6 citations · 6 across the 3 of their papers we have counts for
3 papers
math.OC2023
Asymptototic Expected Utility of Dividend Payments in a Classical Collective Risk Process
Sebastian Baran, Corina Constantinescu, Zbigniew Palmowski
We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cram…
q-fin.ST2022★ 6 cited
Prediction of motor insurance claims occurrence as an imbalanced machine learning problem
Sebastian Baran, Przemysław Rola
The insurance industry, with its large datasets, is a natural place to use big data solutions. However it must be stressed, that significant number of applications for machine lear…
q-fin.CP2011
Optimizing expected utility of dividend payments for a Cramér-Lundberg risk proces
Zbigniew Palmowski, Sebastian Baran
We consider the problem of maximizing the discounted utility of dividend payments of an insurance company whose reserves are modeled as a classical Cramér-Lundberg risk process. We…