Concepedia

Harry H. Panjer

HH

23

Publications

3.1K

Citations

16

H-Index

1973

Active since

Affiliations

University of Waterloo(Current)

University of Alberta

Harry H. Panjer is an author at University of Waterloo specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityBusinessFinanceManagementEconomicsFinancial Risk ManagementInsuranceRisk Management

Publications per year

1973–2008

23

Publications

23

Loss Models: From Data to Decisions

James D. Broffitt, Stuart A. Klugman, Harry H. Panjer et al. · Journal of the American Statistical Association · 1999 · 1.3K citations

Engineering, Loss Models, Deterioration Modeling +17

Recursive Evaluation of a Family of Compound Distributions

Harry H. Panjer · Astin Bulletin · 1981 · 571 citations · Full text

Computational Finance, Engineering, Quantitative Finance +12

Axiomatic characterization of insurance prices

Shaun S. Wang, Virginia R. Young, Harry H. Panjer · Insurance Mathematics and Economics · 1997 · 567 citations

Mathematical Economics, Economics, Dynamic Pricing +6

MEASUREMENT OF RISK, SOLVENCY REQUIREMENTS AND ALLOCATION OF CAPITAL WITHIN FINANCIAL CONGLOMERATES

Harry H. Panjer, Hon Fia · 2002 · 124 citations

Financial Risk Management, Solvency Capital, Cost Of Capital +16

Stochastic Modelling of Interest Rates with Applications to Life Contingencies

Harry H. Panjer, David R. Bellhouse · Journal of Risk & Insurance · 1980 · 86 citations

Term Structure Model, Past Values, Stochastic Phenomenon +17

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