106 Bunhill Row
London, EC1Y 8TZ
City University London - Cass Business School
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Coupon bonds, Kernal Estimation, Hilbert Space, nonparametric regression, term structure estimation, yield curve, zero coupon
Operational risk, credibility theory, kernel smoothing, extreme value theory
Mixing data sources, Prior knowledge, Operational risk, Actuarial loss models, Transformation, Generalized Champernowne distribution, Sparse data
Operational Risk, Under-Reporting Function, Loss Data, Capital Requirements
Account based pension schemes, return smoothing, averaging principles, contingent claims valuation, path-dependence, life cycle asset allocation
account-based pension schemes, surplus distribution mechanisms, return smoothing, contingent claims valuation, path-dependence, life cycle asset allocation
Capital allocation; risk management; second order condition
practitioners view, operational risk, credibility theory, kernel smoothing, extreme value theory
Actuarial loss models, Transformation, Skewness, Champernowne distribution, Extreme Value Theory
Actuarial loss models, Transformation, Champernowne distribution, asymmetric kernels, local likelihood estimation
bandwidth choice, cross-validation, plug-in, nonparametric estimation
Operational Risk, Mixing Model, Underreporting
Experience rating, credibility theory, multidimensional Býhlmann-Straub, evolutionary models
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Aalen's multiplicative model, additive bias correction, censoring, counting processes, exposure robustness, kernel density estimation, multiplicative bias correction, old age mortality
Retirement wealth, pension industry, pension performance measurement, saving schemes
Bonus-Malus System, Multivariate Credibility, Time-dependent
Age-period-cohort model, Cointegration, Forecasting, Identification, Lee-Carter model, Multi-sample problem
censoring, Champernowne, counting process theory, multiplicative correction, nonparametric estimation, truncation
Bias reduction, Kernel, Multiplicative correction
Retirement Wealth, Pension Industry, Pension Performance Measurement, Saving Schemes
Aalen's multiplicative model, cross-validation, Do-validation, filtered data, local linear estimation, semiparametric estimation
covariate effects, survival analysis, local linear estimation, asymptotic distribution, birth weight, mortality, social class
File name: jori.
File name: ectj.
tariff, premium calculation, pay-as-you-drive insurance, count data models
File name: JORI.
Credit ratings, transition probabilities, non-Markov effects, non-parametric analysis
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