Amir T. Payandeh
Personal Details
First Name: | Amir |
Middle Name: | T. |
Last Name: | Payandeh |
Suffix: | |
RePEc Short-ID: | ppa566 |
[This author has chosen not to make the email address public] | |
Affiliation
دانشگاه شهید بهشتی، دانشگده علوم ریاضی (University of Shahid Beheshti, Department of Mathematical Sciences)
http://en.sbu.ac.ir/Default.aspx?tabid=180Iran, Tehran
Research output
Jump to: Working papers ArticlesWorking papers
- Amir T. Payandeh Najafabadi & Marjan Qazvini & Reza Ofoghi, 2020. "The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach," Papers 2001.11275, arXiv.org.
- Amir T. Payandeh-Najafabadi & Ali Panahi-Bazaz, 2017. "An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurer's and Reinsurer's Viewpoints," Papers 1701.05450, arXiv.org.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017.
"An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation,"
Papers
1701.05447, arXiv.org.
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018. "An optimal multi-layer reinsurance policy under conditional tail expectation," Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Payandeh Najafabadi, Amir T., 2010.
"A new approach to the credibility formula,"
MPRA Paper
21587, University Library of Munich, Germany, revised 0020.
- Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
Articles
- Amir T. Payandeh Najafabadi & Mansoureh Sakizadeh, 2019. "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, Inderscience Enterprises Ltd, vol. 32(3), pages 304-331.
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
- Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
- Payandeh Najafabadi, Amir T. & Bazaz, Ali Panahi, 2016. "An optimal co-reinsurance strategy," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 149-155.
- Barmalzan, Ghobad & Payandeh Najafabadi, Amir T. & Balakrishnan, Narayanaswamy, 2016. "Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 1-7.
- Amir T. Payandeh Najafabadi & Maryam Omidi Najafabadi, 2016. "On the Bayesian estimation for Cronbach's alpha," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(13), pages 2416-2441, October.
- Barmalzan, Ghobad & Najafabadi, Amir T. Payandeh & Balakrishnan, Narayanaswamy, 2015. "Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 235-241.
- Barmalzan, Ghobad & Payandeh Najafabadi, Amir T., 2015. "On the convex transform and right-spread orders of smallest claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 380-384.
- Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
- Payandeh Najafabadi, Amir T., 2010.
"A new approach to the credibility formula,"
Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
- Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," MPRA Paper 21587, University Library of Munich, Germany, revised 0020.
- Kucerovsky Dan & Marchand Eric & Najafabadi Amir T. Payandeh & Strawderman William E., 2009. "On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss," Statistics & Risk Modeling, De Gruyter, vol. 27(02), pages 145-168, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Payandeh Najafabadi, Amir T., 2010.
"A new approach to the credibility formula,"
MPRA Paper
21587, University Library of Munich, Germany, revised 0020.
- Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
Cited by:
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
- Cheung, Ka Chun & Yam, Sheung Chi Phillip & Zhang, Yiying, 2022. "Satisficing credibility for heterogeneous risks," European Journal of Operational Research, Elsevier, vol. 298(2), pages 752-768.
- Pitselis, Georgios, 2013. "Quantile credibility models," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 477-489.
- Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012. "A maximum-entropy approach to the linear credibility formula," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
- Amir T. Payandeh Najafabadi & Maryam Omidi Najafabadi, 2016. "On the Bayesian estimation for Cronbach's alpha," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(13), pages 2416-2441, October.
- Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
- Payandeh Najafabadi, Amir T. & Bazaz, Ali Panahi, 2016. "An optimal co-reinsurance strategy," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 149-155.
Articles
- Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018.
"A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems,"
Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
Cited by:
- Shengkun Xie & Anna T. Lawniczak, 2018. "Estimating Major Risk Factor Relativities in Rate Filings Using Generalized Linear Models," IJFS, MDPI, vol. 6(4), pages 1-14, October.
- Payandeh Najafabadi, Amir T. & Bazaz, Ali Panahi, 2016.
"An optimal co-reinsurance strategy,"
Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 149-155.
Cited by:
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Barmalzan, Ghobad & Payandeh Najafabadi, Amir T. & Balakrishnan, Narayanaswamy, 2016.
"Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample,"
Statistics & Probability Letters, Elsevier, vol. 110(C), pages 1-7.
Cited by:
- Sangita Das & Suchandan Kayal & N. Balakrishnan, 2021. "Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 971-999, September.
- Sangita Das & Suchandan Kayal, 2021. "Ordering results between the largest claims arising from two general heterogeneous portfolios," Papers 2104.08605, arXiv.org.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.08343, arXiv.org.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.06166, arXiv.org.
- Amir T. Payandeh Najafabadi & Maryam Omidi Najafabadi, 2016.
"On the Bayesian estimation for Cronbach's alpha,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(13), pages 2416-2441, October.
Cited by:
- Costa Vânia & Moura Andreia & Mira Maria do Rosário & Cerdeiras António & Cruz Inês Pinto da & Pereira José Filipe & Martins Isabel Silva & Conceição Oscarina & Vilaça Abílio & Almeida Cláudia & Carra, 2019. "HC Tourism. Profile and Trends of Human Capital in the Tourism Sector," European Journal of Tourism, Hospitality and Recreation, Sciendo, vol. 9(2), pages 40-51, December.
- Barmalzan, Ghobad & Najafabadi, Amir T. Payandeh & Balakrishnan, Narayanaswamy, 2015.
"Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications,"
Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 235-241.
Cited by:
- Zhang, Yiying & Zhao, Peng, 2015. "Comparisons on aggregate risks from two sets of heterogeneous portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 124-135.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.08343, arXiv.org.
- Barmalzan, Ghobad & Payandeh Najafabadi, Amir T., 2015. "On the convex transform and right-spread orders of smallest claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 380-384.
- Barmalzan, Ghobad & Akrami, Abbas & Balakrishnan, Narayanaswamy, 2020. "Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 341-352.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.06166, arXiv.org.
- Li, Chen & Li, Xiaohu, 2016. "Sufficient conditions for ordering aggregate heterogeneous random claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 406-413.
- Barmalzan, Ghobad & Payandeh Najafabadi, Amir T., 2015.
"On the convex transform and right-spread orders of smallest claim amounts,"
Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 380-384.
Cited by:
- Sangita Das & Suchandan Kayal & N. Balakrishnan, 2021. "Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 971-999, September.
- Sangita Das & Suchandan Kayal, 2021. "Ordering results between the largest claims arising from two general heterogeneous portfolios," Papers 2104.08605, arXiv.org.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.08343, arXiv.org.
- Mansour Shrahili & Abdulhakim A. Albabtain & Mohamed Kayid & Zahra Kaabi, 2020. "Stochastic Aspects of Proportional Vitalities Model," Mathematics, MDPI, vol. 8(10), pages 1-14, October.
- Hossein Nadeb & Hamzeh Torabi & Ali Dolati, 2018. "Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios," Papers 1812.06166, arXiv.org.
- Payandeh Najafabadi, Amir T. & Hatami, Hamid & Omidi Najafabadi, Maryam, 2012.
"A maximum-entropy approach to the linear credibility formula,"
Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 216-221.
Cited by:
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Amir T. Payandeh Najafabadi & Ali Panahi Bazaz, 2017. "An Optimal Multi-layer Reinsurance Policy under Conditional Tail Expectation," Papers 1701.05447, arXiv.org.
- Minwoo Kim & Himchan Jeong & Dipak Dey, 2022. "Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach," Risks, MDPI, vol. 10(3), pages 1-11, March.
- Payandeh Najafabadi, Amir T. & Bazaz, Ali Panahi, 2016. "An optimal co-reinsurance strategy," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 149-155.
- Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi, 2018.
"An optimal multi-layer reinsurance policy under conditional tail expectation,"
Annals of Actuarial Science, Cambridge University Press, vol. 12(1), pages 130-146, March.
- Payandeh Najafabadi, Amir T., 2010.
"A new approach to the credibility formula,"
Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 334-338, April.
See citations under working paper version above.
- Payandeh Najafabadi, Amir T., 2010. "A new approach to the credibility formula," MPRA Paper 21587, University Library of Munich, Germany, revised 0020.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IAS: Insurance Economics (2) 2017-01-29 2017-01-29
- NEP-AGR: Agricultural Economics (1) 2017-01-29
- NEP-ARA: MENA - Middle East and North Africa (1) 2020-02-17
- NEP-ENE: Energy Economics (1) 2020-02-17
- NEP-RMG: Risk Management (1) 2017-01-29
Corrections
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