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actuar: AnRPackage for Actuarial Science
8 references·6 citing·35 second hop
actuar: AnRPackage for Actuarial Science (2008)actuar: AnRPackage for Actuarial ScienceModern Actuarial Risk Theory (2008)Modern Actuarial Risk TheoryEnjoy the Joy of Copulas: With a Packagecopula (2007)Enjoy the Joy of Copulas: Wit…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Practical risk theory for actuaries. (1994)Practical risk theory for act…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)An Introduction to Mathematic…An introduction to mathematical risk theory (1979)An introduction to mathematic…Experience Rating and Credibility (1967)Experience Rating and Credibi…Investing in your own and peers’ risks: the simple analytics of P2P insurance (2020)Investing in your own and pee…SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (2019)SIZE-BIASED TRANSFORM AND CON…Evidence of absence (v2.0) software user guide (2017)Evidence of absence (v2.0) so…Modeling loss data using composite models (2014)Modeling loss data using comp…New composite models for the Danish fire insurance data (2012)New composite models for the …Composite Lognormal–Pareto model with random threshold (2010)Composite Lognormal–Pareto mo…The Asymptotic Theory of Extreme Order Statistics (1990)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Power outages and firm performance in Sub-Saharan Africa (2018)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Understanding Relationships Using Copulas (1998)Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Modeling loss data using mixtures of distributions (2016)Compound unimodal distributions for insurance losses (2017)Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions (2017)Modeling actuarial data with a composite lognormal-Pareto model (2005)Loss Models: From Data to Decisions (2006)On generalized log-Moyal distribution: A new heavy tailed size distribution (2018)The concept of comonotonicity in actuarial science and finance: applications (2002)Using copulae to bound the Value-at-Risk for functions of dependent risks (2003)Risk measures and comonotonicity (2006)Reinsurance and the liability insurance crisis (1992)On a class of renewal risk models with a constant dividend barrier (2004)Explicit ruin formulas for models with dependence among risks (2010)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Further Results on Recursive Evaluation of Compound Distributions (1981)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)A discussion of parameter and model uncertainty in insurance (2000)Finite and infinite time ruin probabilities in a stochastic economic environment (2001)Optimal reinsurance under mean-variance premium principles (2001)Decision theoretic foundations of credibility theory (1989)A longitudinal data analysis interpretation of credibility models (1999)On the ruin probabilities in a general economic environment (1999)
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References

  • 1999Loss Models: From Data to Decisions1,232 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 2008Modern Actuarial Risk Theory661 cited
  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
  • 1967Experience Rating and Credibility438 cited
  • 1994Practical risk theory for actuaries.205 cited
  • 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited

Cited by

  • 2014Modeling loss data using composite models119 cited
  • 2012New composite models for the Danish fire insurance data102 cited
  • 2010Composite Lognormal–Pareto model with random threshold79 cited
  • 2019SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES62 cited
  • 2020Investing in your own and peers’ risks: the simple analytics of P2P insurance50 cited
  • 2017Evidence of absence (v2.0) software user guide25 cited

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