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20112023
most citedPrediction of motor insurance claims occurrence as an imbalanced machine learning problem

6 citations · 6 across the 3 of their papers we have counts for

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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…