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Risk Theory: The Stochastic Basis of Insurance.
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Risk Theory: The Stochastic Basis of Insurance. (1978)Risk Theory: The Stochastic Basis of Insu…A Review of Insurance and Behavioral Economics: Improving Decisions in the Most Misunderstood Industry (2014)A Review of Insurance and Beh…Prenons-nous assez de risque dans les théories du risque? (2009)Prenons-nous assez de risque …Das Risico bei Zufallsspielen (2006)Das Risico bei ZufallsspielenDynamic Stochastic Optimization (2004)Dynamic Stochastic Optimizati…Decompounding: an estimation problem for Poisson random sums (2003)Decompounding: an estimation …Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (2000)Computation of Compound Distr…Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting (1999)Computation of Compound Distr…Predicting Incident Size from Limited Information (1995)Predicting Incident Size from…Statistical motor rating: making effective use of your data (1992)Statistical motor rating: mak…A stochastic method for claims reserving in general insurance (1990)A stochastic method for claim…Nonparametric Estimation of Probability of Ruin (1986)Nonparametric Estimation of P…Loss Distributions (1984)The Concept of Probability in Safety Assessments of Technological Systems (1990)Modeling and Analysis for Hazardous Materials Transportation: Risk Analysis, Routing/Scheduling and Facility Location (1991)Risk-informed knowledge-based design for road infrastructure in an extreme environment (2021)Bayesian Forecasting (1976)IBNR-claims and the two-way model of ANOVA (1982)Claims reserving, state-space models and the Kalman filter (1983)Bayesian Estimation of Outstanding Claim Reserves (2002)Claims Reserving Using Tweedie's Compound Poisson Model (2003)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Putting Risk in Its Proper Place (2006)Applied Probability and Queues (1987)Aspects of Risk Theory (1991)Applied Probability and Queues (2003)Inference for the limiting cluster size distribution of extreme values (2009)Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (2009)Notes on discrete compound Poisson model with applications to risk theory (2014)Risk Theory (1984)Modelling Extremal Events (1997)Ruin theory revisited: stochastic models for operational risk (2002)Sources of uncertainty in modeling operational risk losses (2006)Actuarial graduation practice and generalised linear and non-linear models (1991)Bayesian Premium Rating with Latent Structure (2002)Combining generalized linear models and credibility models in practice (2008)Actuarial Applications of a Hierarchical Insurance Claims Model (2009)Mathematical Methods in Risk Theory. (1971)An introduction to mathematical risk theory (1979)Corrected diffusion approximations in certain random walk problems (1979)Approximations for the probability of ruin within finite time (1984)Derivatives of probability functions and some applications (1995)Stochastic Programming (1995)Optimization of conditional value-at-risk (2000)Optimal control of dynamical systems and structures under stochastic uncertainty (2010)Systemic Risk and Security Management (2011)Bounds in Multistage Linear Stochastic Programming (2013)
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Cited by

  • 2003Decompounding: an estimation problem for Poisson random sums75 cited
  • 1990A stochastic method for claims reserving in general insurance73 cited
  • 1992Statistical motor rating: making effective use of your data73 cited
  • 2004Dynamic Stochastic Optimization60 cited
  • 1999Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting49 cited
  • 2000Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation37 cited
  • 1986Nonparametric Estimation of Probability of Ruin36 cited
  • 1995Predicting Incident Size from Limited Information33 cited
  • 2006Das Risico bei Zufallsspielen6 cited
  • 2014A Review of Insurance and Behavioral Economics: Improving Decisions in the Most Misunderstood Industry0 cited
  • 2009Prenons-nous assez de risque dans les théories du risque?0 cited

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