Concepedia

Portfolio Aggregation Modeling

Portfolio Aggregation Modeling is a computational risk assessment framework that integrates individual reinsurance contract exposures across a heterogeneous portfolio to quantify aggregate loss distributions under catastrophic event scenarios.

16

Publications

632

Citations

28

Authors

22

Institutions

Publications per year

2017–2026

3

Parents

Publications

16

AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS

Shaun S. Wang, Ken Seng Tan · 1999 · 140 citations

, , +17

Improved Approximations for the Aggregate Claims Distribution in the Individual Model

Christian Hipp · Astin Bulletin · 1986 · 83 citations · Full text

, , +16

A Statistical Approach to IBNR-Reserves in Marine Reinsurance

Joakim Hertig · Astin Bulletin · 1985 · 58 citations · Full text

, , +16

On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model

Nelson De Pril · Astin Bulletin · 1986 · 56 citations · Full text

, , +11

Heterogeneous credit portfolios and the dynamics of the aggregate losses

Paolo Dai Pra, Marco Tolotti · Stochastic Processes and their Applications · 2009 · 37 citations

, , +14

1–5 of 16

Authors

28

  1. ND
    Nelson De Pril

    KU Leuven, Belgium

    2 publications · 86 citations

    2

    h-index

  2. MT
    Marco Tolotti

    Ca' Foscari University of Venice, Italy

    1 publications · 37 citations

    1

    h-index

  3. NB
    N. Balakrishnan

    McMaster University, Canada

    1 publications · 25 citations

    1

    h-index

  4. FD
    Francis Duval

    Université du Québec à Montréal, Canada

    1 publications · 36 citations

    1

    h-index

  5. EH
    Enkelejd Hashorva

    University of Lausanne, Switzerland

    1 publications · 23 citations

    1

    h-index

1–5 of 28

Institutions

22

  1. KU Leuven

    Leuven, Belgium

    2 h-index

    2 publications

    86 citations

  2. Università degli Studi di Enna Kore

    Enna, Italy

    1 h-index

    1 publications

    14 citations

  3. University of Trento

    Trento, Italy

    1 h-index

    1 publications

    14 citations

  4. Jiangsu Normal University

    Xuzhou, China

    1 h-index

    1 publications

    25 citations

  5. University of Hong Kong

    Pok Fu Lam, Hong Kong

    1 h-index

    1 publications

    25 citations

  6. Hong Kong Metropolitan University

    Hong Kong, Hong Kong

    1 h-index

    1 publications

    10 citations

  7. National Technical University of Athens

    Athens, Greece

    1 h-index

    1 publications

    28 citations

  8. Shahid Beheshti University

    Tehran, Iran

    1 h-index

    2 publications

    50 citations

1–8 of 22

Venues

  1. Astin Bulletin

    6 publications · 275 citations

    6

    h-index

  2. Insurance Mathematics and Economics

    2 publications · 50 citations

    2

    h-index

  3. Scandinavian Actuarial Journal

    3 publications · 52 citations

    2

    h-index

  4. Applied Economics

    1 publications · 10 citations

    1

    h-index

  5. Annals of Operations Research

    1 publications · 14 citations

    1

    h-index

1–5