Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window
E. C. Cheung, S. Dai and W. Ni
Annals of Actuarial Science, 1-27 (2017).
Ruin probabilities with dependence on the number of claims within a fixed window time
C. Constantinescu, S. Dai and W. Ni
Risks 4, 17 (2016).
Risk models with premiums adjusted to claims number
B. Li, W. Ni and C. Constantinescu
Insurance: Mathematics and Economics 65, 94-102 (2015).
Bonus-Malus Systems with Weibull Distributed Claim Severities
W. Ni, C. Constantinescu and T. Pantelous
Annals of Actuarial Science 8, 217-233 (2014).
Bonus-Malus Systems with Hybrid Claim Severity Distributions
W. Ni, B. Li, C. Constantinescu and T. Pantelous
ASCE, 1234-1244 (2014).
Estimation of foreseeable and unforeseeable risks in motor insurance
W. Ni, C. Constantinescu, A. D. Egídio dos Reis and V. Maume-Deschamps
preprint (2019).