216 |
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance |
0 |
0 |
1 |
51 |
0 |
0 |
2 |
159 |
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION |
1 |
1 |
1 |
685 |
1 |
1 |
2 |
1,691 |
Estimación del riesgo mediante el ajuste de cópulas |
0 |
0 |
0 |
47 |
1 |
1 |
2 |
91 |
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
119 |
Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
153 |
Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe |
0 |
0 |
0 |
74 |
1 |
1 |
1 |
223 |
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain |
0 |
1 |
1 |
12 |
0 |
1 |
1 |
61 |
How to use the standard model with own data? |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
59 |
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
197 |
Indicators for the characterization of discrete Choquet integrals |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
56 |
Kernel Density Estimation of Actuarial Loss Functions |
0 |
0 |
0 |
195 |
0 |
1 |
1 |
583 |
Less is more: increasing retirement gains by using an upside terminal wealth constraint |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
86 |
Long-range contagion in automobile insurance data: estimation and implications for experience rating |
0 |
0 |
1 |
72 |
0 |
0 |
1 |
222 |
Longevity Studies Based on Kernel Hazard Estimation |
0 |
0 |
0 |
100 |
0 |
2 |
2 |
466 |
Loss risk through fraud in car insurance |
0 |
0 |
0 |
15 |
0 |
2 |
2 |
76 |
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions |
0 |
0 |
1 |
56 |
1 |
1 |
4 |
96 |
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R |
0 |
0 |
0 |
66 |
0 |
0 |
4 |
258 |
Nonparametric estimation of Value-at-Risk |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
124 |
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
211 |
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
117 |
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
403 |
On the link between credibility and frequency premium |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
86 |
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
28 |
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study |
0 |
0 |
8 |
383 |
2 |
11 |
52 |
1,087 |
Ownership Structure and Distribution Systems in Property-Liability Insurance |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
614 |
Pension Reform in Spain (1975-1997): the Role of Organized Labour |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
899 |
Prediction of the economic cost of individual long-term care in the Spanish population |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
98 |
Prediction of the economic cost of individual long-term care in the Spanish population |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
99 |
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
79 |
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
47 |
Solvency Capital estimation and Risk Measures |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
89 |
The connection between distortion risk measures and ordered weighted averaging operators |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
149 |
The environmental effects of changing speed limits: a quantile regression approach |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
24 |
The use of flexible quantile-based measures in risk assessment |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
47 |
The use of flexible quantile-based measures in risk assessment |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
52 |
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects |
0 |
0 |
1 |
35 |
0 |
0 |
2 |
128 |
Time-varying effects when analysing customer lifetime duration, application to the insurance market |
0 |
1 |
1 |
99 |
0 |
1 |
1 |
375 |
Transformation kernel density estimation of actuarial loss functions |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
264 |
Two-Dimensional Hazard Estimation for Longevity Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
403 |
What attitudes to risk underlie distortion risk measure choices? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
61 |
Total Working Papers |
3 |
5 |
22 |
5,605 |
18 |
46 |
137 |
19,292 |