References

• 1998Understanding Relationships Using Copulas1,258 cited
• 1999Loss Models: From Data to Decisions1,232 cited
• 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory543 cited
• 2005Statistics of Extremes: Theory and Applications501 cited
• 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
• 2002Modelling Extremal Events for Insurance and Finance369 cited
• 2005Modeling actuarial data with a composite lognormal-Pareto model219 cited
• 1997Practical analysis of extreme values178 cited
• 2012Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?163 cited
• 2000Pricing Risk Transfer Transactions144 cited
• 2015Heavy-Tailed Distributions and Robustness in Economics and Finance141 cited
• 2014Modeling loss data using composite models119 cited
• 2017Reinsurance: Actuarial and Statistical Aspects106 cited
• 2006Multivariate skew-normal distributions with applications in insurance104 cited
• 2012New composite models for the Danish fire insurance data102 cited