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Optimal reinsurance programs
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Optimal reinsurance programs (2003)Optimal reinsurance programsOptimal reinsurance under mean-variance premium principles (2001)Optimal reinsurance under mea…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Practical Risk Theory for Actuaries. (1994)Practical Risk Theory for Act…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Practical Risk Theory for Actuaries (1993)Practical Risk Theory for Act…Non-Life Insurance Mathematics. (1990)Non-Life Insurance Mathematic…Effective actuarial methods (1990)Effective actuarial methodsNon-Life Insurance Mathematics (1988)Non-Life Insurance MathematicsInsurance premiums: Theory and applications (1984)Insurance premiums: Theory an…Insurance Principles and Practices (1980)Insurance Principles and Prac…Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)An introduction to mathematical risk theory (1979)Modelling Extremal Events (1997)Stochastic Processes for Insurance and Finance (2001)Optimal reinsurance with general risk measures (2008)Optimal Reinsurance Revisited – A Geometric Approach (2010)Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach (2010)Assessing private health insurance in India : potential impacts and regulatory issues (2001)Health Insurance Reforms in Latin America: Cream Skimming, Equity and Cost-Containment (2002)Viability of Islamic Insurance (Takaful) in India: SWOT Analysis Approach (2013)Separating True IBNR and IBNER Claims (1991)Pomiar wpływu moralnego hazardu (2002)Mean-Variance Optimal Reinsurance Arrangements (2004)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Controlled diffusion models for optimal dividend pay-out (1997)Optimal investment for insurer with jump-diffusion risk process (2005)Modeling and Comparing Dependencies in Multivariate Risk Portfolios (1998)Optimal reinsurance and stop-loss order (1998)Actuarial versus Financial Pricing of Insurance (2000)Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)A discussion of parameter and model uncertainty in insurance (2000)Some Aspects of Insurance Mathematics (1994)Optimal reinsurance under convex principles of premium calculation (2005)Risk measures and insurance premium principles (2001)VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009)
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References

  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1999Loss Models: From Data to Decisions1,232 cited
  • 1970Mathematical Methods in Risk Theory718 cited
  • 1994Practical Risk Theory for Actuaries.197 cited
  • 1990Effective actuarial methods192 cited
  • 2001Optimal reinsurance under mean-variance premium principles190 cited
  • 1984Insurance premiums: Theory and applications131 cited
  • 1980Insurance Principles and Practices84 cited
  • 1988Non-Life Insurance Mathematics81 cited
  • 1990Non-Life Insurance Mathematics.63 cited
  • 1993Practical Risk Theory for Actuaries62 cited

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