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Stephen Mildenhall
Stephen Mildenhall
Convex Risk LLC
Verified email at convexrisk.com - Homepage
Title
Cited by
Cited by
Year
A systematic relationship between minimum bias and generalized linear models
SJ Mildenhall
Proceedings of the Casualty Actuarial Society 86 (164), 393-487, 1999
961999
Correlation and aggregate loss distributions with an emphasis on the Iman-Conover Method
SJ Mildenhall
part one of “The Report of the Research Working Party on Correlations and …, 2005
502005
A note on the Myers and Read capital allocation formula
SJ Mildenhall
North American Actuarial Journal 8 (2), 32-44, 2004
432004
Cycles in a product of elliptic curves, and a group analogous to the class group
SJM Mildenhall
411992
A multivariate Bayesian claim count development model with closed form posterior and predictive distributions
SJ Mildenhall
Casualty Actuarial Society Forum 2006 (Winter), 451-493, 2006
162006
Actuarial geometry
SJ Mildenhall
Risk Theory Seminar, 2006
152006
The Report of the Research Working Party on Correlations and Dependencies among All Risk Sources: Part 1—Correlation and Aggregate Loss Distributions with an Emphasis on the …
SJ Mildenhall
Research Working Party on Correlations and Dependencies Among All Risk …, 2005
132005
Actuarial geometry
SJ Mildenhall
Risks 5 (2), 31, 2017
102017
Discussion of “Application of the Option Market Paradigm to the Solution of Insurance Problems,”
SJ Mildenhall
PCAS LXXXVII, 162-187, 2000
52000
Discussion of Michael Wacek's 1997 PCAS Paper-" Application of the option market paradigm to the solution of insurance problems,"
S Mildenhall
Proceedings of the Casualty Actuarial Society 87, 2000
52000
Systems and methods for determining risk exposure
SJM Mildenhall, KW Dybvik
US Patent App. 14/062,277, 2015
32015
Systems and methods for performing real-time convolution calculations of matrices indicating amounts of exposure
SJM Mildenhall, KW Dybvik
US Patent App. 15/460,985, 2017
22017
Bailey‐Simon Method
SJ Mildenhall
Wiley StatsRef: Statistics Reference Online, 2014
22014
Similar risks have similar prices: A useful and exact quantification
SJ Mildenhall
Insurance: Mathematics and Economics 105, 203-210, 2022
12022
Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market
JA Major, SJ Mildenhall
arXiv preprint arXiv:2008.12427, 2020
12020
Systems and methods for performing real-time convolution calculations of matrices indicating amounts of exposure
SJM Mildenhall, KW Dybvik
US Patent App. 16/240,538, 2019
12019
Cycles in a product of curves
SJM MILDENHALL
The University of Chicago, 1992
11992
Pricing Seasonal Peril Catastrophe Bonds: A Simplified Approach
SJ Mildenhall
Variance 16 (1), 2023
2023
Publisher Correction: Book review: pricing insurance risk–theory and practice
J Dhaene, SJ Mildenhall, JA Major
European Actuarial Journal 13 (Suppl 1), 1-1, 2023
2023
Pricing insurance risk: theory and practice
SJ Mildenhall, JA Major
John Wiley & Sons, 2022
2022
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