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Non-Life Insurance Mathematics
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Non-Life Insurance Mathematics (2009)Non-Life Insurance MathematicsA comprehensive model for cyber risk based on marked point processes and its application to insurance (2021)A comprehensive model for cyb…The extreme risk of personal data breaches and the erosion of privacy (2016)The extreme risk of personal …Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents (2016)Of Disasters and Dragon Kings…A marked Cox model for the number of IBNR claims: Theory (2016)A marked Cox model for the nu…Pricingq-forward contracts: an evaluation of estimation window and pricing method under different mortality models (2014)Pricingq-forward contracts: a…Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? (2012)Fitting insurance claims to s…Tail behavior of random sums under consistent variation with applications to the compound renewal risk model (2008)Tail behavior of random sums …Normal Accidents: Living with High Risk Technologies (1985)Modelling Extremal Events (1997)An Introduction to Statistical Modeling of Extreme Values (2001)Underestimating Costs in Public Works Projects: Error or Lie? (2002)What Causes Cost Overrun in Transport Infrastructure Projects? (2004)Should we build more large dams? The actual costs of hydropower megaproject development (2014)Reassessing the safety of nuclear power (2016)Differences in carbon emissions reduction between countries pursuing renewable electricity versus nuclear power (2020)Large deviations for heavy-tailed random sums in compound renewal model (2001)On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (2004)Precise large deviations for sums of random variables with consistently varying tails (2004)Forecasting principles and practiceModeling and Forecasting U. S. Mortality (1992)Automatic Time Series Forecasting: The forecast Package for R (2008)A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward (2019)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Estimation methods for expected shortfall (2013)Modeling loss data using composite models (2014)Data breaches: Goodness of fit, pricing, and risk measurement (2017)Insurability of Cyber Risk: An Empirical Analysis (2014)An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates (2015)What do we know about cyber risk and cyber risk insurance? (2016)Aspects of Risk Theory (1991)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A Stochastic Model Underlying the Chain-Ladder Technique (1998)
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  • 2012Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?163 cited
  • 2016The extreme risk of personal data breaches and the erosion of privacy140 cited
  • 2016Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents111 cited
  • 2021A comprehensive model for cyber risk based on marked point processes and its application to insurance47 cited
  • 2008Tail behavior of random sums under consistent variation with applications to the compound renewal risk model44 cited
  • 2016A marked Cox model for the number of IBNR claims: Theory42 cited
  • 2014Pricingq-forward contracts: an evaluation of estimation window and pricing method under different mortality models19 cited

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