Optimal allocation of policy limits and deductibles

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Social Inequality, Engineering, Matrix Factorization +13

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

Engineering, Loss Models, Deterioration Modeling +17

Comparison Methods for Stochastic Models and Risks

Mark Anthony McComb · Technometrics · 2003 · 1.3K citations

Risk Model Validation, Comparison Methods, Risk Metric +16

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 626 citations

Financial Economics, Financial Intelligence, Accounting +3

Some simple inequalities satisfied by convex functions

G. H. Hardy · Medical Entomology and Zoology · 1929 · 417 citations

Engineering, Convex Optimization, Simple Inequalities +4