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Variance

ISSN: 1940-6452
Source type: journal
Publisher:
Fully OA: No
DOAJ: No
OpenAlex ID: S7407056956
An Analysis of the Market Price of Cat Bonds
2013 · Neil M. Bodoff, Yunbo Gan · Variance · 21
Capital Allocation by Percentile Layer
2009 · Neil M. Bodoff · Variance · 19
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Distinguishing the Forest from the TREES: A Comparison of Tree-Based Data Mining Methods
2008 · Richard A. Derrig, Louise Francis · Variance · 19
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Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims
2010 · Huijuan Liu, Richard Verrall · Variance · 17
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Stochastic Loss Reserving with the Collective Risk Model
2009 · Glenn Meyers · Variance · 17
Estimating Predictive Distributions for Loss Reserve Models
2007 · Glenn G. Meyers · Variance · 16
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Capital Allocation Techniques: Review and Comparison
2021 · Qiheng Guo, Daniel Bauer, et al. · Variance · 14
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The Chain Ladder and Tweedie Distributed Claims Data
2009 · Greg Taylor · Variance · 13
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Management Strategies and Dynamic Financial Analysis
2008 · Martin Eling, Thomas Parnitzke, et al. · Variance · 13
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Generalized Linear Mixed Models for Dependent Compound Risk Models
2021 · Himchan Jeong, Emiliano A. Valdez, et al. · Variance · 11
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Text Mining in Insurance: From Unstructured Data to Meaning
2021 · Diego Zappa, Mattia Borrelli, et al. · Variance · 11
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Self-Assembling Insurance Claim Models Using Regularized Regression and Machine Learning
2018 · Gráinne McGuire, Greg Taylor, et al. · Variance · 11
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U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks
2012 · Shaun S. Wang, John A. Major, et al. · Variance · 11
Multi-Peril Frequency Credibility Premium via Shared Random Effects
2024 · Himchan Jeong, Dipak Dey · Variance · 10
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Towards Explainability of Machine Learning Models in Insurance Pricing
2023 · Kevin Kuo, Daniel Lupton · Variance · 10
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On Prediction of Future Insurance Claims When the Model Is Uncertain
2018 · Liang Hong, Todd Kuffner, et al. · Variance · 7
Capital Allocation in the Property-Liability Insurance Industry
2012 · Stephen P. D'Arcy · Variance · 7
Robust Estimation of Loss Models for Truncated and Censored Severity Data
2022 · Chudamani Poudyal, Vytaras Brazauskas · Variance · 6
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Parameter Reduction in Actuarial Triangle Models
2017 · Gary Venter, Roman Gutkovich, et al. · Variance · 6
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Validating the Double Chain Ladder Stochastic Claims Reserving Model
2014 · Tony Agbeko, Munir Hiabu, et al. · Variance · 6
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Compositional Data Regression in Insurance with Exponential Family PCA
2024 · Guojun Gan, Emiliano A. Valdez · Variance · 5
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A Practical Approach to Quantitative Model Risk Assessment
2023 · Carole Bernard, Rodrigue Kazzi, et al. · Variance · 5
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Machine Learning Methods to Perform Pricing Optimization: A Comparison with Standard Generalized Linear Models
2018 · Giorgio Spedicato, Christophe Dutang, et al. · Variance · 5
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Embeddings and Attention in Predictive Modeling
2026 · Kevin Kuo, Ronald Richman · Variance · 4
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Gaussian Process Models for Incremental Loss Ratios
2022 · Michael Ludkovski, Howard Zail · Variance · 4
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Works count: 253
Citation count: 367
H-index: 11
I10-index: 15
2yr mean citedness: 0.702
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