1

Quantile credibility models

Pitselis, Georgios
Journal:
Insurance: Mathematics and Economics
Year:
2013
Language:
english
File:
PDF, 485 KB
english, 2013
2

Solvency supervision based on a total balance sheet approach

Georgios Pitselis
Journal:
Journal of Computational and Applied Mathematics
Year:
2009
Language:
english
File:
PDF, 1.33 MB
english, 2009
3

Robust loss reserving in a log-linear model

Pitselis, Georgios, Grigoriadou, Vasiliki, Badounas, Ioannis
Journal:
Insurance: Mathematics and Economics
Year:
2015
Language:
english
File:
PDF, 913 KB
english, 2015
5

A seemingly unrelated regression model in a credibility framework

Georgios Pitselis
Journal:
Insurance: Mathematics and Economics
Year:
2004
Language:
english
File:
PDF, 171 KB
english, 2004
6

Credibility models with cross-section effect and with both cross-section and time effects

Georgios Pitselis
Journal:
Blätter der DGVFM
Year:
2004
Language:
english
File:
PDF, 949 KB
english, 2004
7

Robust regression credibility: The influence function approach

Georgios Pitselis
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 371 KB
english, 2008
9

A review on robust estimators applied to regression credibility

Georgios Pitselis
Journal:
Journal of Computational and Applied Mathematics
Year:
2013
Language:
english
File:
PDF, 381 KB
english, 2013
13

Credible risk measures with applications in actuarial sciences and finance

Pitselis, Georgios
Journal:
Insurance: Mathematics and Economics
Year:
2016
Language:
english
File:
PDF, 554 KB
english, 2016