Esther Frostig

Management Science and Operations Research · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Esther Frostig trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Shaun S. Wang
  2. E. Pitacco
  3. Claudia Czado

Papers from Esther Frostig's perspective

Ordered by how strongly the researchers Esther Frostig trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Dual Theory of Choice under Risk
  2. Premium Calculation by Transforming the Layer Premium Density
  3. Bayesian Poisson log-bilinear mortality projections
  4. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  5. A Universal Framework for Pricing Financial and Insurance Risks (ASTIN Bulletin: The Journal of the International Actuarial Association)
  6. A connection between supermodular ordering and positive/negative association
  7. VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
  8. Actuarial Theory for Dependent Risks: Measures, Orders, and Models (Technometrics)
  9. Survival models in a dynamic context: a survey
  10. A CLASS OF DISTORTION OPERATORS FOR PRICING FINANCIAL AND INSURANCE RISKS

Their papers