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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 10
Locally Risk-minimizing Hedging of Insurance Payment Streams
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 67-91
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- Cited by 10
IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA
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- Published online by Cambridge University Press:
- 27 December 2021, pp. 363-391
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- Cited by 10
GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA
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- 04 November 2020, pp. 57-99
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- Cited by 10
Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner
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- 29 August 2014, pp. 260-275
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ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
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- Published online by Cambridge University Press:
- 13 June 2016, pp. 709-746
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- Cited by 10
Risk Exchange with Distorted Probabilities
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 219-243
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Sur L'efficacité des critères de tarification de l'assurance contre les accidents d'automobiles
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 84-95
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SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION
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- Published online by Cambridge University Press:
- 18 December 2017, pp. 673-698
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- Cited by 10
NATURAL HEDGING IN LONG-TERM CARE INSURANCE
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- Published online by Cambridge University Press:
- 13 September 2017, pp. 233-274
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- Cited by 10
COMPOSITE BERNSTEIN COPULAS
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- Published online by Cambridge University Press:
- 11 March 2015, pp. 445-475
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- Cited by 10
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH
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- Published online by Cambridge University Press:
- 26 April 2018, pp. 779-815
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- Cited by 10
Ruin Probabilities for Two Classes of Risk Processes
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- 17 April 2015, pp. 61-77
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RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT
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- Published online by Cambridge University Press:
- 09 April 2014, pp. 197-236
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- Cited by 10
A Note on Iterative Premium Calculation Principles
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 325-329
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COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES
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- Published online by Cambridge University Press:
- 25 June 2015, pp. 601-637
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Quantifying and Correcting the Bias in Estimated Risk Measures
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- 17 April 2015, pp. 365-386
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- Cited by 10
On the Use of Equispaced Discrete Distributions
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- 29 August 2014, pp. 241-255
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- Cited by 9
Sur la determination d'un contrat optimal de reassurance
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- 29 August 2014, pp. 165-180
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On Optimal Properties of the Stop Loss Reinsurance
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 175-176
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On Optimal Cancellation of Policies
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 125-138
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