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Publications in Statistics

On Age-Period-Cohort Parametric Mortality Rate Projections

Insurance: Mathematics and Economics

English

Estimation in a Linear Multivariate Measurement Error Model With a Change Point in the Data

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Indifference Pricing of Pure Endowments and Life Annuities Under Stochastic Hazard and Interest Rates

Insurance: Mathematics and Economics

English

Possibility Theory and Statistical Reasoning

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Global Loss Diversification in the Insurance Sector

Insurance: Mathematics and Economics

English

A Wavelet-Fisz Approach to Spectrum Estimation

Journal of Time Series Analysis

Applied Mathematics

English

A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves

Insurance: Mathematics and Economics

English

Nonlinear Random Effects Mixture Models: Maximum Likelihood Estimation via the EM Algorithm

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Theories of Regulation: Some Reflections on the Statutory Supervision of Insurance Companies in Anglo-American Countries

Insurance: Mathematics and Economics

English

Pensionmetrics 2: Stochastic Pension Plan Design During the Distribution Phase

Insurance: Mathematics and Economics

English