AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS

The impact of heterogeneity in individual frailty on the dynamics of mortality

1979 • 2,496 citations

A First Course in Numerical Analysis

1966 • 2,477 citations

The fast Fourier transform and its applications

1989 • 2,145 citations

Monte Carlo: Concepts, Algorithms, and Applications

1997 • 1,679 citations

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,629 citations

A distribution-free approach to inducing rank correlation among input variables

1982 • 1,567 citations

Loss Models: From Data to Decisions

1999 • 1,298 citations

Understanding Relationships Using Copulas

1998 • 1,240 citations

Bivariate Survival Models Induced by Frailties

1989 • 793 citations

Discrete multivariate distributions

1998 • 785 citations

The Joy of Copulas: Bivariate Distributions with Uniform Marginals

1986 • 688 citations

Multivariate Statistical Simulation

1988 • 661 citations

Recursive Evaluation of a Family of Compound Distributions

1981 • 581 citations

Families of Multivariate Distributions

1988 • 569 citations

A Family of Distributions for Modelling Non-Elliptically Symmetric Multivariate Data

1981 • 235 citations

The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial

1987 • 186 citations

Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998]

1999 • 168 citations

On some generalized farlie-gumbel-morgenstern distributions

1975 • 166 citations

On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations

1977 • 128 citations

An Actuarial Index of the Right-Tail Risk

1998 • 116 citations

Exponential and scale mixtures and equilibrium distributions

1998 • 53 citations

Computational aspects of recursive evaluation of compound distributions

1986 • 38 citations

Pricing the impact of adjustable features and loss sharing provisions of reinsurance treaties

1993 • 5 citations