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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 8
A Note on Nonparametric Estimation of the CTE
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- Published online by Cambridge University Press:
- 09 August 2013, pp. 717-734
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- Cited by 8
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION
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- Published online by Cambridge University Press:
- 12 April 2021, pp. 631-659
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- Cited by 8
Homogeneous Premium Calculation Principles
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 123-133
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- Cited by 8
Some Moment Relations for the Hipp approximation
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- 29 August 2014, pp. 117-121
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MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
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- 15 June 2022, pp. 813-834
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- Cited by 8
On the solvency of insurance companies
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- 29 August 2014, pp. 236-247
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VAR-BASED OPTIMAL PARTIAL HEDGING
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- Published online by Cambridge University Press:
- 29 July 2013, pp. 271-299
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- Cited by 8
On Bayesian Mixture Credibility
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 573-588
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On the Convergence Rate of Bonus-Malus Systems
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- 29 August 2014, pp. 217-223
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- Cited by 8
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
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- 09 August 2013, pp. 225-247
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- Cited by 8
Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
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- 09 August 2013, pp. 117-136
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- Cited by 8
Spreading of Exceptional Claims by Means of an Internal Stop Loss Cover
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- 29 August 2014, pp. 380-386
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- Cited by 8
The Esscher Premium Principle: A Criticism*
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- 29 August 2014, pp. 77-78
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- Cited by 7
STATISTICAL APPROACH FOR OPEN BONUS MALUS
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- 18 October 2013, pp. 63-83
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- Cited by 7
On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model*
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- 17 April 2015, pp. 203-233
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- Cited by 7
A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION
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- 29 April 2013, pp. 21-37
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- Cited by 7
Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
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- 17 April 2015, pp. 419-436
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- Cited by 7
A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE
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- Published online by Cambridge University Press:
- 07 January 2022, pp. 393-416
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- Cited by 7
PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS
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- 15 September 2014, pp. 207-238
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- Cited by 7
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
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- 23 November 2018, pp. 147-168
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