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Verschuren, R. M. (2022). Frequency-Severity Experience Rating based on Latent Markovian Risk Profiles. Insurance: Mathematics and Economics, 107, 379-392. https://doi.org/10.1016/j.insmatheco.2022.09.007 -
Verschuren, R. M. (2021). Predictive claim scores for dynamic multi-product risk classification in insurance. ASTIN Bulletin, 51(1), 1-25. https://doi.org/10.1017/asb.2020.34 -
Verschuren, R. M. (2020). Stochastic interest rate modelling using a single or multiple curves: An empirical performance analysis of the Lévy forward price model. Quantitative Finance, 20(7), 1123-1148. https://doi.org/10.1080/14697688.2020.1722318 -
Verschuren, R. (2018). Stochastic Interest Rate Modeling. Actuaris, 25(4), 35. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4675
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