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This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 22
A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY
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- Published online by Cambridge University Press:
- 08 October 2013, pp. 85-102
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- Cited by 22
Distribution of Surplus in Life Insurance
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 57-71
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- Cited by 22
Improved Analytical Bounds for Some Risk Quantities
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- 29 August 2014, pp. 185-199
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- Cited by 22
A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 269-283
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- Cited by 22
The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
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- 17 April 2015, pp. 53-71
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- Cited by 22
Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
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- 17 April 2015, pp. 365-381
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- Cited by 22
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
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- 17 April 2015, pp. 399-422
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- Cited by 21
Maximizing Dividends without Bankruptcy
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- 17 April 2015, pp. 5-23
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- Cited by 21
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
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- 10 April 2019, pp. 299-333
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- Cited by 21
The Bargaining Set of a Reinsurance Market
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- 29 August 2014, pp. 101-114
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- Cited by 21
Some Transient Results on the M/SM/1 Special Semi-Markov Model in Risk and Queueing Theories
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- 29 August 2014, pp. 41-51
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- Cited by 21
On the Hedging Portfolio of Asian Options
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- 29 August 2014, pp. 165-183
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- Cited by 21
Some Remarks on a Recent Paper by Borch*)
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- 29 August 2014, pp. 265-272
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- Cited by 21
ADDRESSING IMBALANCED INSURANCE DATA THROUGH ZERO-INFLATED POISSON REGRESSION WITH BOOSTING
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- 17 December 2020, pp. 27-55
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- Cited by 21
Credit Risk and Prepayment Option
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 81-96
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- Cited by 21
Approximative Evaluation of the Distribution Function of Aggregate Claims1
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- 29 August 2014, pp. 15-39
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- Cited by 20
OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
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- Published online by Cambridge University Press:
- 19 November 2013, pp. 103-126
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- Cited by 20
The Esscher Premium Principle: A Criticism. Comment.
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- 29 August 2014, pp. 139-140
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- Cited by 20
CHAIN LADDER AND ERROR PROPAGATION
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- Published online by Cambridge University Press:
- 19 April 2016, pp. 293-330
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- Cited by 20
Modeling and Generating Dependent Risk Processes for IRM and DFA
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- 17 April 2015, pp. 333-360
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