Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

Article Properties
Cite
Brazauskas, Vytaras, and Andreas Kleefeld. “Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims”. North American Actuarial Journal, vol. 20, no. 1, 2015, pp. 1-16, https://doi.org/10.1080/10920277.2015.1062784.
Brazauskas, V., & Kleefeld, A. (2015). Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims. North American Actuarial Journal, 20(1), 1-16. https://doi.org/10.1080/10920277.2015.1062784
Brazauskas V, Kleefeld A. Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims. North American Actuarial Journal. 2015;20(1):1-16.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
The Underlying Assumptions in the Standard Formula for the Solvency Capital Requirement Calculation 2014
Loss Models: From Data to Decisions 2012
Quantitative Risk Management: Concepts, Techniques and Tools 2005
10.1002/9780470012505.tap027
10.1002/9780470012505.tar037
Citations
Title Journal Journal Categories Citations Publication Date
The new Topp-Leone exponentied exponential model for modeling financial data

 Mathematical Modelling and Control 2024
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions North American Actuarial Journal
  • Social Sciences: Finance
 3 2023
Conformal Prediction Credibility Intervals North American Actuarial Journal
  • Social Sciences: Finance
 2022
Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? North American Actuarial Journal
  • Social Sciences: Finance
 1 2022
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions SSRN Electronic Journal 2022
Citations Analysis
Category Category Repetition
Science: Mathematics16
Science: Mathematics: Probabilities. Mathematical statistics15
Social Sciences: Economic theory. Demography: Economics as a science12
Social Sciences: Statistics11
Social Sciences: Commerce: Business10
Social Sciences: Finance10
Social Sciences: Sociology (General)5
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods2
Social Sciences: Finance: Insurance2
The category Science: Mathematics 16 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Dirichlet Process Mixture Models for Insurance Loss Data and was published in 2017. The most recent citation comes from a 2024 study titled The new Topp-Leone exponentied exponential model for modeling financial data. This article reached its peak citation in 2021, with 8 citations. It has been cited in 15 different journals, 13% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 7 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year