Advanced techniques for modeling terrorism risk JA Major The Journal of Risk Finance 4 (1), 15-24, 2002 | 232 | 2002 |
EFD: A hybrid knowledge/statistical‐based system for the detection of fraud JA Major, DR Riedinger International Journal of Intelligent Systems 7 (7), 687-703, 1992 | 199 | 1992 |
Selecting among rules induced from a hurricane database JA Major, JJ Mangano Journal of intelligent information systems 4, 39-52, 1995 | 168 | 1995 |
Catastrophe risk pricing in the traditional market JA Major, RE Kreps Alternative risk strategies, 201-222, 2002 | 40 | 2002 |
Index hedge performance: insurer market penetration and basis risk J Major The Financing of Catastrophe Risk, 391-432, 1999 | 37 | 1999 |
Multivariate copulas for financial modeling G Venter, J Barnett, R Kreps, J Major Variance 1 (1), 103-119, 2007 | 30 | 2007 |
Us property-casualty: Underwriting cycle modeling and risk benchmarks SS Wang, JA Major, CH Pan, JWK Leong Research Paper of Risk Lighthouse LLC and Guy Carpenter & Company 12, 2010 | 27 | 2010 |
Enterprise risk analysis for property and liability insurance companies PJ Brehm, GR Perry, GG Venter, EW Susan Guy Carpenter & Company, LLC, 2007 | 26 | 2007 |
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 |
Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing JA Major Casualty Actuarial Society Forum, W inter, 45-89, 2004 | 10 | 2004 |
The Uncertain Nature of Catastrophe Modeling JA Major Natural Disaster Management, 1999 | 9 | 1999 |
Distortion measures and homogeneous financial derivatives JA Major Insurance: Mathematics and Economics 79, 82-91, 2018 | 8 | 2018 |
On the multifractal distribution of insured property Y Lantsman, JA Major, JJ Mangano Fractals 10 (03), 305-311, 2002 | 8 | 2002 |
Multivariate copulas for financial modeling J Barnett, R Kreps, J Major, G Venter Casualty Actuarial Society 1 (1), 103-199, 2007 | 7 | 2007 |
Taking Uncertainty into Account: Bias Issues Arising from Parameter Uncertainty in Risk Models JA Major CAS Forum, 153-196, 1999 | 6 | 1999 |
The firm-value risk model J Major Available at SSRN 2610675, 2009 | 5 | 2009 |
Methodological considerations in the statistical modeling of catastrophe bond prices JA Major Risk Management and Insurance Review 22 (1), 39-56, 2019 | 4 | 2019 |
Capital tranching: A RAROC approach to assessing reinsurance cost effectiveness D Mango, J Major, A Adler, C Bunick Variance 7 (1), 29-60, 2013 | 4 | 2013 |
Measuring the Market Value of Risk Management D Mango, JA Major RISK MANAGEMENT-NEW YORK- 54 (9), 46, 2007 | 4 | 2007 |