Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Seal, Hilary L.
1978.
From Aggregate Claims Distribution to Probability of Ruin.
ASTIN Bulletin,
Vol. 10,
Issue. 1,
p.
47.
1984.
Loss Distributions.
p.
215.
Mack, Thomas
1984.
Premium Calculation for Deductible Policies with an Aggregate Limit.
ASTIN Bulletin,
Vol. 14,
Issue. 2,
p.
105.
Ramlau-Hansen, Henrik
1988.
A solvency study in non-life insurance.
Scandinavian Actuarial Journal,
Vol. 1988,
Issue. 1-3,
p.
3.
Cox, Larry A.
and
Griepentrog, Gary L.
1988.
Mean-lower partial moment asset pricing and the regulation of property—liability insurance rates.
Insurance: Mathematics and Economics,
Vol. 7,
Issue. 3,
p.
201.
Gendron, Michel
and
Crépeau, Hélène
1989.
On the computation of the aggregate claim distribution when individual claims are Inverse Gaussian.
Insurance: Mathematics and Economics,
Vol. 8,
Issue. 3,
p.
251.
Ettl, Wolfgang
1989.
Optimal dividend policy.
Blätter der DGVFM,
Vol. 19,
Issue. 1,
p.
47.
Taylor, G. C.
1989.
Use of Spline Functions for Premium Rating by Geographic Area.
ASTIN Bulletin,
Vol. 19,
Issue. 1,
p.
91.
Pai, Jeffrey S.
1997.
Bayesian analysis of compound loss distributions.
Journal of Econometrics,
Vol. 79,
Issue. 1,
p.
129.
Chaubey, Yogendra P.
Garrido, Jose´
and
Trudeau, Sonia
1998.
On the computation of aggregate claims distributions: some new approximations.
Insurance: Mathematics and Economics,
Vol. 23,
Issue. 3,
p.
215.
Hürlimann, Werner
2001.
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks.
ASTIN Bulletin,
Vol. 31,
Issue. 1,
p.
107.
Reijnen, Rajko
Albers, Willem
and
Kallenberg, Wilbert C.M.
2005.
Approximations for stop-loss reinsurance premiums.
Insurance: Mathematics and Economics,
Vol. 36,
Issue. 3,
p.
237.
Albers, Willem
Kallenberg, Wilbert C. M.
and
Lukocius, Viktor
2009.
A flexible model for actuarial risks under dependence.
Scandinavian Actuarial Journal,
Vol. 2009,
Issue. 2,
p.
152.
Mohamed
2010.
Approximation of Aggregate Losses Using Simulation.
Journal of Mathematics and Statistics,
Vol. 6,
Issue. 3,
p.
233.
Ma, Zong-Gang
and
Ma, Chao-Qun
2013.
Pricing catastrophe risk bonds: A mixed approximation method.
Insurance: Mathematics and Economics,
Vol. 52,
Issue. 2,
p.
243.
Castaaer, Anna
and
Claramunt Bielsa, M. Merce
2014.
Optimal Stop-Loss Reinsurance: A Dependence Analysis.
SSRN Electronic Journal,
Seri, Raffaello
and
Choirat, Christine
2015.
COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES.
ASTIN Bulletin,
Vol. 45,
Issue. 3,
p.
601.
Burnecki, Krzysztof
and
Giuricich, Mario
2017.
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing.
Risks,
Vol. 5,
Issue. 4,
p.
64.
Moro, Eric Dal
and
Krvavych, Yuriy
2017.
PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS.
ASTIN Bulletin,
Vol. 47,
Issue. 3,
p.
737.
Giuricich, Mario
and
Burnecki, Krzysztof
2017.
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing.
SSRN Electronic Journal ,