Loss Models — from data to decisions (3rd edition). By Stuart A. Klugman, Harry H. Panjer and Gordon E. Willmot (John Wiley & Sons, 2008. 726 pp. ISBN: 9780470187814)

By H. Kothari. Annals of Actuarial Science, 2009

50 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c6556e5fca3a74abeeeb0f45a82f45f4b9edb599

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Asa X. Sheldon Lin
2. Simon C. K. Lee Asa
3. Tatjana Miljkovic
4. Hélène Cossette

Citations in the corpus

• Pricing Standardized Mortality Securitizations: A Two‐Population Model with Transitory Jump Effects (2013, unknown): “The use of a Lee-Carter structure for two-population mortality modeling has been considered in Carter and Lee (1992), Li and Hardy (2011), Li and Lee (2005) and the original version of Cairns et al.”
• Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010, methodology): “Furthermore, if N belongs toM i 1 the (a, b, 1) class, k can be calculated recursively using the Panjer recursion (see Klugman et al. 2008).”