Individual Risk Models

Individual Risk Models is a stochastic modeling framework in general insurance pricing that characterizes the total claim amount as the sum of independent random variables, each representing the aggregate loss from a distinct policyholder, thereby distinguishing it from collective risk models by focusing on policy-level heterogeneity and individual claim frequency and severity.

390

Publications

21.3K

Citations

1.9K

Authors

819

Institutions

Publications per year

2017–2026

121

Authors

1.9K

  1. ND
    Nelson De Pril

    KU Leuven, Belgium

    4 publications · 215 citations

    4

    h-index

  2. TV
    Tjeerd van Staa

    Utrecht University, Netherlands

    4 publications · 348 citations

    4

    h-index

  3. SW
    Stephen W. Duffy

    Queen Mary University of London, United Kingdom

    3 publications · 617 citations

    3

    h-index

  4. JM
    John Monahan

    University of Virginia, United States

    3 publications · 213 citations

    3

    h-index

  5. WC
    Wayne C. Levy

    University of Washington, United States

    3 publications · 159 citations

    3

    h-index

1–5 of 1.9K

Venues

  1. PLoS ONE

    12 publications · 355 citations

    12

    h-index

  2. Astin Bulletin

    12 publications · 722 citations

    11

    h-index

  3. PubMed

    Repository · 9 publications · 254 citations

    9

    h-index

  4. Insurance Mathematics and Economics

    9 publications · 285 citations

    9

    h-index

  5. Risk Analysis

    8 publications · 306 citations

    8

    h-index

1–5