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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 7
MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR
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- Published online by Cambridge University Press:
- 18 June 2013, pp. 245-270
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- Cited by 7
Run-Off Risk as a Part of Claims Fluctuation
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 113-147
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- Cited by 7
DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
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- Published online by Cambridge University Press:
- 23 November 2018, pp. 147-168
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ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS
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- Published online by Cambridge University Press:
- 16 June 2014, pp. 613-633
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PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS
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- Published online by Cambridge University Press:
- 15 September 2014, pp. 207-238
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Risk Theory with the Generalized Inverse Gaussian Lévy Process
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 361-377
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Optimal Insurance Coverage under Bonus-Malus Contracts
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- 29 August 2014, pp. 175-186
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REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
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- 05 December 2019, pp. 187-221
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Modelling of Discretized Claim Numbers in Loss Reserving
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- 29 August 2014, pp. 119-135
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Risk theory and Wiener processes
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 96-99
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Quadratic Optimization of Life and Pension Insurance Payments
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- 17 April 2015, pp. 245-267
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ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA
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- 05 March 2021, pp. 475-507
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Dynamic Model of Insurance Company's Management
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- 29 August 2014, pp. 57-65
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Experience Rating of ARIMA Processes by the Kalman Filter
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 19-31
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USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS
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- Published online by Cambridge University Press:
- 19 February 2014, pp. 237-276
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Applying the Proportional Hazard Premium Calculation Principle
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- 17 April 2015, pp. 409-425
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JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING
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- Published online by Cambridge University Press:
- 05 November 2021, pp. 91-116
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Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums
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- 09 August 2013, pp. 399-414
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Adverse Selection Spirals
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 589-628
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Applications to a theory of bonus systems
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 212-221
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