Most cited
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 31
A Review on Phase-type Distributions and their Use in Risk Theory
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 145-161
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- Cited by 30
A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities
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- Published online by Cambridge University Press:
- 29 August 2014, pp. 53-59
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- Cited by 30
Optimal Dynamic XL Reinsurance
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- Published online by Cambridge University Press:
- 17 April 2015, pp. 193-207
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- Cited by 30
Minimum Variance Reinsurance*)
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- 29 August 2014, pp. 257-260
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On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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- 09 August 2013, pp. 65-95
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- Cited by 30
PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY
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- 18 June 2013, pp. 159-187
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- Cited by 30
ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES
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- 31 January 2020, pp. 95-129
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- Cited by 29
A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
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- 04 September 2019, pp. 647-688
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A Mathematical Model of Alzheimer's Disease and the Apoe Gene
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- 29 August 2014, pp. 69-110
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Does Markov-Modulation Increase the Risk?
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- 29 August 2014, pp. 49-66
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- Cited by 29
Application of Game Theory to Some Problems in Automobile Insurance*)
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- 29 August 2014, pp. 208-221
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- Cited by 29
FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II
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- 07 May 2014, pp. 501-533
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- Cited by 29
Predicting IBNYR Events and Delays II. Discrete Time
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- 29 August 2014, pp. 93-111
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- Cited by 29
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds*
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- 17 April 2015, pp. 163-183
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- Cited by 29
Probabilités de Ruine pour une Classe de Modèles de Risque Semi-Markoviens
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- 29 August 2014, pp. 123-133
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- Cited by 28
Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk1
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- 29 August 2014, pp. 101-163
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- Cited by 28
Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
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- 17 April 2015, pp. 231-257
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- Cited by 28
Estimators and Bootstrap Confidence Intervals for Ruin Probabilities
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- 29 August 2014, pp. 57-70
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- Cited by 28
Two Stochastic Approaches for Discounting Actuarial Functions
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- 29 August 2014, pp. 167-181
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- Cited by 28
EDITORIAL: YES, WE CANN!
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- 07 December 2018, pp. 1-3
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