SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Applications of the GB2 family of distributions in modeling insurance loss processes
5 references·6 citing·40 second hop
Applications of the GB2 family of distributions in modeling insurance loss processes (1990)Applications of the GB2 family of distrib…Some Generalized Functions for the Size Distribution of Income (2008)Some Generalized Functions fo…Some Generalized Functions for the Size Distribution of Income (1984)Some Generalized Functions fo…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Stochastic Theory of a Risk Business (1970)Stochastic Theory of a Risk B…Regression Modeling for the Valuation of Large Variable Annuity Portfolios (2016)Regression Modeling for the V…Modelling losses and locating the tail with the Pareto Positive Stable distribution (2011)Modelling losses and locating…Folded and log-folded-tdistributions as models for insurance loss data (2010)Folded and log-folded-tdistri…Scaling models for the severity and frequency of external operational loss data (2009)Scaling models for the severi…Risk Measurement Performance of Alternative Distribution Functions (2008)Risk Measurement Performance …Experience Rating through Heterogeneous Models (2000)Experience Rating through Het…On the Pooling of Time Series and Cross Section Data (1978)Specification Tests in Econometrics (1978)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Dependence in Dynamic Claim Frequency Credibility Models (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Estimation of the Lorenz Curve and Gini Index (1972)The Surplus Theory of Social Stratification and the Size Distribution of Personal Wealth (1986)A Diffusion Model Incorporating Product Benefits, Price, Income and Information (1990)Honesty and Evasion in the Tax Compliance Game (1994)Modelling of extremal events in insurance and finance (1994)Power-Law Distributions in Empirical Data (2009)An application of capital allocation principles to operational risk and the cost of fraud (2014)GlueVaR risk measures in capital allocation applications (2014)Power-law distributions in empirical data (2018)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Modelling Extremal Events (1997)Evaluating Interval Forecasts (1998)Cyclicality in Catastrophic and Operational Risk Measurements (2004)Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis (2009)Has the financial system become safer after the crisis? The changing nature of financial institution risk (2014)Limited-dependent and qualitative variables in econometrics (1983)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Macroenvironmental determinants of operational loss severity (2011)The Risk Map: A new tool for validating risk models (2013)Operational Risk Management in Financial Institutions: A Literature Review (2016)An Introduction to Applied Geostatistics (1991)An Introduction to Applied Geostatistics. (1991)Statistics of Extremes (2004)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)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)Optimal dividends in the dual model (2006)Strategies for Dividend Distribution: A Review (2009)The Pareto law of incomes—an explanation and an extension (2003)Income distribution and inequality measurement: The problem of extreme values (2007)Modeling Income Distributions and Lorenz Curves (2008)Controlled diffusion models for optimal dividend pay-out (1997)Inf-convolution of risk measures and optimal risk transfer (2005)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
this work references cited by second hop

References

  • 1984Some Generalized Functions for the Size Distribution of Income667 cited
  • 2008Some Generalized Functions for the Size Distribution of Income665 cited
  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1971Mathematical Methods in Risk Theory.494 cited
  • 1970Stochastic Theory of a Risk Business225 cited

Cited by

  • 2009Scaling models for the severity and frequency of external operational loss data75 cited
  • 2008Risk Measurement Performance of Alternative Distribution Functions70 cited
  • 2000Experience Rating through Heterogeneous Models54 cited
  • 2016Regression Modeling for the Valuation of Large Variable Annuity Portfolios44 cited
  • 2011Modelling losses and locating the tail with the Pareto Positive Stable distribution40 cited
  • 2010Folded and log-folded-tdistributions as models for insurance loss data38 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work