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28 Apr 06

(( pdf )) Robust logistic regression for insurance risk classification

  • A model generalization to extend the use of logistic regression to insurance risk classification is considered here. - alex-and-r on 2006-04-28

Методология построения страховых тарифов в условиях изменения динамики имущественного страхования

  • Изучение и моделирование построения и изменения страховых тарифов в условиях меняющихся условий функционирования страховой компании. - alex-and-r on 2006-04-28

(( pdf )) The Design of Optimal Insurance Decisions in the Presence of Catastrophic Risks

  • This paper deals with the development of decision making tools for managing catastrophic (low probability – high consequences) risks. - alex-and-r on 2006-04-28

(( pdf )) Aggregation of Correlated Risk Portfolios: Models & Algorithms

  • This paper that significantly advances the development of tools and models that improve the accuracy of the estimation of aggregate loss distributions for blocks of insurance risks. - alex-and-r on 2006-04-28
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