Details about Amir T. Payandeh

Access statistics for papers by Amir T. Payandeh.

Last updated 2020-02-22. Update your information in the RePEc Author Service.

Short-id: ppa566

Working Papers

2020

1. The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
   Papers, arXiv.org

2017

2. An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurer's and Reinsurer's Viewpoints
   Papers, arXiv.org
3. An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation
   Papers, arXiv.org
   See also Journal Article An optimal multi-layer reinsurance policy under conditional tail expectation, Annals of Actuarial Science, Cambridge University Press (2018) (2018)

0020

4. A new approach to the credibility formula
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article A new approach to the credibility formula, Insurance: Mathematics and Economics, Elsevier (2010) View citations (7) (2010)

Journal Articles

2019

1. Designing an optimal bonus-malus system using the number of reported claims, steady-state distribution, and mixture claim size distribution
   International Journal of Industrial and Systems Engineering, 2019, 32, (3), 304-331

2018

2. A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems
   Asia-Pacific Journal of Risk and Insurance, 2018, 12, (2), 31 View citations (1)
3. An optimal multi-layer reinsurance policy under conditional tail expectation
   Annals of Actuarial Science, 2018, 12, (1), 130-146
   See also Working Paper An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation, Papers (2017) (2017)

2016

4. An optimal co-reinsurance strategy
   Insurance: Mathematics and Economics, 2016, 69, (C), 149-155 View citations (1)
5. Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
   Statistics & Probability Letters, 2016, 110, (C), 1-7 View citations (4)
6. On the Bayesian estimation for Cronbach's alpha
   Journal of Applied Statistics, 2016, 43, (13), 2416-2441 View citations (1)

2015

7. On the convex transform and right-spread orders of smallest claim amounts
   Insurance: Mathematics and Economics, 2015, 64, (C), 380-384 View citations (5)
8. Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
   Insurance: Mathematics and Economics, 2015, 61, (C), 235-241 View citations (6)

2012

9. A maximum-entropy approach to the linear credibility formula
   Insurance: Mathematics and Economics, 2012, 51, (1), 216-221 View citations (3)

2010

10. A new approach to the credibility formula
    Insurance: Mathematics and Economics, 2010, 46, (2), 334-338 View citations (7)
    See also Working Paper A new approach to the credibility formula, MPRA Paper (0020) (0020)

2009

11. On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
    Statistics & Risk Modeling, 2009, 27, (02), 145-168