Tails of copulas GG Venter Proceedings of the Casualty Actuarial Society 89 (171), 68-113, 2002 | 209 | 2002 |
Premium calculation implications of reinsurance without arbitrage GG Venter ASTIN Bulletin: The Journal of the IAA 21 (2), 223-230, 1991 | 130 | 1991 |
Transformed beta and gamma distributions and aggregate losses G Venter Proceedings of the Casualty Actuarial Society 70 (133), 289-308, 1983 | 100 | 1983 |
A comparison of stochastic models that reproduce chain ladder reserve estimates T Mack, G Venter Insurance: mathematics and economics 26 (1), 101-107, 2000 | 92 | 2000 |
Capital allocation survey with commentary GG Venter North American Actuarial Journal 8 (2), 96-107, 2004 | 81 | 2004 |
Credibility GG Venter Foundations of Casualty Actuarial Science, 375-483, 1990 | 44 | 1990 |
Testing the assumptions of age-to-age factors GG Venter Proceedings of the Casualty Actuarial Society 85, 807-847, 1998 | 40 | 1998 |
Multivariate copulas for financial modeling G Venter, J Barnett, R Kreps, J Major Variance 1 (1), 103-119, 2007 | 30 | 2007 |
Generalized linear models beyond the exponential family with loss reserve applications GG Venter ASTIN Bulletin: The Journal of the IAA 37 (2), 345-364, 2007 | 27 | 2007 |
Enterprise risk analysis for property and liability insurance companies PJ Brehm, GR Perry, GG Venter, EW Susan Guy Carpenter & Company, LLC, 2007 | 26 | 2007 |
Parsimonious parameterization of age-period-cohort models by Bayesian shrinkage G Venter, Ş Şahın ASTIN Bulletin: The Journal of the IAA 48 (1), 89-110, 2018 | 25 | 2018 |
Measuring value in reinsurance GG Venter, SM Gluck, PJ Brehm CAS Forum 2001, 179-199, 2001 | 24 | 2001 |
Quantifying correlated reinsurance exposures with copulas GG Venter Casualty Actuarial Society Forum 2003, 215-229, 2003 | 22 | 2003 |
Marginal decomposition of risk measures GG Venter, JA Major, RE Kreps ASTIN Bulletin: The Journal of the IAA 36 (2), 375-413, 2006 | 20 | 2006 |
Capital and value of risk transfer K Froot, G Venter, J Major 14th Annual International AFIR Colloquium, 181-195, 2004 | 19 | 2004 |
Discussion of the mean square error of prediction in the chain ladder reserving method GG Venter ASTIN Bulletin: The Journal of the IAA 36 (2), 566-571, 2006 | 18 | 2006 |
Refining reserve runoff ranges GG Venter CAS e-Forum, 2007 | 16 | 2007 |
Utility with decreasing risk aversion GG Venter PCAS LXX, 144, 1983 | 16 | 1983 |
Next steps for ERM: valuation and risk pricing GG Venter Proceedings of the 2010 Enterprise Risk Management Symposium, Chicago, IL …, 2009 | 14 | 2009 |
Market value of risk transfer: Catastrophe reinsurance case G Venter, J Barnett, M Owen, GC Instrat International AFIR Colloquium, 2004 | 14 | 2004 |