-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathbibliography.bib
44 lines (42 loc) · 1.24 KB
/
bibliography.bib
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
@article{daniel2008poisson,
title={Poisson processes (and mixture distributions)},
author={Daniel, James W},
url={http://www.casact.org/library/studynotes/3\_Poisson\_2008.pdf},
year={2008},
publisher={Citeseer}
}
@book{ProbabilityWebsite,
url={https://www.probabilitycourse.com},
journal={Introduction to Probability},
author={Hossein Pishro-Nik},
date = 2004,
publisher = {Kappa Research LLC}
}
@article{frees2018loss,
title={Loss data analytics},
author={Frees, Edward},
journal={arXiv preprint arXiv:1808.06718},
year={2018}
}
@article{panjer1983compound,
title={Compound Poisson models in actuarial risk theory},
author={Panjer, Harry H and Willmot, Gordon E},
journal={Journal of Econometrics},
volume={23},
number={1},
pages={63--76},
year={1983},
publisher={Elsevier}
}
@article{carriere1995actuarial,
title={Actuarial Research Clearing House 1995 VOL. 1 Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions},
author={Carriere, Jacques F and Buhr, Kevin Andrew},
year={1995}
}
@article{hardy2006introduction,
title={An introduction to risk measures for actuarial applications},
author={Hardy, Mary R},
journal={SOA Syllabus Study Note},
volume={19},
year={2006}
}