Loss Distribution Analysis

Loss Distribution Analysis is an actuarial-statistical method in insurance economics that models and estimates the probability distribution of loss outcomes—typically using historical claim frequency and severity data—in order to quantify risk, inform pricing, and support capital and solvency decisions.

856

Publications

43.1K

Citations

1.7K

Authors

749

Institutions

Publications per year

2017–2026

163

Parents

Insurance Economics

Children

Bayesian Loss ModelingBootstrapped Loss EstimationCatastrophe Loss ModelingCompound Distribution ModelsHeavy-tailed Loss DistributionsLoss Distribution FittingLoss Reserves ModelingMoment MatchingParametric Loss DistributionsPolicy Limit Modeling

Publications

856

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

Business, Finance, Risk Management +14

On the coherence of expected shortfall

Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations

Business, Finance, Risk Management +17

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

Business, Decision Sciences, Risk Management +17

Understanding Relationships Using Copulas

Edward W. Frees, Emiliano A. Valdez · North American Actuarial Journal · 1998 · 1.3K citations

Business, Insurance, Actuarial Science +13

Earnings Losses of Displaced Workers Revisited

Kenneth A. Couch, Dana W. Placzek · American Economic Review · 2010 · 671 citations · Full text

Social Sciences, Economics, Insurance +12

1–5 of 856

Authors

1.7K

GE
Gordon E. Willmot
University of Waterloo, Canada
14 publications · 1.8K citations
14
h-index
MD
Michel Denuit
UCLouvain, Belgium
12 publications · 417 citations
11
h-index
PS
Peng Shi
University of Wisconsin–Madison, United States
10 publications · 515 citations
10
h-index
GW
Gareth W. Peters
University College London, United Kingdom
8 publications · 234 citations
8
h-index
KA
Katrien Antonio
KU Leuven, Belgium
8 publications · 498 citations
8
h-index

1–5 of 1.7K

Institutions

749

1–8 of 749

Venues

Astin Bulletin
64 publications · 3.4K citations
29
h-index
Insurance Mathematics and Economics
58 publications · 2.8K citations
28
h-index
Scandinavian Actuarial Journal
46 publications · 1.9K citations
24
h-index
SSRN Electronic Journal
Repository · 36 publications · 1.9K citations
19
h-index
North American Actuarial Journal
NAAJ · 24 publications · 2.5K citations
18
h-index

1–5