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Gary Venter
Gary Venter
School of Risk and Actuarial Studies, University of New South Wales
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Tails of copulas
GG Venter
Proceedings of the Casualty Actuarial Society 89 (171), 68-113, 2002
2092002
Premium calculation implications of reinsurance without arbitrage
GG Venter
ASTIN Bulletin: The Journal of the IAA 21 (2), 223-230, 1991
1301991
Transformed beta and gamma distributions and aggregate losses
G Venter
Proceedings of the Casualty Actuarial Society 70 (133), 289-308, 1983
991983
A comparison of stochastic models that reproduce chain ladder reserve estimates
T Mack, G Venter
Insurance: mathematics and economics 26 (1), 101-107, 2000
922000
Capital allocation survey with commentary
GG Venter
North American Actuarial Journal 8 (2), 96-107, 2004
812004
Credibility
GG Venter
Foundations of Casualty Actuarial Science, 375-483, 1990
441990
Testing the assumptions of age-to-age factors
GG Venter
Proceedings of the Casualty Actuarial Society 85, 807-847, 1998
401998
Multivariate copulas for financial modeling
G Venter, J Barnett, R Kreps, J Major
Variance 1 (1), 103-119, 2007
302007
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
272007
Enterprise risk analysis for property and liability insurance companies
PJ Brehm, GR Perry, GG Venter, EW Susan
Guy Carpenter & Company, LLC, 2007
262007
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
252018
Measuring value in reinsurance
GG Venter, SM Gluck, PJ Brehm
CAS Forum 2001, 179-199, 2001
242001
Quantifying correlated reinsurance exposures with copulas
GG Venter
Casualty Actuarial Society Forum 2003, 215-229, 2003
222003
Marginal decomposition of risk measures
GG Venter, JA Major, RE Kreps
ASTIN Bulletin: The Journal of the IAA 36 (2), 375-413, 2006
202006
Capital and value of risk transfer
K Froot, G Venter, J Major
14th Annual International AFIR Colloquium, 181-195, 2004
192004
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
182006
Refining reserve runoff ranges
GG Venter
CAS e-Forum, 2007
162007
Utility with decreasing risk aversion
GG Venter
PCAS LXX, 144, 1983
161983
Next steps for ERM: valuation and risk pricing
GG Venter
Proceedings of the 2010 Enterprise Risk Management Symposium, Chicago, IL …, 2009
142009
Market value of risk transfer: Catastrophe reinsurance case
G Venter, J Barnett, M Owen, GC Instrat
International AFIR Colloquium, 2004
142004
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