Insurance Mathematics and Economics

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · 2007 · 2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +8

A cohort-based extension to the Lee–Carter model for mortality reduction factors

A. E. Renshaw, Steven Haberman · 2006 · 752 citations

Social Sciences, Biostatistics, Health Sciences +12

A Poisson log-bilinear regression approach to the construction of projected lifetables

Natacha Brouhns, Michel Denuit, Jeroen K. Vermunt · 2002 · 748 citations · Full text

Public Health, Biostatistics, Lifecycle Engineering +9

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · 2002 · 631 citations

Business, Economics, Finance +6

Axiomatic characterization of insurance prices

Shaun S. Wang, Virginia R. Young, Harry H. Panjer · 1997 · 569 citations

Business, Economics, Insurance +14