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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 14
OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
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- Published online by Cambridge University Press:
- 06 May 2020, pp. 449-477
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- Cited by 13
CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION
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- 05 January 2015, pp. 239-266
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- Cited by 13
A Markov Model for Loss Reserving
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 183-193
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- Cited by 13
Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 285-301
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On Error Bounds for Approximations to Aggregate Claims Distributions
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- 29 August 2014, pp. 243-262
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- Cited by 13
Chains of Reinsurance Revisited
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- 29 August 2014, pp. 77-88
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Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
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- 17 April 2015, pp. 337-349
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- Cited by 13
SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
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- 27 August 2014, pp. 127-150
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- Cited by 13
Statistical Models of Claim Distributions in Fire Insurance
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- 29 August 2014, pp. 1-25
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FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY
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- 07 August 2017, pp. 139-169
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- Cited by 13
PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING
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- 29 April 2013, pp. 1-20
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On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model
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- 29 August 2014, pp. 255-273
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- Cited by 13
VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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- 14 August 2020, pp. 709-742
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- Cited by 13
LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS
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- 06 August 2018, pp. 995-1024
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Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions*
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- 29 August 2014, pp. 161-166
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The Optimal Control of a Jump Mutual Insurance Process
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- 29 August 2014, pp. 13-22
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Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws
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- 17 April 2015, pp. 543-563
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- Cited by 13
BAYESIAN CHAIN LADDER MODELS
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- Published online by Cambridge University Press:
- 17 October 2014, pp. 75-99
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- Cited by 13
Robust Credibility1
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- 29 August 2014, pp. 117-143
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- Cited by 13
Credibility Using Semiparametric Models
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- 29 August 2014, pp. 273-285
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