← All authors Gary Venter Columbia University (per OpenAlex) · ORCID · OpenAlex
23 papers in scope · 22 published · 1 on the econ.EM arXiv · 293 citations · h-index 7 (over the papers listed here)
Papers (1 of 23)
The Actuary Takes the Stand: Compensation for Personal Injury
published 2023 · Variance
with Şule Şahın
working paper 2019 · arXiv
Semiparametric Regression for Dual Population Mortality
published 2019 · North American Actuarial Journal
with Şule Şahın
Regularized Age-Period-Cohort Modeling of Opioid Mortality Rates
published 2018 · Applied Economics and Finance · 2 citations
PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE - ERRATUM
published 2017 · Astin Bulletin · 21 citations
with Şule Şahın
Robust Paradigm Applied to Parameter Reduction in Actuarial Triangle Models
published 2017 · Springer proceedings in mathematics & statistics · 7 citations
with Roman Gutkovich, Qian Gau
Mortgage Insurance in the United States
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2004
Asset–Liability Management for Nonlife Insurers
published 2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2008
with Paul Brehm
Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
published 2008 · Astin Bulletin
with Jose Couret
Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
published 2007 · Astin Bulletin · 13 citations
Multivariate Copulas for Financial Modeling
published 2007 · Variance · 1 citations
with Jack Barnett, Rodney Kreps, John Major
Marginal Decomposition of Risk Measures
published 2006 · Astin Bulletin · 12 citations
with John A. Major, R. E. Kreps
Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
published 2006 · Astin Bulletin · 11 citations
Capital and Value of Risk Transfer
published 2004 · Iranian journal of basic medical sciences. · 2 citations
with Kenneth Froot, John A. Major
Capital Allocation for P & C Insurers: A Survey of Methods
published 2004 · Wiley StatsRef: Statistics Reference Online
Testing Distributions of Stochastically Generated Yield Curves
published 2004 · Astin Bulletin · 2 citations
Capital Allocation Survey with Commentary
published 2004 · North American Actuarial Journal · 71 citations
A comparison of stochastic models that reproduce chain ladder reserve estimates
published 2000 · Insurance Mathematics and Economics · 46 citations
with Thomas M. Mack
Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers”, J. David Cummins; Richard D. Phillips; Stephen D. Smith, January 1997
published 1997 · North American Actuarial Journal
with Morton Lane
Premium Calculation Without Arbitrage Author's Reply on the Note by P. Albrecht
published 1992 · Astin Bulletin · 7 citations
Premium Calculation Implications of Reinsurance Without Arbitrage
published 1991 · Astin Bulletin · 90 citations
A Comparative Analysis of Most European and Japanese Bonus-malus Systems: Extension
published 1991 · Journal of Risk & Insurance · 7 citations
A three-way credibility approach to loss reserving
published 1989 · Insurance Mathematics and Economics · 1 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).