| Publication | Date of Publication | Type |
|---|
On a Risk Model With Dual Seasonalities
North American Actuarial Journal | 2023-07-03 | Paper |
Multivariate extreme value theory and its usefulness in understanding risk
North American Actuarial Journal | 2021-12-22 | Paper |
An extreme value analysis of advanced age mortality data
North American Actuarial Journal | 2021-12-22 | Paper |
The mathematical mechanism of biological aging
North American Actuarial Journal | 2021-04-28 | Paper |
Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
Metron | 2019-07-12 | Paper |
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
Metron | 2019-07-12 | Paper |
Physiological age, health costs, and their interrelation
North American Actuarial Journal | 2018-10-22 | Paper |
The use of phase-type models for disability insurance calculations
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
When inflation causes no increase in claim amounts
Journal of Probability and Statistics | 2010-12-01 | Paper |
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
ASTIN Bulletin | 2009-09-13 | Paper |
Robust fitting of claim severity distributions and the method of trimmed moments
Journal of Statistical Planning and Inference | 2009-04-08 | Paper |
Dependence and the asymptotic behavior of large claims reinsurance
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Applications of a multi-state risk factor/mortality model in life insurance
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Estimating conditional tail expectation with actuarial applications in view
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
NestedL-statistics and their use in comparing the riskiness of portfolios
Scandinavian Actuarial Journal | 2008-06-18 | Paper |
Risk measures, distortion parameters, and their empirical estimation
Insurance Mathematics & Economics | 2007-09-21 | Paper |
Extreme behavior of multivariate phase-type distributions
Insurance Mathematics & Economics | 2007-09-21 | Paper |
Extreme behavior of bivariate elliptical distributions
Insurance Mathematics & Economics | 2007-07-19 | Paper |
Testing hypotheses about the equality of several risk measure values with applications in insurance
Insurance Mathematics & Economics | 2006-06-09 | Paper |
The impact of the determinants of mortality on life insurance and annuities
Insurance Mathematics & Economics | 2006-06-09 | Paper |
A Model for Analyzing the Impact of Selective Lapsation on Mortality
North American Actuarial Journal | 2006-01-13 | Paper |
Stochastic Models for Continuing Care Retirement Communities
North American Actuarial Journal | 2006-01-13 | Paper |
Methods for the Analysis of CCRC Data
North American Actuarial Journal | 2006-01-13 | Paper |
Empirical Estimation of Risk Measures and Related Quantities
North American Actuarial Journal | 2006-01-05 | Paper |
“Comparison of Future Lifetime Distribution and Its Approximations,” Esther Frostig, April 2002
North American Actuarial Journal | 2006-01-05 | Paper |
A critique of fractional age assumptions.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
A family of fractional age assumptions
Insurance Mathematics & Economics | 2001-12-05 | Paper |
Transient results for a high demand CCRC model
Scandinavian Actuarial Journal | 1997-04-21 | Paper |
A stochastic population model for high demand CCRCs
Insurance Mathematics & Economics | 1996-04-15 | Paper |
| scientific article; zbMATH DE number 591099 (Why is no real title available?) | 1995-03-16 | Paper |
