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Practical Risk Theory for Actuaries.
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Practical Risk Theory for Actuaries. (1994)Practical Risk Theory for Actuaries.Managing longevity and disability risks in life annuities with long term care (2012)Managing longevity and disabi…Reinsurance and Capital Structure: Evidence From the United Kingdom Non-Life Insurance Industry (2010)Reinsurance and Capital Struc…A stochastic differential game for optimal investment of an insurer with regime switching (2010)A stochastic differential gam…An Extension of Arrow's Result on Optimal Reinsurance Contract (2008)An Extension of Arrow's Resul…Optimal strategies for pricing general insurance (2006)Optimal strategies for pricin…Optimal reinsurance under convex principles of premium calculation (2005)Optimal reinsurance under con…Determinants of United Kingdom General Insurance Company Performance (2004)Determinants of United Kingdo…Optimal reinsurance under mean-variance premium principles (2001)Optimal reinsurance under mea…Minimization of risks in pension funding by means of contributions and portfolio selection (2001)Minimization of risks in pens…Finite and infinite time ruin probabilities in a stochastic economic environment (2001)Finite and infinite time ruin…Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution (2000)Robust and Efficient Estimati…Insurer’s optimal reinsurance strategies (2000)Insurer’s optimal reinsurance…A system approach to management of catastrophic risks (2000)A system approach to manageme…A discussion of parameter and model uncertainty in insurance (2000)A discussion of parameter and…On the ruin probabilities in a general economic environment (1999)On the ruin probabilities in …Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)Loss Models: from Data to Dec…Experience Rating and Credibility (1967)A Stochastic Investment Model for Actuarial Use (1984)Ruin theory with stochastic return on investments (1997)The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (2005)Approximation of the tail probability of randomly weighted sums and applications (2008)Ruin models with investment income (2008)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Optimal investment and reinsurance of an insurer with model uncertainty (2009)Quantile Uncertainty and Value‐at‐Risk Model Risk (2012)Coherent Measures of Risk (1999)Uncertainty and The Welfare Economics of Medical Care (2001)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009)Optimal reinsurance under risk and uncertainty (2014)Robust and Pareto optimality of insurance contracts (2017)Stochastic Integration and Differential Equations (1990)Practical risk theory for actuaries. (1994)In the insurance business risky investments are dangerous (2002)Stochastic Integration and Differential Equations (2005)An introduction to mathematical risk theory (1979)Practical analysis of extreme values (1996)Loss Models: From Data to Decisions (1999)A robust estimator for the tail index of Pareto-type distributions (2007)On the favorable estimation for fitting heavy tailed data (2010)The harmonic moment tail index estimator: asymptotic distribution and robustness (2013)Modelling Extremal Events (1997)Optimal Reinsurance Arrangements Under Tail Risk Measures (2009)Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability (2012)Characterizations of optimal reinsurance treaties: a cost-benefit approach (2015)Stochastic Processes for Insurance and Finance (2001)Optimal reinsurance with general risk measures (2008)Optimal Reinsurance Revisited – A Geometric Approach (2010)Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Specification Tests in Econometrics (1978)The cost of capital, corporation finance and the theory of investment (2008)Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms (2015)Analysing the determinants of insolvency risk for general insurance firms in the UK (2017)An empirical investigation of efficiency and productivity in the Indian non-life insurance market (2019)The Econometrics of Panel Data (2008)THE DETERMINANTS OF FINANCIAL PERFORMANCE IN GENERAL INSURANCE COMPANIES IN KENYA (2015)Firm-specific internal determinants of profitability performance: an exploratory study of selected life insurance firms in Asia (2018)Determinants of Financial Performance of Insurance Companies of USA and UK during Global Financial Crisis (2007-2016) (2019)Econometric Analysis of Panel Data (2021)Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS (1999)Capital and Risk: New Evidence on Implications of Large Operational Losses (2006)Modeling loss data using composite models (2014)
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  • 2008An Extension of Arrow's Result on Optimal Reinsurance Contract89 cited
  • 2010Reinsurance and Capital Structure: Evidence From the United Kingdom Non-Life Insurance Industry88 cited
  • 2000Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution82 cited
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  • 2000A system approach to management of catastrophic risks70 cited
  • 2000Insurer’s optimal reinsurance strategies65 cited
  • 2001Minimization of risks in pension funding by means of contributions and portfolio selection58 cited
  • 2006Optimal strategies for pricing general insurance

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53 cited
  • 2010A stochastic differential game for optimal investment of an insurer with regime switching49 cited
  • 2012Managing longevity and disability risks in life annuities with long term care48 cited