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S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York.
1 references·13 citing·51 second hop
S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York. (1998)S.A. Klugman, H.H. Panjer and G.E. Willmo…Loss Distributions (1984)Loss DistributionsMultilevel modeling of insurance claims using copulas (2016)Multilevel modeling of insura…Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (2014)Nonlife ratemaking and risk m…Pricing catastrophe risk bonds: A mixed approximation method (2013)Pricing catastrophe risk bond…Predicting the Frequency and Amount of Health Care Expenditures (2011)Predicting the Frequency and …Folded and log-folded-tdistributions as models for insurance loss data (2010)Folded and log-folded-tdistri…Sources of uncertainty in modeling operational risk losses (2006)Sources of uncertainty in mod…On optimal dividends: From reflection to refraction (2005)On optimal dividends: From re…Analysing Customer Churn in Insurance Data – A Case Study (2004)Analysing Customer Churn in I…Ruin Probabilities in the Compound Markov Binomial Model (2003)Ruin Probabilities in the Com…Optimal Insurance With Divergent Beliefs About Insurer Total Default Risk (2003)Optimal Insurance With Diverg…A solution to the ruin problem for Pareto distributions (2003)A solution to the ruin proble…Fitting bivariate cumulative returns with copulas (2002)Fitting bivariate cumulative …An Extension of Panjer's Recursion (2002)An Extension of Panjer's Recu…Risk Aversion in the Small and in the Large (1976)The Determinants of Firms' Hedging Policies (1985)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)Survey of Bioterrorism Risk in Buildings (2008)Impact of Counterparty Risk on the Reinsurance Market (2012)A Comparison of Alternative Models for the Demand for Medical Care (1983)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Handbook of Health Economics (2001)Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs (2015)A dependent frequency–severity approach to modeling longitudinal insurance claims (2019)Predictive compound risk models with dependence (2020)The Proof and Measurement of Association between Two Things (1904)A Coefficient of Agreement for Nominal Scales (1960)An Introduction to Copulas (1999)Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (2003)Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (2005)Constructing copula functions with weighted geometric means (2009)An equilibrium characterization of the term structure (1977)Simulation Modeling and Analysis. (1983)A Theory of the Term Structure of Interest Rates (1985)Valuing catastrophe bonds involving correlation and CIR interest rate model (2016)Optimization of the flow of dividends (1995)Controlled diffusion models for optimal dividend pay-out (1997)Optimal Dividends (2004)Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (2006)Gerber–Shiu Risk Theory (2013)A hybrid stochastic differential reinsurance and investment game with bounded memory (2021)Loss Models: From Data to Decisions (1999)Gaussian Markov Random Fields (2005)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)A data driven binning strategy for the construction of insurance tariff classes (2018)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)An introduction to mathematical risk theory (1979)Stochastic Processes for Insurance and Finance (2001)Compound binomial risk model in a markovian environment (2004)On a class of discrete time renewal risk models (2005)A review of discrete-time risk models (2009)Further Results on Recursive Evaluation of Compound Distributions (1981)Recursive Evaluation of a Family of Compound Distributions (1981)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Recursive evaluation of aggregate claims distributions (2002)Recursions for compound phase distributions (2005)CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES (2007)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Pair-copula constructions of multiple dependence (2007)Dependence Modeling with Copulas (2014)Multiperil Rate Making for Property Insurance Using Longitudinal Data (2018)gofCopula: Goodness-of-Fit Tests for Copulae (2020)A synthesis of risk measures for capital adequacy (1999)Application of Coherent Risk Measures to Capital Requirements in Insurance (1999)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)
this work references cited by second hop

References

  • 1984Loss Distributions245 cited

Cited by

  • 2005On optimal dividends: From reflection to refraction86 cited
  • 2013Pricing catastrophe risk bonds: A mixed approximation method81 cited
  • 2003Optimal Insurance With Divergent Beliefs About Insurer Total Default Risk77 cited
  • 2011Predicting the Frequency and Amount of Health Care Expenditures73 cited
  • 2014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape64 cited
  • 2002Fitting bivariate cumulative returns with copulas60 cited
  • 2003Ruin Probabilities in the Compound Markov Binomial Model60 cited
  • 2016Multilevel modeling of insurance claims using copulas55 cited
  • 2002An Extension of Panjer's Recursion53 cited
  • 2004Analysing Customer Churn in Insurance Data – A Case Study50 cited
  • 2006Sources of uncertainty in modeling operational risk losses42 cited
  • 2010Folded and log-folded-tdistributions as models for insurance loss data38 cited
  • 2003A solution to the ruin problem for Pareto distributions34 cited

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