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An introduction to non-life insurance mathematics
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An introduction to non-life insurance mathematics (1984)An introduction to non-life insurance mat…Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (2016)Incorporating the Bühlmann cr…Reprezentacje preferencji i modelowanie ryzyka (2003)Reprezentacje preferencji i m…On Multivariate Panjer Recursions (1999)On Multivariate Panjer Recurs…Optimal proportional reinsurance policies for diffusion models with transaction costs (1998)Optimal proportional reinsura…Present value distributions with applications to ruin theory and stochastic equations (1997)Present value distributions w…Orderings of risks: A comparative study via stop-loss transforms (1996)Orderings of risks: A compara…On some Extensions of Panjer's Class of Counting Distributions (1992)On some Extensions of Panjer'…Error Bounds for Compound Poisson Approximations of the Individual Risk Model (1992)Error Bounds for Compound Poi…Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (1990)Some Results on Optimal Reins…On evaluation of the Delaporte distribution and related distributions (1989)On evaluation of the Delaport…On bonus systems with credibility scales (1989)On bonus systems with credibi…Credibility estimators with geometric weights (1988)Credibility estimators with g…Further Results on Recursive Evaluation of Compound Distributions (1981)The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial (1987)Scandinavian Actuarial Journal (2008)Recursive Evaluation of a Family of Compound Distributions (1981)Multivariate risk model of phase type (2005)Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (2008)Calculation of aggregate loss distributions (2010)The safety loading of reinsurance premiums (1960)On a class of measures of dispersion with application to optimal reinsurance (1969)An introduction to mathematical risk theory (1979)Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model (2002)Optimal Reinsurance for Variance Related Premium Calculation Principles (2010)Optimal reinsurance subject to Vajda condition (2013)Theory of Martingales (1989)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Saddlepoint Approximations (1995)Ruin theory with compounding assets — a survey (1998)On Cramér-like asymptotics for risk processes with stochastic return on investments (2002)A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (2008)Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues and Other Stochastic Models. (1986)Effective actuarial methods (1990)Reward-Risk Portfolio Selection and Stochastic Dominance (2002)Expectiles, Omega Ratios and Stochastic Ordering (2016)Experience Rating and Credibility (1967)Some asymptotic properties of bonus systems (1972)Statistical Methods for Forecasting (1983)A POSTERIORI RATEMAKING WITH PANEL DATA (2014)Mathematical Methods in Risk Theory (1970)Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Optimal risk control for a large corporation in the presence of returns on investments (2001)Asymptotics of ruin probabilities for controlled risk processes in the small claims case (2004)Optimal investment and risk control policies for an insurer: Expected utility maximization (2014)A credibility theory for automobile bonus systems (1976)Bonus-Malus scales using exponential loss functions (2001)A nonasymptotic criterion for the evaluation of automobile bonus systems (2012)Some Inequalities for Stop-Loss Premiums (1977)Improved Approximations for the Aggregate Claims Distribution in the Individual Model (1986)On recursive evaluation of mixed poisson probabilities and related quantities (2011)
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Cited by

  • 1992On some Extensions of Panjer's Class of Counting Distributions91 cited
  • 1997Present value distributions with applications to ruin theory and stochastic equations84 cited
  • 1999On Multivariate Panjer Recursions81 cited
  • 1998Optimal proportional reinsurance policies for diffusion models with transaction costs81 cited
  • 1996Orderings of risks: A comparative study via stop-loss transforms49 cited
  • 1990Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient47 cited
  • 1988Credibility estimators with geometric weights44 cited
  • 1992Error Bounds for Compound Poisson Approximations of the Individual Risk Model34 cited
  • 1989On bonus systems with credibility scales32 cited
  • 1989On evaluation of the Delaporte distribution and related distributions32 cited
  • 2016Incorporating the Bühlmann credibility into mortality models to improve forecasting performances22 cited
  • 2003Reprezentacje preferencji i modelowanie ryzyka0 cited

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