H. Panjer
2002–2006
A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom H. Panjer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts H. Panjer overall
- Emiliano A. Valdez
- Hélène Cossette
- Zinoviy Landsman
- Edward Furman
- Andrew Chernih
- Amir Ahmadi-Javid
- Edward W. Frees
- Mélina Mailhot
- K. Böcker
- M. Delignette-Muller
Papers from H. Panjer's perspective
Ordered by how strongly the researchers H. Panjer trusts endorse each paper. Same corpus, a different order for every researcher.
- Premium Calculation by Transforming the Layer Premium Density
- Expected shortfall and beyond
- Coherent allocation of risk capital
- The Dual Theory of Choice under Risk
- Modelling Extremal Events for Insurance and Finance
- Risk contributions and performance measurement
- Coherent Risk Measures on General Probability Spaces
- A Value for n-person Games
- The Core of an N Person Game
- Values of Non-Atomic Games
Their papers
- Operational Risk : Modeling Analytics (2006) — 130 citations
- Loss Models: From Data to Decisions, 2nd edition (2004) — 116 citations
- MEASUREMENT OF RISK, SOLVENCY REQUIREMENTS AND ALLOCATION OF CAPITAL WITHIN FINANCIAL CONGLOMERATES (2002) — 150 citations