Edit Profile (opens in new tab) Panjer, Harry H. Compute Distance To: Compute Author ID: panjer.harry-h Published as: Panjer, Harry H.; Panjer, H. H.; Panjer, Harry more...less Documents Indexed: 20 Publications since 1983, including 7 Books 2 Contributions as Editor · 1 Further Contribution Co-Authors: 8 Co-Authors with 17 Joint Publications 101 Co-Co-Authors all top 5 Co-Authors 4 single-authored 8 Willmot, Gordon E. 7 Klugman, Stuart A. 3 Wang, Shaun S. 2 Sharif, A. H. 1 Beekman, John A. 1 Chen, Cho-Jieh 1 Hardy, Mary Rosalyn 1 Hickman, James Charles 1 Kahn, P. M. 1 Lutek, B. W. 1 Nesbitt, Cecil J. 1 Shin, E. S. W. 1 Young, Virginia R. all top 5 Serials 8 Insurance Mathematics & Economics 5 Wiley Series in Probability and Statistics 2 North American Actuarial Journal 1 Journal of Econometrics 1 Scandinavian Actuarial Journal 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 ASTIN Bulletin 1 Proceedings of Symposia in Applied Mathematics 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 18 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 19 Publications have been cited 729 times in 681 Documents Cited by ▼ Year ▼ Axiomatic characterization of insurance prices. Zbl 0959.62099Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 184 1997 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 121 2012 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 109 1998 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 91 2008 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 89 2004 Operational risk: modeling analytics. Zbl 1258.62101Panjer, Harry H. 42 2006 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2019 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 21 2013 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Practical aspects of stop-loss calculations. Zbl 0521.62082Panjer, H. H.; Lutek, B. W. 8 1983 A credibility approach to mortality risk. Zbl 1162.91415Hardy, M. R.; Panjer, H. H. 8 1998 Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. Zbl 1103.91356Chen, Cho-Jieh; Panjer, Harry 6 2003 Critical starting points for stable evaluation of mixed Poisson probabilities. Zbl 0797.62098Wang, Shaun; Panjer, Harry 4 1993 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 A note on compound generalized distributions: A comment on the article by B. Kling and M. Goovaerts. Zbl 0810.62095Sharif, A. H.; Panjer, H. H. 2 1994 An improved recursion for the compound generalized Poisson distribution. Zbl 0850.62181Sharif, A. H.; Panjer, H. H. 2 1995 Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions. Zbl 0798.62100Wang, Shaun; Panjer, Harry 1 1994 A statistical approach to graduation by mathematical formula. Zbl 0508.62089Chan, L. K.; Panjer, H. H. 1 1983 Actuarial mathematics. (Lecture Notes prepared for the American Mathematical Society Short Course ”Actuarial Mathematics” held in Laramie, Wyoming, August 10-11, 1985). Zbl 0594.62110 1 1986 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2019 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 21 2013 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 121 2012 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 91 2008 Operational risk: modeling analytics. Zbl 1258.62101Panjer, Harry H. 42 2006 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 89 2004 Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. Zbl 1103.91356Chen, Cho-Jieh; Panjer, Harry 6 2003 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 109 1998 A credibility approach to mortality risk. Zbl 1162.91415Hardy, M. R.; Panjer, H. H. 8 1998 Axiomatic characterization of insurance prices. Zbl 0959.62099Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 184 1997 An improved recursion for the compound generalized Poisson distribution. Zbl 0850.62181Sharif, A. H.; Panjer, H. H. 2 1995 A note on compound generalized distributions: A comment on the article by B. Kling and M. Goovaerts. Zbl 0810.62095Sharif, A. H.; Panjer, H. H. 2 1994 Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions. Zbl 0798.62100Wang, Shaun; Panjer, Harry 1 1994 Critical starting points for stable evaluation of mixed Poisson probabilities. Zbl 0797.62098Wang, Shaun; Panjer, Harry 4 1993 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Actuarial mathematics. (Lecture Notes prepared for the American Mathematical Society Short Course ”Actuarial Mathematics” held in Laramie, Wyoming, August 10-11, 1985). Zbl 0594.62110 1 1986 Practical aspects of stop-loss calculations. Zbl 0521.62082Panjer, H. H.; Lutek, B. W. 8 1983 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 A statistical approach to graduation by mathematical formula. Zbl 0508.62089Chan, L. K.; Panjer, H. H. 1 1983 all cited Publications top 5 cited Publications all top 5 Cited by 891 Authors 18 Willmot, Gordon E. 17 Boonen, Tim J. 16 Gómez-Déniz, Emilio 16 Wang, Ruodu 15 Brazauskas, Vytaras 13 Landriault, David 11 Young, Virginia R. 10 Calderín Ojeda, Enrique 10 Marceau, Étienne 9 Hürlimann, Werner 9 Landsman, Zinoviy M. 9 Tan, Ken Seng 8 Cossette, Hélène 8 Denuit, Michel M. 8 Miljkovic, Tatjana 8 Sarabia, José María 8 Szynal, Dominik 8 Valdez, Emiliano A. 8 Zitikis, Ričardas 7 Cheung, Ka Chun 7 Furman, Edward 7 Nadarajah, Saralees 7 Ren, Jiandong 7 Woo, Jae-Kyung 6 Ahn, Jae Youn 6 Albrecher, Hansjörg 6 Antonio, Katrien 6 Assa, Hirbod 6 Chi, Yichun 6 Frees, Edward W. 6 Gzyl, Henryk 6 Kim, Joseph Hyun Tae 6 Tsai, Cary Chi-Liang 6 Vázquez Polo, Francisco José 6 Yang, Hailiang 6 Yang, Jingping 5 Asimit, Alexandru V. 5 Bhati, Deepesh 5 Cheung, Eric C. K. 5 Dhaene, Jan 5 Gajek, Lesław 5 Hernández-Bastida, Agustin 5 Hong, Liang 5 Jiang, Wenjun 5 Makov, Udi E. 5 Pitselis, Georgios 5 Tsanakas, Andreas 5 Verbelen, Roel 5 Wu, Xianyi 5 Yam, Sheung Chi Phillip 4 Ahmad, Zubair 4 Badescu, Andrei L. 4 Bee, Marco 4 Beirlant, Jan 4 Gerber, Hans U. 4 Guillen, Montserrat 4 Hu, Junlei 4 Hu, Xiang 4 Khaledi, Baha-Eldin 4 Lin, X. Sheldon 4 Martin, Ryan 4 Mayoral, Silvia 4 Oh, Rosy 4 Punzo, Antonio 4 Su, Jianxi 4 Vernic, Raluca 4 Wang, Hongxia 4 Wang, Shaun S. 4 Zhang, Yiying 4 Zhuang, Shengchao 3 Amin, Zeinab H. 3 Bakar, Shaiful Anuar Abu 3 Bignozzi, Valeria 3 Boucher, Jean-Philippe 3 Cai, Jun 3 Chen, Mi 3 Cordeiro, Gauss Moutinho 3 Da-Silva, Cibele Queiroz 3 De Waegenaere, Anja 3 Denthet, Sunthree 3 Eling, Martin 3 Embrechts, Paul 3 Gatto, Riccardo 3 Genç, Ali İ. 3 Gomes-Gonçalves, Erika 3 Gomes, Antonio Eduardo 3 Grün, Bettina 3 Jeong, Himchan 3 Jones, Bruce L. 3 Karlis, Dimitris 3 Kleefeld, Andreas 3 Kolev, Nikolai 3 Lee, Eui Yong 3 Lee, Gee Y. 3 Lefèvre, Claude 3 Lemieux, Christiane 3 Li, Bin 3 Liu, Fangda 3 Liu, Haiyan 3 Lü, Zhaoyang ...and 791 more Authors all top 5 Cited in 121 Serials 200 Insurance Mathematics & Economics 72 North American Actuarial Journal 50 Scandinavian Actuarial Journal 35 ASTIN Bulletin 22 Communications in Statistics. Theory and Methods 13 European Journal of Operational Research 13 European Actuarial Journal 12 Journal of Statistical Computation and Simulation 10 Methodology and Computing in Applied Probability 9 Journal of Computational and Applied Mathematics 9 Communications in Statistics. Simulation and Computation 8 Journal of Applied Statistics 7 Mathematics and Financial Economics 6 Applied Mathematics and Computation 6 Statistics & Probability Letters 5 Journal of Statistical Planning and Inference 5 Scandinavian Actuarial Journal 5 Statistical Papers 5 Mathematical Finance 5 Lobachevskii Journal of Mathematics 4 Physica A 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 Journal of Applied Probability 4 Operations Research Letters 4 Acta Mathematicae Applicatae Sinica. English Series 4 Annals of Operations Research 4 Finance and Stochastics 4 Applied Stochastic Models in Business and Industry 4 Quantitative Finance 4 Journal of the Korean Statistical Society 4 Journal of Statistical Theory and Practice 3 Lithuanian Mathematical Journal 3 Metrika 3 Journal of Mathematical Economics 3 Mathematics and Computers in Simulation 3 Computational Statistics and Data Analysis 3 Applicationes Mathematicae 3 Journal of Mathematical Sciences (New York) 3 International Journal of Theoretical and Applied Finance 3 Extremes 3 Probability in the Engineering and Informational Sciences 3 The Annals of Applied Statistics 3 Dependence Modeling 2 Fuzzy Sets and Systems 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Journal of Optimization Theory and Applications 2 Mathematics of Operations Research 2 Operations Research 2 Stochastic Analysis and Applications 2 Statistics 2 Computers & Operations Research 2 International Journal of Approximate Reasoning 2 Queueing Systems 2 Computational Statistics 2 Applied Mathematical Modelling 2 Stochastic Processes and their Applications 2 Economic Theory 2 Mathematical Problems in Engineering 2 International Journal of Modern Physics C 2 Decisions in Economics and Finance 2 Stochastic Models 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Asia-Pacific Financial Markets 2 AStA. Advances in Statistical Analysis 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Automatica 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Economic Theory 1 Statistica 1 Theory and Decision 1 Mathematical Social Sciences 1 Mathematical and Computer Modelling 1 Science in China. Series A 1 Japan Journal of Industrial and Applied Mathematics 1 Economic Quality Control 1 SIAM Review 1 Mathematical Programming. Series A. Series B 1 Cybernetics and Systems Analysis 1 Test 1 Computational and Applied Mathematics 1 Lifetime Data Analysis 1 Complexity 1 Journal of Difference Equations and Applications 1 Journal of Applied Analysis 1 Abstract and Applied Analysis 1 Soft Computing 1 Journal of Inequalities and Applications 1 Fractional Calculus & Applied Analysis 1 Far East Journal of Theoretical Statistics 1 Discrete Dynamics in Nature and Society 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Brazilian Journal of Probability and Statistics 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Journal of Systems Science and Complexity ...and 21 more Serials all top 5 Cited in 25 Fields 496 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 408 Statistics (62-XX) 161 Probability theory and stochastic processes (60-XX) 26 Operations research, mathematical programming (90-XX) 22 Numerical analysis (65-XX) 14 Measure and integration (28-XX) 10 Systems theory; control (93-XX) 6 Real functions (26-XX) 5 Integral equations (45-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 4 Special functions (33-XX) 4 Functional analysis (46-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 1 Mathematical logic and foundations (03-XX) 1 Ordinary differential equations (34-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year