Concepedia

Compound Poisson Models

Compound Poisson Models is a stochastic model in claims modeling that belongs to the class of aggregate loss models, distinguished by its formulation of total claims as a sum of random losses occurring at random times governed by a Poisson process.

833

Publications

44.1K

Citations

1.2K

Authors

630

Institutions

Publications per year

2017–2026

92

Parents

Publications

833

Econometric models based on count data. Comparisons and applications of some estimators and tests

A. Colin Cameron, Pravin K. Trivedi · Journal of Applied Econometrics · 1986 · 1.8K citations

, , +16

Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons

Guillermo Gallego, Garrett van Ryzin · Management Science · 1994 · 1.6K citations

, , +17

The Variance Gamma (V.G.) Model for Share Market Returns

Dilip B. Madan, E. Seneta · The Journal of Business · 1990 · 1.6K citations

, , +17

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

Kung‐Sik Chan · The Annals of Statistics · 1993 · 1.3K citations · Full text

, , +15

Automatic Detection of Key Innovations, Rate Shifts, and Diversity-Dependence on Phylogenetic Trees

Daniel L. Rabosky · PLoS ONE · 2014 · 1.1K citations · Full text

, , +17

1–5 of 833

Authors

1.2K

  1. GE
    Gordon E. Willmot

    University of Waterloo, Canada

    15 publications · 642 citations

    14

    h-index

  2. HU
    Hans U. Gerber

    University of Lausanne, Switzerland

    15 publications · 1.4K citations

    13

    h-index

  3. ZZ
    Zhimin Zhang

    Chongqing University, China

    13 publications · 321 citations

    12

    h-index

  4. AD
    A. D. Barbour

    University of Zurich, Switzerland

    13 publications · 665 citations

    12

    h-index

  5. HY
    Hailiang Yang

    University of Hong Kong, Hong Kong SAR China

    12 publications · 486 citations

    12

    h-index

1–5 of 1.2K

Institutions

630

  1. University of Hong Kong

    Pok Fu Lam, Hong Kong

    24 h-index

    55 publications

    2.8K citations

  2. University of Waterloo

    Waterloo, Canada

    23 h-index

    50 publications

    2.5K citations

  3. University of Lausanne

    Lausanne, Switzerland

    18 h-index

    28 publications

    2.3K citations

  4. University of Zurich

    Zurich, Switzerland

    15 h-index

    20 publications

    803 citations

  5. The University of Melbourne

    Melbourne, Australia

    13 h-index

    20 publications

    788 citations

  6. Columbia University

    New York, United States

    12 h-index

    13 publications

    3.8K citations

  7. ETH Zurich

    Zurich, Switzerland

    12 h-index

    21 publications

    1.2K citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    12 h-index

    18 publications

    587 citations

1–8 of 630

Venues

  1. Journal of Applied Probability

    JAP · 75 publications · 2.7K citations

    29

    h-index

  2. Astin Bulletin

    59 publications · 3K citations

    29

    h-index

  3. Scandinavian Actuarial Journal

    57 publications · 2.5K citations

    28

    h-index

  4. Advances in Applied Probability

    AAP · 32 publications · 1.1K citations

    21

    h-index

  5. Insurance Mathematics and Economics

    29 publications · 1.7K citations

    18

    h-index

1–5