HIGHLIGHTS
- who: Enkelejd Hashorva and Lanpeng Ji * from the Department of Actuarial Science, University of Lausanne, Bâtiment Extranef, UNIL-Dorigny have published the research: Random Shifting and Scaling of Insurance Risks, in the Journal: Risks 2014, 2, 277-288 of 15/04/2014
- what: The authors show that specifying certain actuarial models using random shifting or scaling has some advantages for both theoretical treatments and practical applications. The authors show that modeling claim sizes by a class of Dirichlet random sequences can be done in the framework of a tractable random scale model.
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