Compound Distribution Models is a probabilistic modeling framework in loss distribution analysis that combines a frequency distribution of loss events with a severity distribution of individual losses to characterize the overall distribution of aggregate losses.
99
Publications
5.5K
Citations
227
Authors
127
Institutions
Publications per year
2017–2026
19
Variants
Compound Loss Models
Parents
Publications
99
Recursive Evaluation of a Family of Compound Distributions
Harry H. Panjer · Astin Bulletin · 1981 · 576 citations · Full text
Business, Computer Science, Finance +16
Compound representation of high resolution sea clutter
K.D. Ward · Electronics Letters · 1981 · 432 citations
1–5 of 99
Authors
227
- SW
8
h-index
- GE
6
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- KW
5
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- HH
4
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- MA
4
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1–5 of 227
Institutions
127
University of Waterloo
Waterloo, Canada
5 h-index
8 publications
790 citations
Covenant University
Ota, Nigeria
3 h-index
6 publications
270 citations
Worcestershire Royal Hospital
Worcester, United Kingdom
3 h-index
4 publications
656 citations
Pennsylvania State University
State College, United States
3 h-index
6 publications
305 citations
Thales (United Kingdom)
Glasgow, United Kingdom
3 h-index
5 publications
237 citations
University of Tikrit
Tikrit, Iraq
3 h-index
4 publications
192 citations
University of Amsterdam
Amsterdam, The Netherlands
3 h-index
5 publications
73 citations
EMI (United Kingdom)
Stockport, United Kingdom
3 h-index
3 publications
396 citations
1–8 of 127
Venues
- Astin Bulletin
12 publications · 1K citations
11
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- Biometrika
6 publications · 326 citations
6
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- Insurance Mathematics and Economics
5 publications · 124 citations
5
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- Scandinavian Actuarial Journal
4 publications · 101 citations
4
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- Technometrics
2 publications · 80 citations
2
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1–5