Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 11 of 11.

Add to Quick Collection   All 11 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/89857
Description: A critical problem in financial and insurance risk analysis is the calculation of risk margins. When there are a number of risks, the total risk margin is often reduced to reflect diversification. How ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/30807
Description: Practical and rigorous, this book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures and discusses other techniques of interest an ... More
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25257
Description: A model for the statistical analysis of the total amount of insurance paid out on a policy is developed and applied. The model simultaneously deals with the number of claims (zero or more) and the amo ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25337
Description: A new method for analysing and projecting mortality is proposed and examined. The method takes observed time series of survival probabilities, finds the corresponding z-scores in the standard normal d ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/9090
Description: This article discusses risk classification and develops and discusses a framework for estimating the effects of restrictions on risk classification.It is shown that expected losses due to adverse sele ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/6558
Description: The Lee-Carter method for mortality forecasting is outlined, discussed and improved utilizing standard time series approaches. The new framework, which integrates estimation and forecasting, delivers ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1101208
Description: 19 page(s)
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1246427
Authors: De Jong, Piet
Date: 2005
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1166277
Description: 16 page(s)
Reviewed: Reviewed
Date: 2001
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1078420
Description: The application of the continuous state space model to unequally spaced sequence data is discussed and illustrated. The continuous model implies a discrete model for the observed data. Practical expre ... More
Reviewed: Reviewed
Date: 2001
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1170443
Description: 14 page(s)
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last