Loss Distribution Estimation
Loss Distribution Estimation is a probabilistic modeling framework used in catastrophe risk analysis that characterizes the statistical distribution of potential financial losses from seismic events by integrating hazard, exposure, and vulnerability data to quantify the likelihood and magnitude of loss outcomes.
312
Publications
16.7K
Citations
760
Authors
400
Institutions
Publications per year
2017–2026
71
312
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
Techniques for Verifying the Accuracy of Risk Measurement Models
Paul Kupiec · The Journal of Derivatives · 1995 · 439 citations · Full text
Business, Finance, Risk Management +17
Robustness and sensitivity analysis of risk measurement procedures
Rama Cont, Romain Deguest, Giacomo Scandolo · Quantitative Finance · 2010 · 403 citations · Full text
Business, Finance, Risk Management +17
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400
Istituto Universitario di Studi Superiori di Pavia
Pavia, Italy
8 h-index
17 publications
897 citations

Western University
London, Canada
6 h-index
8 publications
188 citations
Columbia University
New York, United States
6 h-index
11 publications
1.6K citations
Technische Universität Dresden
Dresden, Germany
5 h-index
7 publications
2.6K citations

University of Bristol
Bristol, United Kingdom
5 h-index
7 publications
228 citations
United States Geological Survey
Reston, United States
5 h-index
9 publications
311 citations

University of Waterloo
Waterloo, Canada
4 h-index
7 publications
829 citations
Institut National de la Statistique et des Etudes Economiques
Paris, France
4 h-index
4 publications
338 citations
1–8 of 400
Repository · 23 publications · 970 citations
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15 publications · 324 citations
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8 publications · 186 citations
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Repository · 7 publications · 264 citations
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7 publications · 548 citations
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