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Insurance premiums: Theory and applications
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Insurance premiums: Theory and applications (1984)Insurance premiums: Theory and applicatio…On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures (2011)On the Interplay between Dist…VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009)VAR and CTE Criteria for Opti…Risk measurement in the presence of background risk (2007)Risk measurement in the prese…Risk measures, distortion parameters, and their empirical estimation (2006)Risk measures, distortion par…Optimal reinsurance under convex principles of premium calculation (2005)Optimal reinsurance under con…Stochastic orders in dynamic reinsurance markets (2004)Stochastic orders in dynamic …Optimal reinsurance programs (2003)Optimal reinsurance programsIndifference pricing of insurance contracts in a product space model (2003)Indifference pricing of insur…A Unified Approach to Generate Risk Measures (2003)A Unified Approach to Generat…A rank-dependent generalization of zero utility principle (2003)A rank-dependent generalizati…On Valuation and Risk Management at the Interface of Insurance and Finance (2002)On Valuation and Risk Managem…Risk measures and insurance premium principles (2001)Risk measures and insurance p…On transformations of actuarial valuation principles (2001)On transformations of actuari…On a class of premium principles including the Esscher principle (1998)On a class of premium princip…On Redington's theory of immunization (1990)On Redington's theory of immu…Rules for Ordering Uncertain Prospects (1969)Premium Calculation by Transforming the Layer Premium Density (1996)Ryzyko, czas i dobrobyt (2009)Theory of games and economic behavior (2019)An introduction to mathematical risk theory (1979)Actuarial Mathematics. (1986)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Stochastic comparisons of distorted variability measures (2011)Modern Actuarial Risk Theory (2008)Optimal Reinsurance under Variance Related Premium Principles (2011)Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability (2012)Optimal reinsurance designs based on risk measures: a review (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Coherent Measures of Risk (1999)Uncertainty and The Welfare Economics of Medical Care (2001)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)Optimal reinsurance under risk and uncertainty (2014)Robust and Pareto optimality of insurance contracts (2017)Review of the Principles of Life-office Valuations (1952)Immunization under stochastic models of the term structure (1978)A note on Shiu—Fisher—Weil immunization theorem (1991)On the probability function in the collective theory of risk (1932)An Economic Premium Principle (1980)Decision theoretic foundations of credibility theory (1989)Theory of Games and Economic Behavior (1945)Properties of selling and buying prices (2008)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)The Dual Theory of Choice under Risk (1987)
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  • 2005Optimal reinsurance under convex principles of premium calculation78 cited
  • 2009VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance67 cited
  • 2001Risk measures and insurance premium principles52 cited
  • 2006Risk measures, distortion parameters, and their empirical estimation49 cited
  • 2002On Valuation and Risk Management at the Interface of Insurance and Finance48 cited
  • 2003A rank-dependent generalization of zero utility principle47 cited
  • 2003A Unified Approach to Generate Risk Measures46 cited
  • 2011On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures43 cited
  • 1998On a class of premium principles including the Esscher principle43 cited
  • 1990On Redington's theory of immunization40 cited
  • 2003Optimal reinsurance programs39 cited
  • 2007Risk measurement in the presence of background risk38 cited
  • 2001On transformations of actuarial valuation principles33 cited
  • 2003Indifference pricing of insurance contracts in a product space model30 cited
  • 2004Stochastic orders in dynamic reinsurance markets

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26 cited