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Research Project: Statistical analysis of dependence effects on insurance portfolios

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2010

Albers, W. and Kallenberg, W.C.M. (2010) Estimation effects on stop-loss premiums under dependence. International Journal of Statistics and Management System, 5 (1-2). pp. 21-58. ISSN 0973-7359

2009

Albers, W. and Kallenberg, W.C.M. and Lukocius, V. (2009) A flexible model for actuarial risks under dependence. Scandinavian Actuarial Journal, 2009 (2). pp. 152-167. ISSN 0346-1238 *** ISI Impact 0,613 ***

2008

Lukocius, V. (2008) Statistical analysis of dependencies within insurance portfolios. PhD thesis, University of Twente. ISBN 978-90-365-2739-2

2007

Albers, W. and Kallenberg, W.C.M. (2007) Estimation effects on stop-loss premiums under dependence. Memorandum 1837, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

Lukocius, V. and Albers, W. and Kallenberg, W.C.M. (2007) Accuracy of approximations in actuarial overdispersion models. Memorandum 1842, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850