ASTIN Bulletin

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Top Articles

#	Title	Journal	Year	Citations
1	Premium Calculation by Transforming the Layer Premium Density	ASTIN Bulletin	1996	537
2	Recursive Evaluation of a Family of Compound Distributions	ASTIN Bulletin	1981	460
3	Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory	ASTIN Bulletin	1997	374
4	Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates	ASTIN Bulletin	1993	357
5	Experience Rating and Credibility	ASTIN Bulletin	1967	356
6	An Economic Premium Principle	ASTIN Bulletin	1980	278
7	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk	ASTIN Bulletin	2006	248
8	A Primer on Copulas for Count Data	ASTIN Bulletin	2007	246
9	A Primer on Copulas for Count Data	ASTIN Bulletin	2007	221
10	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities	ASTIN Bulletin	2008	213
11	A Universal Framework for Pricing Financial and Insurance Risks	ASTIN Bulletin	2002	194
12	Some Optimal Dividends Problems	ASTIN Bulletin	2004	187
13	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures	ASTIN Bulletin	2007	187
14	Dependency of Risks and Stop-Loss Order	ASTIN Bulletin	1996	177
15	Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling	ASTIN Bulletin	2003	177
16	Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts	ASTIN Bulletin	1998	166
17	Further Results on Recursive Evaluation of Compound Distributions	ASTIN Bulletin	1981	161
18	Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling	ASTIN Bulletin	2002	152
19	On the Probability and Severity of Ruin	ASTIN Bulletin	1987	147
20	Mathematical Fun with the Compound Binomial Process	ASTIN Bulletin	1988	144
21	The General Economic Premium Principle	ASTIN Bulletin	1984	143
22	Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures	ASTIN Bulletin	2007	142
23	Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk	ASTIN Bulletin	2006	134
24	Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time	ASTIN Bulletin	2000	130
25	Prediction of Outstanding Liabilities in Non-Life Insurance	ASTIN Bulletin	1993	129
26	A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component	ASTIN Bulletin	1989	128
27	Some Optimal Dividends Problems	ASTIN Bulletin	2004	127
28	Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach	ASTIN Bulletin	2009	124
29	Optimal Reinsurance Revisited – A Geometric Approach	ASTIN Bulletin	2010	124
30	Risk Theory with the Gamma Process	ASTIN Bulletin	1991	121
31	Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed	ASTIN Bulletin	2001	120
32	Credible Means are exact Bayesian for Exponential Families	ASTIN Bulletin	1974	119
33	Optimal Risk Exchanges	ASTIN Bulletin	1979	119
34	Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation	ASTIN Bulletin	1990	115
35	Discussion of the Danish Data on Large Fire Insurance Losses	ASTIN Bulletin	1997	115
36	A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities	ASTIN Bulletin	2008	111
37	Erlangian Approximations for Finite-Horizon Ruin Probabilities	ASTIN Bulletin	2002	106
38	An Application of Game Theory: Cost Allocation	ASTIN Bulletin	1984	103
39	The Probability of Eventual Ruin in the Compound Binomial Model	ASTIN Bulletin	1989	103
40	Pricing Risk Transfer Transactions	ASTIN Bulletin	2000	103
41	The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis	ASTIN Bulletin	2010	103
42	On a class of measures of dispersion with application to optimal reinsurance	ASTIN Bulletin	1969	102
43	Reciprocal Reinsurance Treaties	ASTIN Bulletin	1960	100
44	Modeling and Comparing Dependencies in Multivariate Risk Portfolios	ASTIN Bulletin	1998	98
45	Simulation of Ruin Probabilities for Subexponential Claims	ASTIN Bulletin	1997	92
46	Recursive Calculation of Survival Probabilities	ASTIN Bulletin	1991	89
47	On Esscher Transforms in Discrete Finance Models	ASTIN Bulletin	1998	88
48	Estimation in the Pareto Distribution	ASTIN Bulletin	1990	86
49	Allowance for Cost of Claims in Bonus-Malus Systems	ASTIN Bulletin	1997	86
50	The Quantitative Modeling of Operational Risk: Between G-and-H and EVT	ASTIN Bulletin	2007	86

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