| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation |
0 |
0 |
0 |
58 |
1 |
1 |
3 |
179 |
| A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation |
0 |
0 |
0 |
51 |
2 |
6 |
9 |
226 |
| A joint longitudinal and survival model with health care usage for insured elderly |
0 |
1 |
1 |
81 |
4 |
10 |
13 |
90 |
| A logistic regression approach to estimating customer profit loss due to lapses in insurance |
0 |
0 |
2 |
78 |
4 |
6 |
10 |
235 |
| Accounting for severity of risk when pricing insurance products |
0 |
0 |
0 |
54 |
3 |
5 |
6 |
170 |
| An application of the transformed kernel density estimation to labor earnings in Spain |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
278 |
| An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions |
0 |
0 |
0 |
19 |
1 |
2 |
3 |
84 |
| Beyond Value-at-Risk: GlueVaR Distortion Risk Measures |
0 |
0 |
1 |
123 |
8 |
16 |
20 |
350 |
| COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM |
0 |
0 |
2 |
1,627 |
1 |
3 |
9 |
4,252 |
| COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM |
0 |
0 |
0 |
907 |
2 |
4 |
13 |
2,974 |
| Calculation of the variance in surveys of the economic climate |
0 |
0 |
0 |
10 |
2 |
3 |
4 |
245 |
| Calculation of the variance in surveys of the economic climate |
0 |
0 |
0 |
9 |
3 |
3 |
4 |
219 |
| Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance |
0 |
0 |
1 |
52 |
1 |
3 |
7 |
166 |
| ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION |
0 |
0 |
1 |
685 |
3 |
5 |
8 |
1,698 |
| Estimación del riesgo mediante el ajuste de cópulas |
0 |
1 |
1 |
48 |
1 |
2 |
4 |
94 |
| Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R |
0 |
0 |
0 |
25 |
1 |
2 |
5 |
123 |
| 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 |
2 |
5 |
5 |
158 |
| 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 |
4 |
8 |
9 |
231 |
| How much risk is mitigated by LTC Insurance? A case study of the public system in Spain |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
63 |
| How to use the standard model with own data? |
0 |
0 |
0 |
10 |
2 |
2 |
4 |
63 |
| Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
200 |
| Indicators for the characterization of discrete Choquet integrals |
0 |
0 |
0 |
9 |
7 |
11 |
14 |
70 |
| Kernel Density Estimation of Actuarial Loss Functions |
0 |
0 |
0 |
195 |
1 |
4 |
6 |
589 |
| Less is more: increasing retirement gains by using an upside terminal wealth constraint |
0 |
0 |
0 |
27 |
5 |
7 |
9 |
95 |
| Long-range contagion in automobile insurance data: estimation and implications for experience rating |
0 |
0 |
0 |
72 |
1 |
2 |
3 |
225 |
| Longevity Studies Based on Kernel Hazard Estimation |
0 |
0 |
0 |
100 |
2 |
5 |
5 |
471 |
| Loss risk through fraud in car insurance |
0 |
0 |
0 |
15 |
3 |
6 |
9 |
85 |
| Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions |
0 |
0 |
0 |
56 |
5 |
11 |
15 |
110 |
| Non-parametric Models for Univariate Claim Severity Distributions - an approach using R |
0 |
0 |
1 |
67 |
3 |
10 |
16 |
274 |
| Nonparametric estimation of Value-at-Risk |
0 |
0 |
0 |
55 |
2 |
4 |
7 |
130 |
| On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
212 |
| On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach |
0 |
0 |
1 |
12 |
3 |
4 |
5 |
122 |
| On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach |
0 |
0 |
0 |
0 |
2 |
5 |
6 |
409 |
| On the link between credibility and frequency premium |
0 |
0 |
0 |
20 |
2 |
2 |
3 |
89 |
| On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint |
0 |
1 |
1 |
10 |
3 |
9 |
9 |
37 |
| Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study |
0 |
1 |
6 |
389 |
2 |
7 |
31 |
1,116 |
| Ownership Structure and Distribution Systems in Property-Liability Insurance |
0 |
0 |
0 |
148 |
1 |
3 |
7 |
621 |
| Pension Reform in Spain (1975-1997): the Role of Organized Labour |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
905 |
| Prediction of the economic cost of individual long-term care in the Spanish population |
0 |
0 |
0 |
31 |
2 |
4 |
5 |
104 |
| Prediction of the economic cost of individual long-term care in the Spanish population |
0 |
0 |
0 |
21 |
1 |
4 |
5 |
103 |
| Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey |
0 |
0 |
0 |
4 |
6 |
8 |
9 |
56 |
| Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey |
0 |
0 |
0 |
17 |
5 |
10 |
15 |
93 |
| Solvency Capital estimation and Risk Measures |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
91 |
| The connection between distortion risk measures and ordered weighted averaging operators |
0 |
0 |
0 |
35 |
2 |
15 |
15 |
164 |
| The environmental effects of changing speed limits: a quantile regression approach |
0 |
0 |
0 |
9 |
1 |
3 |
3 |
27 |
| The use of flexible quantile-based measures in risk assessment |
0 |
0 |
0 |
19 |
4 |
4 |
8 |
54 |
| The use of flexible quantile-based measures in risk assessment |
0 |
0 |
0 |
31 |
1 |
2 |
6 |
58 |
| Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects |
0 |
0 |
0 |
35 |
2 |
2 |
4 |
132 |
| Time-varying effects when analysing customer lifetime duration, application to the insurance market |
0 |
0 |
0 |
99 |
2 |
4 |
7 |
382 |
| Transformation kernel density estimation of actuarial loss functions |
0 |
0 |
1 |
98 |
1 |
3 |
5 |
269 |
| Two-Dimensional Hazard Estimation for Longevity Analysis |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
406 |
| What attitudes to risk underlie distortion risk measure choices? |
0 |
0 |
0 |
33 |
2 |
9 |
9 |
70 |
| Total Working Papers |
0 |
4 |
19 |
5,621 |
124 |
259 |
393 |
19,667 |