Browsing All of EconStor by Author Calderín-Ojeda, Enrique
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2017 | An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims | Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan |
2018 | Multivariate credibility in bonus-malus systems distinguishing between different types of claims | Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique |
2018 | A note on parameter estimation in the composite Weibull-Pareto distribution | Calderín-Ojeda, Enrique |
2019 | Ruin probability functions and severity of ruin as a statistical decision problem | Gómez-Déniz, Emilio; Sarabia, José María; Calderín-Ojeda, Enrique |
2019 | A new heavy tailed class of distributions which includes the Pareto | Bhati, Deepesh; Calderín-Ojeda, Enrique; Meenakshi, Mareeswaran |
2019 | Credit risk assessment model for small and micro-enterprises: The case of Lithuania | Kanapickiene, Rasa; Spicas, Renatas; Calderín-Ojeda, Enrique |
2020 | A survey of the individual claim size and other risk factors using credibility bonus-malus premiums | Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique |
2021 | A priori ratemaking selection using multivariate regression models allowing different coverages in auto insurance | Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique |