References

• 1994Modelling of extremal events in insurance and finance3,574 cited
• 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory543 cited
• 1999Extreme Value Theory as a Risk Management Tool474 cited
• 2010Non-Life Insurance Pricing with Generalized Linear Models260 cited
• 2016Generalized linear models for dependent frequency and severity of insurance claims131 cited
• 2010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions129 cited
• 2007On the Class of Erlang Mixtures with Risk Theoretic Applications102 cited
• 2015Dependent frequency–severity modeling of insurance claims89 cited
• 2018Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions77 cited
• 2017Multivariate peaks over thresholds models63 cited
• 2017Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions62 cited
• 2012Extreme market risk and extreme value theory57 cited
• 2012Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach39 cited
• 2017Big Data: Progress in Automating Extreme Risk Analysis8 cited

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